CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 17-Mar-2020
Day Change Summary
Previous Current
16-Mar-2020 17-Mar-2020 Change Change % Previous Week
Open 1.2378 1.2273 -0.0105 -0.8% 1.3080
High 1.2380 1.2300 -0.0080 -0.6% 1.3211
Low 1.2239 1.2033 -0.0206 -1.7% 1.2285
Close 1.2262 1.2128 -0.0134 -1.1% 1.2335
Range 0.0141 0.0267 0.0126 89.4% 0.0926
ATR 0.0140 0.0149 0.0009 6.5% 0.0000
Volume 275 773 498 181.1% 479
Daily Pivots for day following 17-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.2955 1.2808 1.2275
R3 1.2688 1.2541 1.2201
R2 1.2421 1.2421 1.2177
R1 1.2274 1.2274 1.2152 1.2214
PP 1.2154 1.2154 1.2154 1.2124
S1 1.2007 1.2007 1.2104 1.1947
S2 1.1887 1.1887 1.2079
S3 1.1620 1.1740 1.2055
S4 1.1353 1.1473 1.1981
Weekly Pivots for week ending 13-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.5388 1.4788 1.2844
R3 1.4462 1.3862 1.2590
R2 1.3536 1.3536 1.2505
R1 1.2936 1.2936 1.2420 1.2773
PP 1.2610 1.2610 1.2610 1.2529
S1 1.2010 1.2010 1.2250 1.1847
S2 1.1684 1.1684 1.2165
S3 1.0758 1.1084 1.2080
S4 0.9832 1.0158 1.1826
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2988 1.2033 0.0955 7.9% 0.0247 2.0% 10% False True 245
10 1.3211 1.2033 0.1178 9.7% 0.0174 1.4% 8% False True 202
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 1.3435
2.618 1.2999
1.618 1.2732
1.000 1.2567
0.618 1.2465
HIGH 1.2300
0.618 1.2198
0.500 1.2167
0.382 1.2135
LOW 1.2033
0.618 1.1868
1.000 1.1766
1.618 1.1601
2.618 1.1334
4.250 1.0898
Fisher Pivots for day following 17-Mar-2020
Pivot 1 day 3 day
R1 1.2167 1.2335
PP 1.2154 1.2266
S1 1.2141 1.2197

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

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