CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 01-Oct-2020
Day Change Summary
Previous Current
30-Sep-2020 01-Oct-2020 Change Change % Previous Week
Open 1.2864 1.2923 0.0059 0.5% 1.2930
High 1.2948 1.2984 0.0036 0.3% 1.2972
Low 1.2810 1.2823 0.0013 0.1% 1.2679
Close 1.2904 1.2897 -0.0007 -0.1% 1.2735
Range 0.0138 0.0161 0.0023 16.7% 0.0293
ATR 0.0133 0.0135 0.0002 1.5% 0.0000
Volume 132,548 193,409 60,861 45.9% 578,212
Daily Pivots for day following 01-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.3384 1.3302 1.2986
R3 1.3223 1.3141 1.2941
R2 1.3062 1.3062 1.2927
R1 1.2980 1.2980 1.2912 1.2941
PP 1.2901 1.2901 1.2901 1.2882
S1 1.2819 1.2819 1.2882 1.2780
S2 1.2740 1.2740 1.2867
S3 1.2579 1.2658 1.2853
S4 1.2418 1.2497 1.2808
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.3674 1.3498 1.2896
R3 1.3381 1.3205 1.2816
R2 1.3088 1.3088 1.2789
R1 1.2912 1.2912 1.2762 1.2854
PP 1.2795 1.2795 1.2795 1.2766
S1 1.2619 1.2619 1.2708 1.2561
S2 1.2502 1.2502 1.2681
S3 1.2209 1.2326 1.2654
S4 1.1916 1.2033 1.2574
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2984 1.2690 0.0294 2.3% 0.0136 1.1% 70% True False 127,904
10 1.3005 1.2679 0.0326 2.5% 0.0131 1.0% 67% False False 119,322
20 1.3365 1.2679 0.0686 5.3% 0.0143 1.1% 32% False False 101,014
40 1.3489 1.2679 0.0810 6.3% 0.0128 1.0% 27% False False 51,263
60 1.3489 1.2491 0.0998 7.7% 0.0119 0.9% 41% False False 34,253
80 1.3489 1.2263 0.1226 9.5% 0.0118 0.9% 52% False False 25,715
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0039
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3668
2.618 1.3405
1.618 1.3244
1.000 1.3145
0.618 1.3083
HIGH 1.2984
0.618 1.2922
0.500 1.2904
0.382 1.2885
LOW 1.2823
0.618 1.2724
1.000 1.2662
1.618 1.2563
2.618 1.2402
4.250 1.2139
Fisher Pivots for day following 01-Oct-2020
Pivot 1 day 3 day
R1 1.2904 1.2897
PP 1.2901 1.2897
S1 1.2899 1.2897

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

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