CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 15-Apr-2020
Day Change Summary
Previous Current
14-Apr-2020 15-Apr-2020 Change Change % Previous Week
Open 1.2578 1.2593 0.0015 0.1% 1.2318
High 1.2656 1.2642 -0.0014 -0.1% 1.2495
Low 1.2526 1.2450 -0.0076 -0.6% 1.2191
Close 1.2640 1.2562 -0.0078 -0.6% 1.2463
Range 0.0130 0.0192 0.0062 47.7% 0.0304
ATR 0.0188 0.0188 0.0000 0.2% 0.0000
Volume 7 29 22 314.3% 36
Daily Pivots for day following 15-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.3127 1.3037 1.2668
R3 1.2935 1.2845 1.2615
R2 1.2743 1.2743 1.2597
R1 1.2653 1.2653 1.2580 1.2602
PP 1.2551 1.2551 1.2551 1.2526
S1 1.2461 1.2461 1.2544 1.2410
S2 1.2359 1.2359 1.2527
S3 1.2167 1.2269 1.2509
S4 1.1975 1.2077 1.2456
Weekly Pivots for week ending 10-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.3295 1.3183 1.2630
R3 1.2991 1.2879 1.2547
R2 1.2687 1.2687 1.2519
R1 1.2575 1.2575 1.2491 1.2631
PP 1.2383 1.2383 1.2383 1.2411
S1 1.2271 1.2271 1.2435 1.2327
S2 1.2079 1.2079 1.2407
S3 1.1775 1.1967 1.2379
S4 1.1471 1.1663 1.2296
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2656 1.2310 0.0346 2.8% 0.0123 1.0% 73% False False 9
10 1.2656 1.2191 0.0465 3.7% 0.0113 0.9% 80% False False 9
20 1.2656 1.1450 0.1206 9.6% 0.0231 1.8% 92% False False 74
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3458
2.618 1.3145
1.618 1.2953
1.000 1.2834
0.618 1.2761
HIGH 1.2642
0.618 1.2569
0.500 1.2546
0.382 1.2523
LOW 1.2450
0.618 1.2331
1.000 1.2258
1.618 1.2139
2.618 1.1947
4.250 1.1634
Fisher Pivots for day following 15-Apr-2020
Pivot 1 day 3 day
R1 1.2557 1.2559
PP 1.2551 1.2556
S1 1.2546 1.2553

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

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