CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 08-Oct-2020
Day Change Summary
Previous Current
07-Oct-2020 08-Oct-2020 Change Change % Previous Week
Open 1.2881 1.2921 0.0040 0.3% 1.2763
High 1.2933 1.2974 0.0041 0.3% 1.2984
Low 1.2848 1.2895 0.0047 0.4% 1.2756
Close 1.2915 1.2935 0.0020 0.2% 1.2939
Range 0.0085 0.0079 -0.0006 -7.1% 0.0228
ATR 0.0128 0.0125 -0.0004 -2.7% 0.0000
Volume 105,461 72,760 -32,701 -31.0% 685,160
Daily Pivots for day following 08-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.3172 1.3132 1.2978
R3 1.3093 1.3053 1.2957
R2 1.3014 1.3014 1.2949
R1 1.2974 1.2974 1.2942 1.2994
PP 1.2935 1.2935 1.2935 1.2945
S1 1.2895 1.2895 1.2928 1.2915
S2 1.2856 1.2856 1.2921
S3 1.2777 1.2816 1.2913
S4 1.2698 1.2737 1.2892
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.3577 1.3486 1.3064
R3 1.3349 1.3258 1.3002
R2 1.3121 1.3121 1.2981
R1 1.3030 1.3030 1.2960 1.3076
PP 1.2893 1.2893 1.2893 1.2916
S1 1.2802 1.2802 1.2918 1.2848
S2 1.2665 1.2665 1.2897
S3 1.2437 1.2574 1.2876
S4 1.2209 1.2346 1.2814
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3012 1.2839 0.0173 1.3% 0.0104 0.8% 55% False False 102,294
10 1.3012 1.2690 0.0322 2.5% 0.0120 0.9% 76% False False 115,099
20 1.3013 1.2679 0.0334 2.6% 0.0122 0.9% 77% False False 112,084
40 1.3489 1.2679 0.0810 6.3% 0.0130 1.0% 32% False False 63,997
60 1.3489 1.2522 0.0967 7.5% 0.0120 0.9% 43% False False 42,774
80 1.3489 1.2263 0.1226 9.5% 0.0117 0.9% 55% False False 32,105
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0035
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 1.3310
2.618 1.3181
1.618 1.3102
1.000 1.3053
0.618 1.3023
HIGH 1.2974
0.618 1.2944
0.500 1.2935
0.382 1.2925
LOW 1.2895
0.618 1.2846
1.000 1.2816
1.618 1.2767
2.618 1.2688
4.250 1.2559
Fisher Pivots for day following 08-Oct-2020
Pivot 1 day 3 day
R1 1.2935 1.2933
PP 1.2935 1.2932
S1 1.2935 1.2930

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

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