CME British Pound Future December 2020

Trading Metrics calculated at close of trading on 14-Aug-2020

Day Change Summary
	Previous	Current
	13-Aug-2020	14-Aug-2020	Change	Change %	Previous Week
Open	1.3043	1.3067	0.0024	0.2%	1.3061
High	1.3132	1.3150	0.0018	0.1%	1.3150
Low	1.3041	1.3056	0.0015	0.1%	1.3013
Close	1.3059	1.3099	0.0040	0.3%	1.3099
Range	0.0091	0.0094	0.0003	3.3%	0.0137
ATR	0.0102	0.0102	-0.0001	-0.6%	0.0000
Volume	576	241	-335	-58.2%	1,895

Daily Pivots for day following 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3384	1.3335	1.3151
R3	1.3290	1.3241	1.3125
R2	1.3196	1.3196	1.3116
R1	1.3147	1.3147	1.3108	1.3172
PP	1.3102	1.3102	1.3102	1.3114
S1	1.3053	1.3053	1.3090	1.3078
S2	1.3008	1.3008	1.3082
S3	1.2914	1.2959	1.3073
S4	1.2820	1.2865	1.3047

Weekly Pivots for week ending 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3498	1.3436	1.3174
R3	1.3361	1.3299	1.3137
R2	1.3224	1.3224	1.3124
R1	1.3162	1.3162	1.3112	1.3193
PP	1.3087	1.3087	1.3087	1.3103
S1	1.3025	1.3025	1.3086	1.3056
S2	1.2950	1.2950	1.3074
S3	1.2813	1.2888	1.3061
S4	1.2676	1.2751	1.3024

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3150	1.3013	0.0137	1.0%	0.0083	0.6%	63%	True	False	379
10	1.3191	1.2989	0.0202	1.5%	0.0094	0.7%	54%	False	False	384
20	1.3191	1.2528	0.0663	5.1%	0.0102	0.8%	86%	False	False	369
40	1.3191	1.2263	0.0928	7.1%	0.0102	0.8%	90%	False	False	232

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.3550
2.618	1.3396
1.618	1.3302
1.000	1.3244
0.618	1.3208
HIGH	1.3150
0.618	1.3114
0.500	1.3103
0.382	1.3092
LOW	1.3056
0.618	1.2998
1.000	1.2962
1.618	1.2904
2.618	1.2810
4.250	1.2657

Fisher Pivots for day following 14-Aug-2020
Pivot	1 day	3 day
R1	1.3103	1.3093
PP	1.3102	1.3087
S1	1.3100	1.3082

Download as Excel Spreadsheet

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

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