CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 10-Mar-2020
Day Change Summary
Previous Current
09-Mar-2020 10-Mar-2020 Change Change % Previous Week
Open 1.3080 1.3050 -0.0030 -0.2% 1.2855
High 1.3211 1.3078 -0.0133 -1.0% 1.3067
Low 1.3057 1.2900 -0.0157 -1.2% 1.2789
Close 1.3128 1.2927 -0.0201 -1.5% 1.3038
Range 0.0154 0.0178 0.0024 15.6% 0.0278
ATR
Volume 234 65 -169 -72.2% 1,187
Daily Pivots for day following 10-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.3502 1.3393 1.3025
R3 1.3324 1.3215 1.2976
R2 1.3146 1.3146 1.2960
R1 1.3037 1.3037 1.2943 1.3003
PP 1.2968 1.2968 1.2968 1.2951
S1 1.2859 1.2859 1.2911 1.2825
S2 1.2790 1.2790 1.2894
S3 1.2612 1.2681 1.2878
S4 1.2434 1.2503 1.2829
Weekly Pivots for week ending 06-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.3799 1.3696 1.3191
R3 1.3521 1.3418 1.3114
R2 1.3243 1.3243 1.3089
R1 1.3140 1.3140 1.3063 1.3192
PP 1.2965 1.2965 1.2965 1.2990
S1 1.2862 1.2862 1.3013 1.2914
S2 1.2687 1.2687 1.2987
S3 1.2409 1.2584 1.2962
S4 1.2131 1.2306 1.2885
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3211 1.2812 0.0399 3.1% 0.0100 0.8% 29% False False 160
10 1.3211 1.2789 0.0422 3.3% 0.0101 0.8% 33% False False 160
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.3835
2.618 1.3544
1.618 1.3366
1.000 1.3256
0.618 1.3188
HIGH 1.3078
0.618 1.3010
0.500 1.2989
0.382 1.2968
LOW 1.2900
0.618 1.2790
1.000 1.2722
1.618 1.2612
2.618 1.2434
4.250 1.2144
Fisher Pivots for day following 10-Mar-2020
Pivot 1 day 3 day
R1 1.2989 1.3056
PP 1.2968 1.3013
S1 1.2948 1.2970

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

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