GBPUSD Spot Fx

Trading Metrics calculated at close of trading on 27-Mar-2020

Day Change Summary
	Previous	Current
	26-Mar-2020	27-Mar-2020	Change	Change %	Previous Week
Open	1.18780	1.22018	0.03238	2.7%	1.16564
High	1.22285	1.24843	0.02558	2.1%	1.24843
Low	1.17740	1.21303	0.03563	3.0%	1.14467
Close	1.22017	1.24476	0.02459	2.0%	1.24476
Range	0.04545	0.03540	-0.01005	-22.1%	0.10376
ATR	0.02598	0.02665	0.00067	2.6%	0.00000
Volume	363,128	387,739	24,611	6.8%	1,846,268

Daily Pivots for day following 27-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.34161	1.32858	1.26423
R3	1.30621	1.29318	1.25450
R2	1.27081	1.27081	1.25125
R1	1.25778	1.25778	1.24801	1.26430
PP	1.23541	1.23541	1.23541	1.23866
S1	1.22238	1.22238	1.24152	1.22890
S2	1.20001	1.20001	1.23827
S3	1.16461	1.18698	1.23503
S4	1.12921	1.15158	1.22529

Weekly Pivots for week ending 27-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.52390	1.48809	1.30183
R3	1.42014	1.38433	1.27329
R2	1.31638	1.31638	1.26378
R1	1.28057	1.28057	1.25427	1.29848
PP	1.21262	1.21262	1.21262	1.22157
S1	1.17681	1.17681	1.23525	1.19472
S2	1.10886	1.10886	1.22574
S3	1.00510	1.07305	1.21623
S4	0.90134	0.96929	1.18769

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.24843	1.14467	0.10376	8.3%	0.03399	2.7%	96%	True	False	369,253
10	1.24843	1.14106	0.10737	8.6%	0.03693	3.0%	97%	True	False	386,402
20	1.31990	1.14106	0.17884	14.4%	0.02757	2.2%	58%	False	False	307,702
40	1.31990	1.14106	0.17884	14.4%	0.01865	1.5%	58%	False	False	232,778
60	1.32118	1.14106	0.18012	14.5%	0.01533	1.2%	58%	False	False	209,602
80	1.35139	1.14106	0.21033	16.9%	0.01457	1.2%	49%	False	False	204,156
100	1.35139	1.14106	0.21033	16.9%	0.01308	1.1%	49%	False	False	194,812
120	1.35139	1.14106	0.21033	16.9%	0.01304	1.0%	49%	False	False	197,521

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.00746
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.39888
2.618	1.34111
1.618	1.30571
1.000	1.28383
0.618	1.27031
HIGH	1.24843
0.618	1.23491
0.500	1.23073
0.382	1.22655
LOW	1.21303
0.618	1.19115
1.000	1.17763
1.618	1.15575
2.618	1.12035
4.250	1.06258

Fisher Pivots for day following 27-Mar-2020
Pivot	1 day	3 day
R1	1.24008	1.23189
PP	1.23541	1.21902
S1	1.23073	1.20615

Download as Excel Spreadsheet

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

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