CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 09-Sep-2020
Day Change Summary
Previous Current
08-Sep-2020 09-Sep-2020 Change Change % Previous Week
Open 1.3262 1.2981 -0.0281 -2.1% 1.3363
High 1.3268 1.3029 -0.0239 -1.8% 1.3489
Low 1.2986 1.2892 -0.0094 -0.7% 1.3182
Close 1.2996 1.2997 0.0001 0.0% 1.3297
Range 0.0282 0.0137 -0.0145 -51.4% 0.0307
ATR 0.0132 0.0133 0.0000 0.2% 0.0000
Volume 65,588 93,988 28,400 43.3% 27,181
Daily Pivots for day following 09-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.3384 1.3327 1.3072
R3 1.3247 1.3190 1.3035
R2 1.3110 1.3110 1.3022
R1 1.3053 1.3053 1.3010 1.3082
PP 1.2973 1.2973 1.2973 1.2987
S1 1.2916 1.2916 1.2984 1.2945
S2 1.2836 1.2836 1.2972
S3 1.2699 1.2779 1.2959
S4 1.2562 1.2642 1.2922
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.4244 1.4077 1.3466
R3 1.3937 1.3770 1.3381
R2 1.3630 1.3630 1.3353
R1 1.3463 1.3463 1.3325 1.3393
PP 1.3323 1.3323 1.3323 1.3288
S1 1.3156 1.3156 1.3269 1.3086
S2 1.3016 1.3016 1.3241
S3 1.2709 1.2849 1.3213
S4 1.2402 1.2542 1.3128
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3408 1.2892 0.0516 4.0% 0.0159 1.2% 20% False True 36,699
10 1.3489 1.2892 0.0597 4.6% 0.0140 1.1% 18% False True 19,208
20 1.3489 1.2892 0.0597 4.6% 0.0128 1.0% 18% False True 10,016
40 1.3489 1.2522 0.0967 7.4% 0.0115 0.9% 49% False False 5,163
60 1.3489 1.2263 0.1226 9.4% 0.0113 0.9% 60% False False 3,474
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 True
Bull Hook False
Stretch 0.0026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3611
2.618 1.3388
1.618 1.3251
1.000 1.3166
0.618 1.3114
HIGH 1.3029
0.618 1.2977
0.500 1.2961
0.382 1.2944
LOW 1.2892
0.618 1.2807
1.000 1.2755
1.618 1.2670
2.618 1.2533
4.250 1.2310
Fisher Pivots for day following 09-Sep-2020
Pivot 1 day 3 day
R1 1.2985 1.3109
PP 1.2973 1.3071
S1 1.2961 1.3034

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

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