CME British Pound Future December 2020

Trading Metrics calculated at close of trading on 13-Aug-2020

Day Change Summary
	Previous	Current
	12-Aug-2020	13-Aug-2020	Change	Change %	Previous Week
Open	1.3060	1.3043	-0.0017	-0.1%	1.3100
High	1.3073	1.3132	0.0059	0.5%	1.3191
Low	1.3013	1.3041	0.0028	0.2%	1.2989
Close	1.3034	1.3059	0.0025	0.2%	1.3059
Range	0.0060	0.0091	0.0031	51.7%	0.0202
ATR	0.0102	0.0102	0.0000	-0.3%	0.0000
Volume	397	576	179	45.1%	1,953

Daily Pivots for day following 13-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3350	1.3296	1.3109
R3	1.3259	1.3205	1.3084
R2	1.3168	1.3168	1.3076
R1	1.3114	1.3114	1.3067	1.3141
PP	1.3077	1.3077	1.3077	1.3091
S1	1.3023	1.3023	1.3051	1.3050
S2	1.2986	1.2986	1.3042
S3	1.2895	1.2932	1.3034
S4	1.2804	1.2841	1.3009

Weekly Pivots for week ending 07-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3686	1.3574	1.3170
R3	1.3484	1.3372	1.3115
R2	1.3282	1.3282	1.3096
R1	1.3170	1.3170	1.3078	1.3125
PP	1.3080	1.3080	1.3080	1.3057
S1	1.2968	1.2968	1.3040	1.2923
S2	1.2878	1.2878	1.3022
S3	1.2676	1.2766	1.3003
S4	1.2474	1.2564	1.2948

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3146	1.3013	0.0133	1.0%	0.0090	0.7%	35%	False	False	432
10	1.3191	1.2989	0.0202	1.5%	0.0095	0.7%	35%	False	False	378
20	1.3191	1.2522	0.0669	5.1%	0.0100	0.8%	80%	False	False	357
40	1.3191	1.2263	0.0928	7.1%	0.0104	0.8%	86%	False	False	226

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3519
2.618	1.3370
1.618	1.3279
1.000	1.3223
0.618	1.3188
HIGH	1.3132
0.618	1.3097
0.500	1.3087
0.382	1.3076
LOW	1.3041
0.618	1.2985
1.000	1.2950
1.618	1.2894
2.618	1.2803
4.250	1.2654

Fisher Pivots for day following 13-Aug-2020
Pivot	1 day	3 day
R1	1.3087	1.3076
PP	1.3077	1.3070
S1	1.3068	1.3065

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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