CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 14-Oct-2020
Day Change Summary
Previous Current
13-Oct-2020 14-Oct-2020 Change Change % Previous Week
Open 1.3069 1.2940 -0.0129 -1.0% 1.2928
High 1.3072 1.3069 -0.0003 0.0% 1.3054
Low 1.2926 1.2867 -0.0059 -0.5% 1.2848
Close 1.2942 1.3028 0.0086 0.7% 1.3041
Range 0.0146 0.0202 0.0056 38.4% 0.0206
ATR 0.0124 0.0129 0.0006 4.5% 0.0000
Volume 115,941 134,506 18,565 16.0% 461,806
Daily Pivots for day following 14-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.3594 1.3513 1.3139
R3 1.3392 1.3311 1.3084
R2 1.3190 1.3190 1.3065
R1 1.3109 1.3109 1.3047 1.3150
PP 1.2988 1.2988 1.2988 1.3008
S1 1.2907 1.2907 1.3009 1.2948
S2 1.2786 1.2786 1.2991
S3 1.2584 1.2705 1.2972
S4 1.2382 1.2503 1.2917
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 1.2867 0.0219 1.7% 0.0127 1.0% 74% False True 99,707
10 1.3086 1.2823 0.0263 2.0% 0.0123 0.9% 78% False False 113,065
20 1.3086 1.2679 0.0407 3.1% 0.0126 1.0% 86% False False 113,715
40 1.3489 1.2679 0.0810 6.2% 0.0135 1.0% 43% False False 74,593
60 1.3489 1.2654 0.0835 6.4% 0.0123 0.9% 45% False False 49,868
80 1.3489 1.2263 0.1226 9.4% 0.0118 0.9% 62% False False 37,425
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0034
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1.3928
2.618 1.3598
1.618 1.3396
1.000 1.3271
0.618 1.3194
HIGH 1.3069
0.618 1.2992
0.500 1.2968
0.382 1.2944
LOW 1.2867
0.618 1.2742
1.000 1.2665
1.618 1.2540
2.618 1.2338
4.250 1.2009
Fisher Pivots for day following 14-Oct-2020
Pivot 1 day 3 day
R1 1.3008 1.3011
PP 1.2988 1.2994
S1 1.2968 1.2977

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

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