CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 18-Mar-2020
Day Change Summary
Previous Current
17-Mar-2020 18-Mar-2020 Change Change % Previous Week
Open 1.2273 1.2102 -0.0171 -1.4% 1.3080
High 1.2300 1.2153 -0.0147 -1.2% 1.3211
Low 1.2033 1.1483 -0.0550 -4.6% 1.2285
Close 1.2128 1.1607 -0.0521 -4.3% 1.2335
Range 0.0267 0.0670 0.0403 150.9% 0.0926
ATR 0.0149 0.0186 0.0037 25.0% 0.0000
Volume 773 241 -532 -68.8% 479
Daily Pivots for day following 18-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.3758 1.3352 1.1976
R3 1.3088 1.2682 1.1791
R2 1.2418 1.2418 1.1730
R1 1.2012 1.2012 1.1668 1.1880
PP 1.1748 1.1748 1.1748 1.1682
S1 1.1342 1.1342 1.1546 1.1210
S2 1.1078 1.1078 1.1484
S3 1.0408 1.0672 1.1423
S4 0.9738 1.0002 1.1239
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 1.2859 1.1483 0.1376 11.9% 0.0351 3.0% 9% False True 291
10 1.3211 1.1483 0.1728 14.9% 0.0232 2.0% 7% False True 226
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 0.0022
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.5001
2.618 1.3907
1.618 1.3237
1.000 1.2823
0.618 1.2567
HIGH 1.2153
0.618 1.1897
0.500 1.1818
0.382 1.1739
LOW 1.1483
0.618 1.1069
1.000 1.0813
1.618 1.0399
2.618 0.9729
4.250 0.8636
Fisher Pivots for day following 18-Mar-2020
Pivot 1 day 3 day
R1 1.1818 1.1932
PP 1.1748 1.1823
S1 1.1677 1.1715

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

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