CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 28-Apr-2020
Day Change Summary
Previous Current
27-Apr-2020 28-Apr-2020 Change Change % Previous Week
Open 1.2375 1.2427 0.0052 0.4% 1.2496
High 1.2463 1.2526 0.0063 0.5% 1.2509
Low 1.2369 1.2413 0.0044 0.4% 1.2260
Close 1.2430 1.2441 0.0011 0.1% 1.2360
Range 0.0094 0.0113 0.0019 20.2% 0.0249
ATR 0.0154 0.0151 -0.0003 -1.9% 0.0000
Volume 29 154 125 431.0% 116
Daily Pivots for day following 28-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.2799 1.2733 1.2503
R3 1.2686 1.2620 1.2472
R2 1.2573 1.2573 1.2462
R1 1.2507 1.2507 1.2451 1.2540
PP 1.2460 1.2460 1.2460 1.2477
S1 1.2394 1.2394 1.2431 1.2427
S2 1.2347 1.2347 1.2420
S3 1.2234 1.2281 1.2410
S4 1.2121 1.2168 1.2379
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 1.2526 1.2286 0.0240 1.9% 0.0098 0.8% 65% True False 47
10 1.2642 1.2260 0.0382 3.1% 0.0117 0.9% 47% False False 43
20 1.2656 1.2191 0.0465 3.7% 0.0116 0.9% 54% False False 24
40 1.3211 1.1450 0.1761 14.2% 0.0185 1.5% 56% False False 106
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3006
2.618 1.2822
1.618 1.2709
1.000 1.2639
0.618 1.2596
HIGH 1.2526
0.618 1.2483
0.500 1.2470
0.382 1.2456
LOW 1.2413
0.618 1.2343
1.000 1.2300
1.618 1.2230
2.618 1.2117
4.250 1.1933
Fisher Pivots for day following 28-Apr-2020
Pivot 1 day 3 day
R1 1.2470 1.2433
PP 1.2460 1.2425
S1 1.2451 1.2417

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

View Archives - Comment on this page... - Back to Index of Symbols