CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 11-Mar-2020
Day Change Summary
Previous Current
10-Mar-2020 11-Mar-2020 Change Change % Previous Week
Open 1.3050 1.2941 -0.0109 -0.8% 1.2855
High 1.3078 1.2988 -0.0090 -0.7% 1.3067
Low 1.2900 1.2836 -0.0064 -0.5% 1.2789
Close 1.2927 1.2856 -0.0071 -0.5% 1.3038
Range 0.0178 0.0152 -0.0026 -14.6% 0.0278
ATR 0.0000 0.0108 0.0108 0.0000
Volume 65 14 -51 -78.5% 1,187
Daily Pivots for day following 11-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.3349 1.3255 1.2940
R3 1.3197 1.3103 1.2898
R2 1.3045 1.3045 1.2884
R1 1.2951 1.2951 1.2870 1.2922
PP 1.2893 1.2893 1.2893 1.2879
S1 1.2799 1.2799 1.2842 1.2770
S2 1.2741 1.2741 1.2828
S3 1.2589 1.2647 1.2814
S4 1.2437 1.2495 1.2772
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 1.2836 0.0375 2.9% 0.0113 0.9% 5% False True 162
10 1.3211 1.2789 0.0422 3.3% 0.0106 0.8% 16% False False 158
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 0.0029
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3634
2.618 1.3386
1.618 1.3234
1.000 1.3140
0.618 1.3082
HIGH 1.2988
0.618 1.2930
0.500 1.2912
0.382 1.2894
LOW 1.2836
0.618 1.2742
1.000 1.2684
1.618 1.2590
2.618 1.2438
4.250 1.2190
Fisher Pivots for day following 11-Mar-2020
Pivot 1 day 3 day
R1 1.2912 1.3024
PP 1.2893 1.2968
S1 1.2875 1.2912

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

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