CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 30-Jun-2020
Day Change Summary
Previous Current
29-Jun-2020 30-Jun-2020 Change Change % Previous Week
Open 1.2384 1.2323 -0.0061 -0.5% 1.2435
High 1.2398 1.2412 0.0014 0.1% 1.2552
Low 1.2263 1.2268 0.0005 0.0% 1.2326
Close 1.2295 1.2402 0.0107 0.9% 1.2353
Range 0.0135 0.0144 0.0009 6.7% 0.0226
ATR 0.0122 0.0124 0.0002 1.3% 0.0000
Volume 60 620 560 933.3% 66
Daily Pivots for day following 30-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.2793 1.2741 1.2481
R3 1.2649 1.2597 1.2442
R2 1.2505 1.2505 1.2428
R1 1.2453 1.2453 1.2415 1.2479
PP 1.2361 1.2361 1.2361 1.2374
S1 1.2309 1.2309 1.2389 1.2335
S2 1.2217 1.2217 1.2376
S3 1.2073 1.2165 1.2362
S4 1.1929 1.2021 1.2323
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.3088 1.2947 1.2477
R3 1.2862 1.2721 1.2415
R2 1.2636 1.2636 1.2394
R1 1.2495 1.2495 1.2374 1.2453
PP 1.2410 1.2410 1.2410 1.2389
S1 1.2269 1.2269 1.2332 1.2227
S2 1.2184 1.2184 1.2312
S3 1.1958 1.2043 1.2291
S4 1.1732 1.1817 1.2229
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2552 1.2263 0.0289 2.3% 0.0119 1.0% 48% False False 145
10 1.2599 1.2263 0.0336 2.7% 0.0118 1.0% 41% False False 88
20 1.2812 1.2263 0.0549 4.4% 0.0119 1.0% 25% False False 63
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0034
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.3024
2.618 1.2789
1.618 1.2645
1.000 1.2556
0.618 1.2501
HIGH 1.2412
0.618 1.2357
0.500 1.2340
0.382 1.2323
LOW 1.2268
0.618 1.2179
1.000 1.2124
1.618 1.2035
2.618 1.1891
4.250 1.1656
Fisher Pivots for day following 30-Jun-2020
Pivot 1 day 3 day
R1 1.2381 1.2386
PP 1.2361 1.2370
S1 1.2340 1.2355

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

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