CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 27-Oct-2020
Day Change Summary
Previous Current
26-Oct-2020 27-Oct-2020 Change Change % Previous Week
Open 1.3060 1.3026 -0.0034 -0.3% 1.2905
High 1.3078 1.3084 0.0006 0.0% 1.3182
Low 1.2996 1.3004 0.0008 0.1% 1.2901
Close 1.3022 1.3061 0.0039 0.3% 1.3039
Range 0.0082 0.0080 -0.0002 -2.4% 0.0281
ATR 0.0124 0.0121 -0.0003 -2.6% 0.0000
Volume 80,791 72,336 -8,455 -10.5% 506,864
Daily Pivots for day following 27-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.3290 1.3255 1.3105
R3 1.3210 1.3175 1.3083
R2 1.3130 1.3130 1.3076
R1 1.3095 1.3095 1.3068 1.3113
PP 1.3050 1.3050 1.3050 1.3058
S1 1.3015 1.3015 1.3054 1.3033
S2 1.2970 1.2970 1.3046
S3 1.2890 1.2935 1.3039
S4 1.2810 1.2855 1.3017
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.3884 1.3742 1.3194
R3 1.3603 1.3461 1.3116
R2 1.3322 1.3322 1.3091
R1 1.3180 1.3180 1.3065 1.3251
PP 1.3041 1.3041 1.3041 1.3076
S1 1.2899 1.2899 1.3013 1.2970
S2 1.2760 1.2760 1.2987
S3 1.2479 1.2618 1.2962
S4 1.2198 1.2337 1.2884
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3182 1.2944 0.0238 1.8% 0.0118 0.9% 49% False False 92,686
10 1.3182 1.2856 0.0326 2.5% 0.0124 0.9% 63% False False 104,684
20 1.3182 1.2810 0.0372 2.8% 0.0120 0.9% 67% False False 108,777
40 1.3489 1.2679 0.0810 6.2% 0.0130 1.0% 47% False False 97,074
60 1.3489 1.2679 0.0810 6.2% 0.0124 1.0% 47% False False 65,015
80 1.3489 1.2474 0.1015 7.8% 0.0119 0.9% 58% False False 48,811
100 1.3489 1.2263 0.1226 9.4% 0.0118 0.9% 65% False False 39,068
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3424
2.618 1.3293
1.618 1.3213
1.000 1.3164
0.618 1.3133
HIGH 1.3084
0.618 1.3053
0.500 1.3044
0.382 1.3035
LOW 1.3004
0.618 1.2955
1.000 1.2924
1.618 1.2875
2.618 1.2795
4.250 1.2664
Fisher Pivots for day following 27-Oct-2020
Pivot 1 day 3 day
R1 1.3055 1.3061
PP 1.3050 1.3061
S1 1.3044 1.3061

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

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