CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 03-Sep-2020
Day Change Summary
Previous Current
02-Sep-2020 03-Sep-2020 Change Change % Previous Week
Open 1.3403 1.3358 -0.0045 -0.3% 1.3096
High 1.3408 1.3365 -0.0043 -0.3% 1.3362
Low 1.3291 1.3250 -0.0041 -0.3% 1.3062
Close 1.3329 1.3278 -0.0051 -0.4% 1.3350
Range 0.0117 0.0115 -0.0002 -1.7% 0.0300
ATR 0.0117 0.0117 0.0000 -0.1% 0.0000
Volume 11,713 2,740 -8,973 -76.6% 7,662
Daily Pivots for day following 03-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.3643 1.3575 1.3341
R3 1.3528 1.3460 1.3310
R2 1.3413 1.3413 1.3299
R1 1.3345 1.3345 1.3289 1.3322
PP 1.3298 1.3298 1.3298 1.3286
S1 1.3230 1.3230 1.3267 1.3207
S2 1.3183 1.3183 1.3257
S3 1.3068 1.3115 1.3246
S4 1.2953 1.3000 1.3215
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.4158 1.4054 1.3515
R3 1.3858 1.3754 1.3433
R2 1.3558 1.3558 1.3405
R1 1.3454 1.3454 1.3378 1.3506
PP 1.3258 1.3258 1.3258 1.3284
S1 1.3154 1.3154 1.3323 1.3206
S2 1.2958 1.2958 1.3295
S3 1.2658 1.2854 1.3268
S4 1.2358 1.2554 1.3185
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3489 1.3194 0.0295 2.2% 0.0123 0.9% 28% False False 3,921
10 1.3489 1.3062 0.0427 3.2% 0.0124 0.9% 51% False False 2,661
20 1.3489 1.3013 0.0476 3.6% 0.0115 0.9% 56% False False 1,624
40 1.3489 1.2491 0.0998 7.5% 0.0108 0.8% 79% False False 940
60 1.3489 1.2263 0.1226 9.2% 0.0111 0.8% 83% False False 660
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3854
2.618 1.3666
1.618 1.3551
1.000 1.3480
0.618 1.3436
HIGH 1.3365
0.618 1.3321
0.500 1.3308
0.382 1.3294
LOW 1.3250
0.618 1.3179
1.000 1.3135
1.618 1.3064
2.618 1.2949
4.250 1.2761
Fisher Pivots for day following 03-Sep-2020
Pivot 1 day 3 day
R1 1.3308 1.3370
PP 1.3298 1.3339
S1 1.3288 1.3309

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

View Archives - Comment on this page... - Back to Index of Symbols