CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 23-Apr-2020
Day Change Summary
Previous Current
22-Apr-2020 23-Apr-2020 Change Change % Previous Week
Open 1.2314 1.2339 0.0025 0.2% 1.2500
High 1.2394 1.2414 0.0020 0.2% 1.2656
Low 1.2286 1.2318 0.0032 0.3% 1.2419
Close 1.2327 1.2363 0.0036 0.3% 1.2499
Range 0.0108 0.0096 -0.0012 -11.1% 0.0237
ATR 0.0169 0.0164 -0.0005 -3.1% 0.0000
Volume 19 26 7 36.8% 148
Daily Pivots for day following 23-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.2653 1.2604 1.2416
R3 1.2557 1.2508 1.2389
R2 1.2461 1.2461 1.2381
R1 1.2412 1.2412 1.2372 1.2437
PP 1.2365 1.2365 1.2365 1.2377
S1 1.2316 1.2316 1.2354 1.2341
S2 1.2269 1.2269 1.2345
S3 1.2173 1.2220 1.2337
S4 1.2077 1.2124 1.2310
Weekly Pivots for week ending 17-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.3236 1.3104 1.2629
R3 1.2999 1.2867 1.2564
R2 1.2762 1.2762 1.2542
R1 1.2630 1.2630 1.2521 1.2578
PP 1.2525 1.2525 1.2525 1.2498
S1 1.2393 1.2393 1.2477 1.2341
S2 1.2288 1.2288 1.2456
S3 1.2051 1.2156 1.2434
S4 1.1814 1.1919 1.2369
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2534 1.2260 0.0274 2.2% 0.0118 1.0% 38% False False 27
10 1.2656 1.2260 0.0396 3.2% 0.0118 1.0% 26% False False 25
20 1.2656 1.1813 0.0843 6.8% 0.0147 1.2% 65% False False 31
40 1.3211 1.1450 0.1761 14.2% 0.0186 1.5% 52% False False 112
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 0.0026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2822
2.618 1.2665
1.618 1.2569
1.000 1.2510
0.618 1.2473
HIGH 1.2414
0.618 1.2377
0.500 1.2366
0.382 1.2355
LOW 1.2318
0.618 1.2259
1.000 1.2222
1.618 1.2163
2.618 1.2067
4.250 1.1910
Fisher Pivots for day following 23-Apr-2020
Pivot 1 day 3 day
R1 1.2366 1.2361
PP 1.2365 1.2358
S1 1.2364 1.2356

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

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