CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 18-Nov-2020
Day Change Summary
Previous Current
17-Nov-2020 18-Nov-2020 Change Change % Previous Week
Open 1.3201 1.3265 0.0064 0.5% 1.3165
High 1.3275 1.3315 0.0040 0.3% 1.3326
Low 1.3196 1.3246 0.0050 0.4% 1.3108
Close 1.3262 1.3284 0.0022 0.2% 1.3179
Range 0.0079 0.0069 -0.0010 -12.7% 0.0218
ATR 0.0121 0.0118 -0.0004 -3.1% 0.0000
Volume 82,075 60,913 -21,162 -25.8% 476,250
Daily Pivots for day following 18-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.3489 1.3455 1.3322
R3 1.3420 1.3386 1.3303
R2 1.3351 1.3351 1.3297
R1 1.3317 1.3317 1.3290 1.3334
PP 1.3282 1.3282 1.3282 1.3290
S1 1.3248 1.3248 1.3278 1.3265
S2 1.3213 1.3213 1.3271
S3 1.3144 1.3179 1.3265
S4 1.3075 1.3110 1.3246
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.3858 1.3737 1.3299
R3 1.3640 1.3519 1.3239
R2 1.3422 1.3422 1.3219
R1 1.3301 1.3301 1.3199 1.3362
PP 1.3204 1.3204 1.3204 1.3235
S1 1.3083 1.3083 1.3159 1.3144
S2 1.2986 1.2986 1.3139
S3 1.2768 1.2865 1.3119
S4 1.2550 1.2647 1.3059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3315 1.3108 0.0207 1.6% 0.0088 0.7% 85% True False 74,615
10 1.3326 1.2936 0.0390 2.9% 0.0109 0.8% 89% False False 88,100
20 1.3326 1.2855 0.0471 3.5% 0.0116 0.9% 91% False False 92,703
40 1.3326 1.2690 0.0636 4.8% 0.0121 0.9% 93% False False 103,384
60 1.3489 1.2679 0.0810 6.1% 0.0128 1.0% 75% False False 90,374
80 1.3489 1.2679 0.0810 6.1% 0.0123 0.9% 75% False False 67,925
100 1.3489 1.2268 0.1221 9.2% 0.0119 0.9% 83% False False 54,385
120 1.3489 1.2263 0.1226 9.2% 0.0118 0.9% 83% False False 45,327
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 0.0021
Narrowest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 1.3608
2.618 1.3496
1.618 1.3427
1.000 1.3384
0.618 1.3358
HIGH 1.3315
0.618 1.3289
0.500 1.3281
0.382 1.3272
LOW 1.3246
0.618 1.3203
1.000 1.3177
1.618 1.3134
2.618 1.3065
4.250 1.2953
Fisher Pivots for day following 18-Nov-2020
Pivot 1 day 3 day
R1 1.3283 1.3270
PP 1.3282 1.3255
S1 1.3281 1.3241

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

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