CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 04-Aug-2020
Day Change Summary
Previous Current
03-Aug-2020 04-Aug-2020 Change Change % Previous Week
Open 1.3100 1.3094 -0.0006 0.0% 1.2803
High 1.3120 1.3115 -0.0005 0.0% 1.3177
Low 1.3013 1.2989 -0.0024 -0.2% 1.2803
Close 1.3083 1.3063 -0.0020 -0.2% 1.3113
Range 0.0107 0.0126 0.0019 17.8% 0.0374
ATR 0.0109 0.0110 0.0001 1.1% 0.0000
Volume 119 459 340 285.7% 1,071
Daily Pivots for day following 04-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.3434 1.3374 1.3132
R3 1.3308 1.3248 1.3098
R2 1.3182 1.3182 1.3086
R1 1.3122 1.3122 1.3075 1.3089
PP 1.3056 1.3056 1.3056 1.3039
S1 1.2996 1.2996 1.3051 1.2963
S2 1.2930 1.2930 1.3040
S3 1.2804 1.2870 1.3028
S4 1.2678 1.2744 1.2994
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.4153 1.4007 1.3319
R3 1.3779 1.3633 1.3216
R2 1.3405 1.3405 1.3182
R1 1.3259 1.3259 1.3147 1.3332
PP 1.3031 1.3031 1.3031 1.3068
S1 1.2885 1.2885 1.3079 1.2958
S2 1.2657 1.2657 1.3044
S3 1.2283 1.2511 1.3010
S4 1.1909 1.2137 1.2907
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3177 1.2924 0.0253 1.9% 0.0117 0.9% 55% False False 243
10 1.3177 1.2654 0.0523 4.0% 0.0107 0.8% 78% False False 397
20 1.3177 1.2491 0.0686 5.3% 0.0102 0.8% 83% False False 219
40 1.3177 1.2263 0.0914 7.0% 0.0110 0.8% 88% False False 158
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 0.0021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3651
2.618 1.3445
1.618 1.3319
1.000 1.3241
0.618 1.3193
HIGH 1.3115
0.618 1.3067
0.500 1.3052
0.382 1.3037
LOW 1.2989
0.618 1.2911
1.000 1.2863
1.618 1.2785
2.618 1.2659
4.250 1.2454
Fisher Pivots for day following 04-Aug-2020
Pivot 1 day 3 day
R1 1.3059 1.3083
PP 1.3056 1.3076
S1 1.3052 1.3070

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

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