CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 16-Apr-2020
Day Change Summary
Previous Current
15-Apr-2020 16-Apr-2020 Change Change % Previous Week
Open 1.2593 1.2503 -0.0090 -0.7% 1.2318
High 1.2642 1.2523 -0.0119 -0.9% 1.2495
Low 1.2450 1.2425 -0.0025 -0.2% 1.2191
Close 1.2562 1.2468 -0.0094 -0.7% 1.2463
Range 0.0192 0.0098 -0.0094 -49.0% 0.0304
ATR 0.0188 0.0185 -0.0004 -1.9% 0.0000
Volume 29 76 47 162.1% 36
Daily Pivots for day following 16-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.2766 1.2715 1.2522
R3 1.2668 1.2617 1.2495
R2 1.2570 1.2570 1.2486
R1 1.2519 1.2519 1.2477 1.2496
PP 1.2472 1.2472 1.2472 1.2460
S1 1.2421 1.2421 1.2459 1.2398
S2 1.2374 1.2374 1.2450
S3 1.2276 1.2323 1.2441
S4 1.2178 1.2225 1.2414
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 1.2380 0.0276 2.2% 0.0118 0.9% 32% False False 23
10 1.2656 1.2191 0.0465 3.7% 0.0120 1.0% 60% False False 16
20 1.2656 1.1450 0.1206 9.7% 0.0202 1.6% 84% False False 65
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 0.0024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2940
2.618 1.2780
1.618 1.2682
1.000 1.2621
0.618 1.2584
HIGH 1.2523
0.618 1.2486
0.500 1.2474
0.382 1.2462
LOW 1.2425
0.618 1.2364
1.000 1.2327
1.618 1.2266
2.618 1.2168
4.250 1.2009
Fisher Pivots for day following 16-Apr-2020
Pivot 1 day 3 day
R1 1.2474 1.2541
PP 1.2472 1.2516
S1 1.2470 1.2492

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

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