CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 25-Nov-2020
Day Change Summary
Previous Current
24-Nov-2020 25-Nov-2020 Change Change % Previous Week
Open 1.3323 1.3362 0.0039 0.3% 1.3197
High 1.3383 1.3395 0.0012 0.1% 1.3315
Low 1.3294 1.3306 0.0012 0.1% 1.3167
Close 1.3353 1.3384 0.0031 0.2% 1.3280
Range 0.0089 0.0089 0.0000 0.0% 0.0148
ATR 0.0111 0.0110 -0.0002 -1.4% 0.0000
Volume 79,593 91,345 11,752 14.8% 378,723
Daily Pivots for day following 25-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.3629 1.3595 1.3433
R3 1.3540 1.3506 1.3408
R2 1.3451 1.3451 1.3400
R1 1.3417 1.3417 1.3392 1.3434
PP 1.3362 1.3362 1.3362 1.3370
S1 1.3328 1.3328 1.3376 1.3345
S2 1.3273 1.3273 1.3368
S3 1.3184 1.3239 1.3360
S4 1.3095 1.3150 1.3335
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.3698 1.3637 1.3361
R3 1.3550 1.3489 1.3321
R2 1.3402 1.3402 1.3307
R1 1.3341 1.3341 1.3294 1.3372
PP 1.3254 1.3254 1.3254 1.3269
S1 1.3193 1.3193 1.3266 1.3224
S2 1.3106 1.3106 1.3253
S3 1.2958 1.3045 1.3239
S4 1.2810 1.2897 1.3199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3400 1.3197 0.0203 1.5% 0.0091 0.7% 92% False False 89,702
10 1.3400 1.3108 0.0292 2.2% 0.0089 0.7% 95% False False 82,159
20 1.3400 1.2855 0.0545 4.1% 0.0113 0.8% 97% False False 92,756
40 1.3400 1.2823 0.0577 4.3% 0.0117 0.9% 97% False False 100,595
60 1.3408 1.2679 0.0729 5.4% 0.0125 0.9% 97% False False 97,706
80 1.3489 1.2679 0.0810 6.1% 0.0122 0.9% 87% False False 73,516
100 1.3489 1.2491 0.0998 7.5% 0.0118 0.9% 89% False False 58,856
120 1.3489 1.2263 0.1226 9.2% 0.0118 0.9% 91% False False 49,063
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Fibonacci Retracements and Extensions
4.250 1.3773
2.618 1.3628
1.618 1.3539
1.000 1.3484
0.618 1.3450
HIGH 1.3395
0.618 1.3361
0.500 1.3351
0.382 1.3340
LOW 1.3306
0.618 1.3251
1.000 1.3217
1.618 1.3162
2.618 1.3073
4.250 1.2928
Fisher Pivots for day following 25-Nov-2020
Pivot 1 day 3 day
R1 1.3373 1.3367
PP 1.3362 1.3350
S1 1.3351 1.3333

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

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