CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 28-Jul-2020
Day Change Summary
Previous Current
27-Jul-2020 28-Jul-2020 Change Change % Previous Week
Open 1.2803 1.2895 0.0092 0.7% 1.2562
High 1.2910 1.2961 0.0051 0.4% 1.2811
Low 1.2803 1.2849 0.0046 0.4% 1.2528
Close 1.2882 1.2956 0.0074 0.6% 1.2799
Range 0.0107 0.0112 0.0005 4.7% 0.0283
ATR 0.0106 0.0107 0.0000 0.4% 0.0000
Volume 86 346 260 302.3% 2,469
Daily Pivots for day following 28-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.3258 1.3219 1.3018
R3 1.3146 1.3107 1.2987
R2 1.3034 1.3034 1.2977
R1 1.2995 1.2995 1.2966 1.3015
PP 1.2922 1.2922 1.2922 1.2932
S1 1.2883 1.2883 1.2946 1.2903
S2 1.2810 1.2810 1.2935
S3 1.2698 1.2771 1.2925
S4 1.2586 1.2659 1.2894
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.3562 1.3463 1.2955
R3 1.3279 1.3180 1.2877
R2 1.2996 1.2996 1.2851
R1 1.2897 1.2897 1.2825 1.2947
PP 1.2713 1.2713 1.2713 1.2737
S1 1.2614 1.2614 1.2773 1.2664
S2 1.2430 1.2430 1.2747
S3 1.2147 1.2331 1.2721
S4 1.1864 1.2048 1.2643
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2961 1.2654 0.0307 2.4% 0.0097 0.7% 98% True False 552
10 1.2961 1.2522 0.0439 3.4% 0.0098 0.8% 99% True False 291
20 1.2961 1.2268 0.0693 5.3% 0.0100 0.8% 99% True False 228
40 1.2961 1.2263 0.0698 5.4% 0.0108 0.8% 99% True False 131
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 False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3437
2.618 1.3254
1.618 1.3142
1.000 1.3073
0.618 1.3030
HIGH 1.2961
0.618 1.2918
0.500 1.2905
0.382 1.2892
LOW 1.2849
0.618 1.2780
1.000 1.2737
1.618 1.2668
2.618 1.2556
4.250 1.2373
Fisher Pivots for day following 28-Jul-2020
Pivot 1 day 3 day
R1 1.2939 1.2919
PP 1.2922 1.2881
S1 1.2905 1.2844

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

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