CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 19-Aug-2020
Day Change Summary
Previous Current
18-Aug-2020 19-Aug-2020 Change Change % Previous Week
Open 1.3130 1.3266 0.0136 1.0% 1.3061
High 1.3257 1.3274 0.0017 0.1% 1.3150
Low 1.3130 1.3096 -0.0034 -0.3% 1.3013
Close 1.3252 1.3121 -0.0131 -1.0% 1.3099
Range 0.0127 0.0178 0.0051 40.2% 0.0137
ATR 0.0102 0.0107 0.0005 5.4% 0.0000
Volume 952 1,458 506 53.2% 1,895
Daily Pivots for day following 19-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.3698 1.3587 1.3219
R3 1.3520 1.3409 1.3170
R2 1.3342 1.3342 1.3154
R1 1.3231 1.3231 1.3137 1.3198
PP 1.3164 1.3164 1.3164 1.3147
S1 1.3053 1.3053 1.3105 1.3020
S2 1.2986 1.2986 1.3088
S3 1.2808 1.2875 1.3072
S4 1.2630 1.2697 1.3023
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 1.3274 1.3041 0.0233 1.8% 0.0108 0.8% 34% True False 683
10 1.3274 1.3013 0.0261 2.0% 0.0097 0.7% 41% True False 550
20 1.3274 1.2684 0.0590 4.5% 0.0102 0.8% 74% True False 431
40 1.3274 1.2263 0.1011 7.7% 0.0103 0.8% 85% True False 294
60 1.3274 1.2217 0.1057 8.1% 0.0107 0.8% 86% True False 206
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 1.4031
2.618 1.3740
1.618 1.3562
1.000 1.3452
0.618 1.3384
HIGH 1.3274
0.618 1.3206
0.500 1.3185
0.382 1.3164
LOW 1.3096
0.618 1.2986
1.000 1.2918
1.618 1.2808
2.618 1.2630
4.250 1.2340
Fisher Pivots for day following 19-Aug-2020
Pivot 1 day 3 day
R1 1.3185 1.3175
PP 1.3164 1.3157
S1 1.3142 1.3139

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

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