CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 24-Apr-2020
Day Change Summary
Previous Current
23-Apr-2020 24-Apr-2020 Change Change % Previous Week
Open 1.2339 1.2361 0.0022 0.2% 1.2496
High 1.2414 1.2385 -0.0029 -0.2% 1.2509
Low 1.2318 1.2308 -0.0010 -0.1% 1.2260
Close 1.2363 1.2360 -0.0003 0.0% 1.2360
Range 0.0096 0.0077 -0.0019 -19.8% 0.0249
ATR 0.0164 0.0158 -0.0006 -3.8% 0.0000
Volume 26 11 -15 -57.7% 116
Daily Pivots for day following 24-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.2582 1.2548 1.2402
R3 1.2505 1.2471 1.2381
R2 1.2428 1.2428 1.2374
R1 1.2394 1.2394 1.2367 1.2373
PP 1.2351 1.2351 1.2351 1.2340
S1 1.2317 1.2317 1.2353 1.2296
S2 1.2274 1.2274 1.2346
S3 1.2197 1.2240 1.2339
S4 1.2120 1.2163 1.2318
Weekly Pivots for week ending 24-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.3123 1.2991 1.2497
R3 1.2874 1.2742 1.2428
R2 1.2625 1.2625 1.2406
R1 1.2493 1.2493 1.2383 1.2435
PP 1.2376 1.2376 1.2376 1.2347
S1 1.2244 1.2244 1.2337 1.2186
S2 1.2127 1.2127 1.2314
S3 1.1878 1.1995 1.2292
S4 1.1629 1.1746 1.2223
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2509 1.2260 0.0249 2.0% 0.0111 0.9% 40% False False 23
10 1.2656 1.2260 0.0396 3.2% 0.0114 0.9% 25% False False 26
20 1.2656 1.2168 0.0488 3.9% 0.0129 1.0% 39% False False 31
40 1.3211 1.1450 0.1761 14.2% 0.0187 1.5% 52% False False 110
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2712
2.618 1.2587
1.618 1.2510
1.000 1.2462
0.618 1.2433
HIGH 1.2385
0.618 1.2356
0.500 1.2347
0.382 1.2337
LOW 1.2308
0.618 1.2260
1.000 1.2231
1.618 1.2183
2.618 1.2106
4.250 1.1981
Fisher Pivots for day following 24-Apr-2020
Pivot 1 day 3 day
R1 1.2356 1.2357
PP 1.2351 1.2353
S1 1.2347 1.2350

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

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