CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 30-Mar-2020
Day Change Summary
Previous Current
27-Mar-2020 30-Mar-2020 Change Change % Previous Week
Open 1.2277 1.2432 0.0155 1.3% 1.1587
High 1.2507 1.2484 -0.0023 -0.2% 1.2507
Low 1.2168 1.2348 0.0180 1.5% 1.1480
Close 1.2507 1.2412 -0.0095 -0.8% 1.2507
Range 0.0339 0.0136 -0.0203 -59.9% 0.1027
ATR 0.0254 0.0247 -0.0007 -2.7% 0.0000
Volume 125 197 72 57.6% 322
Daily Pivots for day following 30-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.2823 1.2753 1.2487
R3 1.2687 1.2617 1.2449
R2 1.2551 1.2551 1.2437
R1 1.2481 1.2481 1.2424 1.2448
PP 1.2415 1.2415 1.2415 1.2398
S1 1.2345 1.2345 1.2400 1.2312
S2 1.2279 1.2279 1.2387
S3 1.2143 1.2209 1.2375
S4 1.2007 1.2073 1.2337
Weekly Pivots for week ending 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.5246 1.4903 1.3072
R3 1.4219 1.3876 1.2789
R2 1.3192 1.3192 1.2695
R1 1.2849 1.2849 1.2601 1.3021
PP 1.2165 1.2165 1.2165 1.2250
S1 1.1822 1.1822 1.2413 1.1994
S2 1.1138 1.1138 1.2319
S3 1.0111 1.0795 1.2225
S4 0.9084 0.9768 1.1942
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2507 1.1526 0.0981 7.9% 0.0308 2.5% 90% False False 83
10 1.2507 1.1450 0.1057 8.5% 0.0355 2.9% 91% False False 216
20 1.3211 1.1450 0.1761 14.2% 0.0254 2.0% 55% False False 188
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0070
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.3062
2.618 1.2840
1.618 1.2704
1.000 1.2620
0.618 1.2568
HIGH 1.2484
0.618 1.2432
0.500 1.2416
0.382 1.2400
LOW 1.2348
0.618 1.2264
1.000 1.2212
1.618 1.2128
2.618 1.1992
4.250 1.1770
Fisher Pivots for day following 30-Mar-2020
Pivot 1 day 3 day
R1 1.2416 1.2328
PP 1.2415 1.2244
S1 1.2413 1.2160

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

View Archives - Comment on this page... - Back to Index of Symbols