CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 28-Oct-2020
Day Change Summary
Previous Current
27-Oct-2020 28-Oct-2020 Change Change % Previous Week
Open 1.3026 1.3044 0.0018 0.1% 1.2905
High 1.3084 1.3067 -0.0017 -0.1% 1.3182
Low 1.3004 1.2920 -0.0084 -0.6% 1.2901
Close 1.3061 1.2997 -0.0064 -0.5% 1.3039
Range 0.0080 0.0147 0.0067 83.8% 0.0281
ATR 0.0121 0.0123 0.0002 1.5% 0.0000
Volume 72,336 125,680 53,344 73.7% 506,864
Daily Pivots for day following 28-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.3436 1.3363 1.3078
R3 1.3289 1.3216 1.3037
R2 1.3142 1.3142 1.3024
R1 1.3069 1.3069 1.3010 1.3032
PP 1.2995 1.2995 1.2995 1.2976
S1 1.2922 1.2922 1.2984 1.2885
S2 1.2848 1.2848 1.2970
S3 1.2701 1.2775 1.2957
S4 1.2554 1.2628 1.2916
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 1.3156 1.2920 0.0236 1.8% 0.0099 0.8% 33% False True 89,488
10 1.3182 1.2856 0.0326 2.5% 0.0118 0.9% 43% False False 103,801
20 1.3182 1.2823 0.0359 2.8% 0.0121 0.9% 48% False False 108,433
40 1.3408 1.2679 0.0729 5.6% 0.0131 1.0% 44% False False 100,181
60 1.3489 1.2679 0.0810 6.2% 0.0124 1.0% 39% False False 67,102
80 1.3489 1.2491 0.0998 7.7% 0.0119 0.9% 51% False False 50,381
100 1.3489 1.2263 0.1226 9.4% 0.0119 0.9% 60% False False 40,324
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3692
2.618 1.3452
1.618 1.3305
1.000 1.3214
0.618 1.3158
HIGH 1.3067
0.618 1.3011
0.500 1.2994
0.382 1.2976
LOW 1.2920
0.618 1.2829
1.000 1.2773
1.618 1.2682
2.618 1.2535
4.250 1.2295
Fisher Pivots for day following 28-Oct-2020
Pivot 1 day 3 day
R1 1.2996 1.3002
PP 1.2995 1.3000
S1 1.2994 1.2999

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

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