CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 12-Oct-2020
Day Change Summary
Previous Current
09-Oct-2020 12-Oct-2020 Change Change % Previous Week
Open 1.2940 1.3036 0.0096 0.7% 1.2928
High 1.3054 1.3086 0.0032 0.2% 1.3054
Low 1.2924 1.3009 0.0085 0.7% 1.2848
Close 1.3041 1.3066 0.0025 0.2% 1.3041
Range 0.0130 0.0077 -0.0053 -40.8% 0.0206
ATR 0.0125 0.0122 -0.0003 -2.8% 0.0000
Volume 98,097 77,232 -20,865 -21.3% 461,806
Daily Pivots for day following 12-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.3285 1.3252 1.3108
R3 1.3208 1.3175 1.3087
R2 1.3131 1.3131 1.3080
R1 1.3098 1.3098 1.3073 1.3115
PP 1.3054 1.3054 1.3054 1.3062
S1 1.3021 1.3021 1.3059 1.3038
S2 1.2977 1.2977 1.3052
S3 1.2900 1.2944 1.3045
S4 1.2823 1.2867 1.3024
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.3599 1.3526 1.3154
R3 1.3393 1.3320 1.3098
R2 1.3187 1.3187 1.3079
R1 1.3114 1.3114 1.3060 1.3151
PP 1.2981 1.2981 1.2981 1.2999
S1 1.2908 1.2908 1.3022 1.2945
S2 1.2775 1.2775 1.3003
S3 1.2569 1.2702 1.2984
S4 1.2363 1.2496 1.2928
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3086 1.2848 0.0238 1.8% 0.0103 0.8% 92% True False 93,625
10 1.3086 1.2810 0.0276 2.1% 0.0111 0.8% 93% True False 111,420
20 1.3086 1.2679 0.0407 3.1% 0.0120 0.9% 95% True False 110,428
40 1.3489 1.2679 0.0810 6.2% 0.0131 1.0% 48% False False 68,360
60 1.3489 1.2528 0.0961 7.4% 0.0121 0.9% 56% False False 45,696
80 1.3489 1.2263 0.1226 9.4% 0.0117 0.9% 65% False False 34,296
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 1.3413
2.618 1.3288
1.618 1.3211
1.000 1.3163
0.618 1.3134
HIGH 1.3086
0.618 1.3057
0.500 1.3048
0.382 1.3038
LOW 1.3009
0.618 1.2961
1.000 1.2932
1.618 1.2884
2.618 1.2807
4.250 1.2682
Fisher Pivots for day following 12-Oct-2020
Pivot 1 day 3 day
R1 1.3060 1.3041
PP 1.3054 1.3016
S1 1.3048 1.2991

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

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