CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 29-Apr-2020
Day Change Summary
Previous Current
28-Apr-2020 29-Apr-2020 Change Change % Previous Week
Open 1.2427 1.2476 0.0049 0.4% 1.2496
High 1.2526 1.2492 -0.0034 -0.3% 1.2509
Low 1.2413 1.2398 -0.0015 -0.1% 1.2260
Close 1.2441 1.2459 0.0018 0.1% 1.2360
Range 0.0113 0.0094 -0.0019 -16.8% 0.0249
ATR 0.0151 0.0147 -0.0004 -2.7% 0.0000
Volume 154 120 -34 -22.1% 116
Daily Pivots for day following 29-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.2732 1.2689 1.2511
R3 1.2638 1.2595 1.2485
R2 1.2544 1.2544 1.2476
R1 1.2501 1.2501 1.2468 1.2476
PP 1.2450 1.2450 1.2450 1.2437
S1 1.2407 1.2407 1.2450 1.2382
S2 1.2356 1.2356 1.2442
S3 1.2262 1.2313 1.2433
S4 1.2168 1.2219 1.2407
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 1.2308 0.0218 1.7% 0.0095 0.8% 69% False False 68
10 1.2534 1.2260 0.0274 2.2% 0.0107 0.9% 73% False False 52
20 1.2656 1.2191 0.0465 3.7% 0.0110 0.9% 58% False False 30
40 1.3211 1.1450 0.1761 14.1% 0.0186 1.5% 57% False False 100
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 True
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2892
2.618 1.2738
1.618 1.2644
1.000 1.2586
0.618 1.2550
HIGH 1.2492
0.618 1.2456
0.500 1.2445
0.382 1.2434
LOW 1.2398
0.618 1.2340
1.000 1.2304
1.618 1.2246
2.618 1.2152
4.250 1.1999
Fisher Pivots for day following 29-Apr-2020
Pivot 1 day 3 day
R1 1.2454 1.2455
PP 1.2450 1.2451
S1 1.2445 1.2448

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

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