CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 01-Apr-2020
Day Change Summary
Previous Current
31-Mar-2020 01-Apr-2020 Change Change % Previous Week
Open 1.2463 1.2391 -0.0072 -0.6% 1.1587
High 1.2487 1.2391 -0.0096 -0.8% 1.2507
Low 1.2279 1.2362 0.0083 0.7% 1.1480
Close 1.2463 1.2391 -0.0072 -0.6% 1.2507
Range 0.0208 0.0029 -0.0179 -86.1% 0.1027
ATR 0.0244 0.0234 -0.0010 -4.2% 0.0000
Volume 0 4 4 322
Daily Pivots for day following 01-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.2468 1.2459 1.2407
R3 1.2439 1.2430 1.2399
R2 1.2410 1.2410 1.2396
R1 1.2401 1.2401 1.2394 1.2406
PP 1.2381 1.2381 1.2381 1.2384
S1 1.2372 1.2372 1.2388 1.2377
S2 1.2352 1.2352 1.2386
S3 1.2323 1.2343 1.2383
S4 1.2294 1.2314 1.2375
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 1.1813 0.0694 5.6% 0.0229 1.8% 83% False False 65
10 1.2507 1.1450 0.1057 8.5% 0.0285 2.3% 89% False False 115
20 1.3211 1.1450 0.1761 14.2% 0.0258 2.1% 53% False False 171
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 0.0064
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.2514
2.618 1.2467
1.618 1.2438
1.000 1.2420
0.618 1.2409
HIGH 1.2391
0.618 1.2380
0.500 1.2377
0.382 1.2373
LOW 1.2362
0.618 1.2344
1.000 1.2333
1.618 1.2315
2.618 1.2286
4.250 1.2239
Fisher Pivots for day following 01-Apr-2020
Pivot 1 day 3 day
R1 1.2386 1.2388
PP 1.2381 1.2386
S1 1.2377 1.2383

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

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