CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 19-Oct-2020
Day Change Summary
Previous Current
16-Oct-2020 19-Oct-2020 Change Change % Previous Week
Open 1.2908 1.2905 -0.0003 0.0% 1.3036
High 1.2965 1.3028 0.0063 0.5% 1.3086
Low 1.2856 1.2901 0.0045 0.4% 1.2856
Close 1.2935 1.2948 0.0013 0.1% 1.2935
Range 0.0109 0.0127 0.0018 16.5% 0.0230
ATR 0.0128 0.0128 0.0000 -0.1% 0.0000
Volume 131,435 115,006 -16,429 -12.5% 580,024
Daily Pivots for day following 19-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.3340 1.3271 1.3018
R3 1.3213 1.3144 1.2983
R2 1.3086 1.3086 1.2971
R1 1.3017 1.3017 1.2960 1.3052
PP 1.2959 1.2959 1.2959 1.2976
S1 1.2890 1.2890 1.2936 1.2925
S2 1.2832 1.2832 1.2925
S3 1.2705 1.2763 1.2913
S4 1.2578 1.2636 1.2878
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.3649 1.3522 1.3062
R3 1.3419 1.3292 1.2998
R2 1.3189 1.3189 1.2977
R1 1.3062 1.3062 1.2956 1.3011
PP 1.2959 1.2959 1.2959 1.2933
S1 1.2832 1.2832 1.2914 1.2781
S2 1.2729 1.2729 1.2893
S3 1.2499 1.2602 1.2872
S4 1.2269 1.2372 1.2809
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3072 1.2856 0.0216 1.7% 0.0145 1.1% 43% False False 123,559
10 1.3086 1.2848 0.0238 1.8% 0.0124 1.0% 42% False False 108,592
20 1.3086 1.2679 0.0407 3.1% 0.0124 1.0% 66% False False 115,616
40 1.3489 1.2679 0.0810 6.3% 0.0131 1.0% 33% False False 83,687
60 1.3489 1.2679 0.0810 6.3% 0.0124 1.0% 33% False False 55,952
80 1.3489 1.2263 0.1226 9.5% 0.0119 0.9% 56% False False 42,017
100 1.3489 1.2263 0.1226 9.5% 0.0118 0.9% 56% False False 33,619
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 0.0028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3568
2.618 1.3360
1.618 1.3233
1.000 1.3155
0.618 1.3106
HIGH 1.3028
0.618 1.2979
0.500 1.2965
0.382 1.2950
LOW 1.2901
0.618 1.2823
1.000 1.2774
1.618 1.2696
2.618 1.2569
4.250 1.2361
Fisher Pivots for day following 19-Oct-2020
Pivot 1 day 3 day
R1 1.2965 1.2947
PP 1.2959 1.2946
S1 1.2954 1.2945

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

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