CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 03-Apr-2020
Day Change Summary
Previous Current
02-Apr-2020 03-Apr-2020 Change Change % Previous Week
Open 1.2478 1.2288 -0.0190 -1.5% 1.2432
High 1.2483 1.2288 -0.0195 -1.6% 1.2487
Low 1.2372 1.2223 -0.0149 -1.2% 1.2223
Close 1.2410 1.2288 -0.0122 -1.0% 1.2288
Range 0.0111 0.0065 -0.0046 -41.4% 0.0264
ATR 0.0225 0.0223 -0.0003 -1.2% 0.0000
Volume 3 7 4 133.3% 211
Daily Pivots for day following 03-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.2461 1.2440 1.2324
R3 1.2396 1.2375 1.2306
R2 1.2331 1.2331 1.2300
R1 1.2310 1.2310 1.2294 1.2321
PP 1.2266 1.2266 1.2266 1.2272
S1 1.2245 1.2245 1.2282 1.2256
S2 1.2201 1.2201 1.2276
S3 1.2136 1.2180 1.2270
S4 1.2071 1.2115 1.2252
Weekly Pivots for week ending 03-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.3125 1.2970 1.2433
R3 1.2861 1.2706 1.2361
R2 1.2597 1.2597 1.2336
R1 1.2442 1.2442 1.2312 1.2388
PP 1.2333 1.2333 1.2333 1.2305
S1 1.2178 1.2178 1.2264 1.2124
S2 1.2069 1.2069 1.2240
S3 1.1805 1.1914 1.2215
S4 1.1541 1.1650 1.2143
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2487 1.2223 0.0264 2.1% 0.0110 0.9% 25% False True 42
10 1.2507 1.1480 0.1027 8.4% 0.0221 1.8% 79% False False 53
20 1.3211 1.1450 0.1761 14.3% 0.0263 2.1% 48% False False 146
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0058
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2564
2.618 1.2458
1.618 1.2393
1.000 1.2353
0.618 1.2328
HIGH 1.2288
0.618 1.2263
0.500 1.2256
0.382 1.2248
LOW 1.2223
0.618 1.2183
1.000 1.2158
1.618 1.2118
2.618 1.2053
4.250 1.1947
Fisher Pivots for day following 03-Apr-2020
Pivot 1 day 3 day
R1 1.2277 1.2353
PP 1.2266 1.2331
S1 1.2256 1.2310

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

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