CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 23-Sep-2020
Day Change Summary
Previous Current
22-Sep-2020 23-Sep-2020 Change Change % Previous Week
Open 1.2817 1.2742 -0.0075 -0.6% 1.2798
High 1.2872 1.2782 -0.0090 -0.7% 1.3013
Low 1.2716 1.2679 -0.0037 -0.3% 1.2796
Close 1.2739 1.2720 -0.0019 -0.1% 1.2933
Range 0.0156 0.0103 -0.0053 -34.0% 0.0217
ATR 0.0138 0.0136 -0.0003 -1.8% 0.0000
Volume 146,477 107,173 -39,304 -26.8% 488,552
Daily Pivots for day following 23-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.3036 1.2981 1.2777
R3 1.2933 1.2878 1.2748
R2 1.2830 1.2830 1.2739
R1 1.2775 1.2775 1.2729 1.2751
PP 1.2727 1.2727 1.2727 1.2715
S1 1.2672 1.2672 1.2711 1.2648
S2 1.2624 1.2624 1.2701
S3 1.2521 1.2569 1.2692
S4 1.2418 1.2466 1.2663
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.3565 1.3466 1.3052
R3 1.3348 1.3249 1.2993
R2 1.3131 1.3131 1.2973
R1 1.3032 1.3032 1.2953 1.3082
PP 1.2914 1.2914 1.2914 1.2939
S1 1.2815 1.2815 1.2913 1.2865
S2 1.2697 1.2697 1.2893
S3 1.2480 1.2598 1.2873
S4 1.2263 1.2381 1.2814
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3006 1.2679 0.0327 2.6% 0.0134 1.1% 13% False True 116,594
10 1.3042 1.2679 0.0363 2.9% 0.0141 1.1% 11% False True 109,441
20 1.3489 1.2679 0.0810 6.4% 0.0141 1.1% 5% False True 64,325
40 1.3489 1.2679 0.0810 6.4% 0.0126 1.0% 5% False True 32,450
60 1.3489 1.2268 0.1221 9.6% 0.0117 0.9% 37% False False 21,710
80 1.3489 1.2263 0.1226 9.6% 0.0117 0.9% 37% False False 16,291
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 0.0032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3220
2.618 1.3052
1.618 1.2949
1.000 1.2885
0.618 1.2846
HIGH 1.2782
0.618 1.2743
0.500 1.2731
0.382 1.2718
LOW 1.2679
0.618 1.2615
1.000 1.2576
1.618 1.2512
2.618 1.2409
4.250 1.2241
Fisher Pivots for day following 23-Sep-2020
Pivot 1 day 3 day
R1 1.2731 1.2826
PP 1.2727 1.2790
S1 1.2724 1.2755

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

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