CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 18-Aug-2020
Day Change Summary
Previous Current
17-Aug-2020 18-Aug-2020 Change Change % Previous Week
Open 1.3076 1.3130 0.0054 0.4% 1.3061
High 1.3128 1.3257 0.0129 1.0% 1.3150
Low 1.3076 1.3130 0.0054 0.4% 1.3013
Close 1.3109 1.3252 0.0143 1.1% 1.3099
Range 0.0052 0.0127 0.0075 144.2% 0.0137
ATR 0.0098 0.0102 0.0004 3.6% 0.0000
Volume 189 952 763 403.7% 1,895
Daily Pivots for day following 18-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.3594 1.3550 1.3322
R3 1.3467 1.3423 1.3287
R2 1.3340 1.3340 1.3275
R1 1.3296 1.3296 1.3264 1.3318
PP 1.3213 1.3213 1.3213 1.3224
S1 1.3169 1.3169 1.3240 1.3191
S2 1.3086 1.3086 1.3229
S3 1.2959 1.3042 1.3217
S4 1.2832 1.2915 1.3182
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 1.3257 1.3013 0.0244 1.8% 0.0085 0.6% 98% True False 471
10 1.3257 1.3013 0.0244 1.8% 0.0089 0.7% 98% True False 441
20 1.3257 1.2654 0.0603 4.6% 0.0098 0.7% 99% True False 419
40 1.3257 1.2263 0.0994 7.5% 0.0101 0.8% 99% True False 258
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3797
2.618 1.3589
1.618 1.3462
1.000 1.3384
0.618 1.3335
HIGH 1.3257
0.618 1.3208
0.500 1.3194
0.382 1.3179
LOW 1.3130
0.618 1.3052
1.000 1.3003
1.618 1.2925
2.618 1.2798
4.250 1.2590
Fisher Pivots for day following 18-Aug-2020
Pivot 1 day 3 day
R1 1.3233 1.3220
PP 1.3213 1.3188
S1 1.3194 1.3157

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

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