CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 13-May-2020
Day Change Summary
Previous Current
12-May-2020 13-May-2020 Change Change % Previous Week
Open 1.2342 1.2264 -0.0078 -0.6% 1.2482
High 1.2383 1.2345 -0.0038 -0.3% 1.2488
Low 1.2260 1.2217 -0.0043 -0.4% 1.2274
Close 1.2287 1.2226 -0.0061 -0.5% 1.2416
Range 0.0123 0.0128 0.0005 4.1% 0.0214
ATR 0.0136 0.0135 -0.0001 -0.4% 0.0000
Volume 46 177 131 284.8% 380
Daily Pivots for day following 13-May-2020
Classic Woodie Camarilla DeMark
R4 1.2647 1.2564 1.2296
R3 1.2519 1.2436 1.2261
R2 1.2391 1.2391 1.2249
R1 1.2308 1.2308 1.2238 1.2286
PP 1.2263 1.2263 1.2263 1.2251
S1 1.2180 1.2180 1.2214 1.2158
S2 1.2135 1.2135 1.2203
S3 1.2007 1.2052 1.2191
S4 1.1879 1.1924 1.2156
Weekly Pivots for week ending 08-May-2020
Classic Woodie Camarilla DeMark
R4 1.3035 1.2939 1.2534
R3 1.2821 1.2725 1.2475
R2 1.2607 1.2607 1.2455
R1 1.2511 1.2511 1.2436 1.2452
PP 1.2393 1.2393 1.2393 1.2363
S1 1.2297 1.2297 1.2396 1.2238
S2 1.2179 1.2179 1.2377
S3 1.1965 1.2083 1.2357
S4 1.1751 1.1869 1.2298
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2472 1.2217 0.0255 2.1% 0.0132 1.1% 4% False True 91
10 1.2649 1.2217 0.0432 3.5% 0.0121 1.0% 2% False True 128
20 1.2649 1.2217 0.0432 3.5% 0.0114 0.9% 2% False True 90
40 1.2656 1.1450 0.1206 9.9% 0.0172 1.4% 64% False False 82
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2889
2.618 1.2680
1.618 1.2552
1.000 1.2473
0.618 1.2424
HIGH 1.2345
0.618 1.2296
0.500 1.2281
0.382 1.2266
LOW 1.2217
0.618 1.2138
1.000 1.2089
1.618 1.2010
2.618 1.1882
4.250 1.1673
Fisher Pivots for day following 13-May-2020
Pivot 1 day 3 day
R1 1.2281 1.2330
PP 1.2263 1.2295
S1 1.2244 1.2261

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

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