CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 26-Mar-2020
Day Change Summary
Previous Current
25-Mar-2020 26-Mar-2020 Change Change % Previous Week
Open 1.1789 1.1965 0.0176 1.5% 1.2378
High 1.1998 1.2246 0.0248 2.1% 1.2380
Low 1.1668 1.1813 0.0145 1.2% 1.1450
Close 1.1899 1.2176 0.0277 2.3% 1.1595
Range 0.0330 0.0433 0.0103 31.2% 0.0930
ATR 0.0233 0.0247 0.0014 6.1% 0.0000
Volume 10 3 -7 -70.0% 1,922
Daily Pivots for day following 26-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.3377 1.3210 1.2414
R3 1.2944 1.2777 1.2295
R2 1.2511 1.2511 1.2255
R1 1.2344 1.2344 1.2216 1.2428
PP 1.2078 1.2078 1.2078 1.2120
S1 1.1911 1.1911 1.2136 1.1995
S2 1.1645 1.1645 1.2097
S3 1.1212 1.1478 1.2057
S4 1.0779 1.1045 1.1938
Weekly Pivots for week ending 20-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.4598 1.4027 1.2107
R3 1.3668 1.3097 1.1851
R2 1.2738 1.2738 1.1766
R1 1.2167 1.2167 1.1680 1.1988
PP 1.1808 1.1808 1.1808 1.1719
S1 1.1237 1.1237 1.1510 1.1058
S2 1.0878 1.0878 1.1425
S3 0.9948 1.0307 1.1339
S4 0.9018 0.9377 1.1084
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2246 1.1450 0.0796 6.5% 0.0363 3.0% 91% True False 78
10 1.2637 1.1450 0.1187 9.7% 0.0356 2.9% 61% False False 225
20 1.3211 1.1450 0.1761 14.5% 0.0244 2.0% 41% False False 189
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0057
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4086
2.618 1.3380
1.618 1.2947
1.000 1.2679
0.618 1.2514
HIGH 1.2246
0.618 1.2081
0.500 1.2030
0.382 1.1978
LOW 1.1813
0.618 1.1545
1.000 1.1380
1.618 1.1112
2.618 1.0679
4.250 0.9973
Fisher Pivots for day following 26-Mar-2020
Pivot 1 day 3 day
R1 1.2127 1.2079
PP 1.2078 1.1983
S1 1.2030 1.1886

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

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