CME British Pound Future December 2020

Trading Metrics calculated at close of trading on 17-Aug-2020

Day Change Summary
	Previous	Current
	14-Aug-2020	17-Aug-2020	Change	Change %	Previous Week
Open	1.3067	1.3076	0.0009	0.1%	1.3061
High	1.3150	1.3128	-0.0022	-0.2%	1.3150
Low	1.3056	1.3076	0.0020	0.2%	1.3013
Close	1.3099	1.3109	0.0010	0.1%	1.3099
Range	0.0094	0.0052	-0.0042	-44.7%	0.0137
ATR	0.0102	0.0098	-0.0004	-3.5%	0.0000
Volume	241	189	-52	-21.6%	1,895

Daily Pivots for day following 17-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3260	1.3237	1.3138
R3	1.3208	1.3185	1.3123
R2	1.3156	1.3156	1.3119
R1	1.3133	1.3133	1.3114	1.3145
PP	1.3104	1.3104	1.3104	1.3110
S1	1.3081	1.3081	1.3104	1.3093
S2	1.3052	1.3052	1.3099
S3	1.3000	1.3029	1.3095
S4	1.2948	1.2977	1.3080

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%	0.0077	0.6%	70%	False	False	348
10	1.3191	1.2989	0.0202	1.5%	0.0089	0.7%	59%	False	False	391
20	1.3191	1.2654	0.0537	4.1%	0.0097	0.7%	85%	False	False	373
40	1.3191	1.2263	0.0928	7.1%	0.0101	0.8%	91%	False	False	234

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 59 trading days

Fibonacci Retracements and Extensions
4.250	1.3349
2.618	1.3264
1.618	1.3212
1.000	1.3180
0.618	1.3160
HIGH	1.3128
0.618	1.3108
0.500	1.3102
0.382	1.3096
LOW	1.3076
0.618	1.3044
1.000	1.3024
1.618	1.2992
2.618	1.2940
4.250	1.2855

Fisher Pivots for day following 17-Aug-2020
Pivot	1 day	3 day
R1	1.3107	1.3105
PP	1.3104	1.3100
S1	1.3102	1.3096

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

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