CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 09-Dec-2020
Day Change Summary
Previous Current
08-Dec-2020 09-Dec-2020 Change Change % Previous Week
Open 1.3374 1.3359 -0.0015 -0.1% 1.3328
High 1.3396 1.3478 0.0082 0.6% 1.3540
Low 1.3290 1.3356 0.0066 0.5% 1.3287
Close 1.3354 1.3397 0.0043 0.3% 1.3444
Range 0.0106 0.0122 0.0016 15.1% 0.0253
ATR 0.0123 0.0123 0.0000 0.1% 0.0000
Volume 185,493 153,784 -31,709 -17.1% 729,431
Daily Pivots for day following 09-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.3776 1.3709 1.3464
R3 1.3654 1.3587 1.3431
R2 1.3532 1.3532 1.3419
R1 1.3465 1.3465 1.3408 1.3499
PP 1.3410 1.3410 1.3410 1.3427
S1 1.3343 1.3343 1.3386 1.3377
S2 1.3288 1.3288 1.3375
S3 1.3166 1.3221 1.3363
S4 1.3044 1.3099 1.3330
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.4183 1.4066 1.3583
R3 1.3930 1.3813 1.3514
R2 1.3677 1.3677 1.3490
R1 1.3560 1.3560 1.3467 1.3619
PP 1.3424 1.3424 1.3424 1.3453
S1 1.3307 1.3307 1.3421 1.3366
S2 1.3171 1.3171 1.3398
S3 1.2918 1.3054 1.3374
S4 1.2665 1.2801 1.3305
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3540 1.3223 0.0317 2.4% 0.0145 1.1% 55% False False 179,749
10 1.3540 1.3223 0.0317 2.4% 0.0129 1.0% 55% False False 153,007
20 1.3540 1.3108 0.0432 3.2% 0.0111 0.8% 67% False False 117,748
40 1.3540 1.2855 0.0685 5.1% 0.0121 0.9% 79% False False 111,659
60 1.3540 1.2679 0.0861 6.4% 0.0122 0.9% 83% False False 111,831
80 1.3540 1.2679 0.0861 6.4% 0.0127 0.9% 83% False False 91,457
100 1.3540 1.2654 0.0886 6.6% 0.0121 0.9% 84% False False 73,240
120 1.3540 1.2263 0.1277 9.5% 0.0118 0.9% 89% False False 61,049
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 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3997
2.618 1.3797
1.618 1.3675
1.000 1.3600
0.618 1.3553
HIGH 1.3478
0.618 1.3431
0.500 1.3417
0.382 1.3403
LOW 1.3356
0.618 1.3281
1.000 1.3234
1.618 1.3159
2.618 1.3037
4.250 1.2838
Fisher Pivots for day following 09-Dec-2020
Pivot 1 day 3 day
R1 1.3417 1.3382
PP 1.3410 1.3366
S1 1.3404 1.3351

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

View Archives - Comment on this page... - Back to Index of Symbols