CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 21-Aug-2020
Day Change Summary
Previous Current
20-Aug-2020 21-Aug-2020 Change Change % Previous Week
Open 1.3114 1.3227 0.0113 0.9% 1.3076
High 1.3231 1.3261 0.0030 0.2% 1.3274
Low 1.3070 1.3067 -0.0003 0.0% 1.3067
Close 1.3219 1.3100 -0.0119 -0.9% 1.3100
Range 0.0161 0.0194 0.0033 20.5% 0.0207
ATR 0.0111 0.0117 0.0006 5.4% 0.0000
Volume 871 1,236 365 41.9% 4,706
Daily Pivots for day following 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.3725 1.3606 1.3207
R3 1.3531 1.3412 1.3153
R2 1.3337 1.3337 1.3136
R1 1.3218 1.3218 1.3118 1.3181
PP 1.3143 1.3143 1.3143 1.3124
S1 1.3024 1.3024 1.3082 1.2987
S2 1.2949 1.2949 1.3064
S3 1.2755 1.2830 1.3047
S4 1.2561 1.2636 1.2993
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.3768 1.3641 1.3214
R3 1.3561 1.3434 1.3157
R2 1.3354 1.3354 1.3138
R1 1.3227 1.3227 1.3119 1.3291
PP 1.3147 1.3147 1.3147 1.3179
S1 1.3020 1.3020 1.3081 1.3084
S2 1.2940 1.2940 1.3062
S3 1.2733 1.2813 1.3043
S4 1.2526 1.2606 1.2986
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3274 1.3067 0.0207 1.6% 0.0142 1.1% 16% False True 941
10 1.3274 1.3013 0.0261 2.0% 0.0113 0.9% 33% False False 660
20 1.3274 1.2803 0.0471 3.6% 0.0111 0.8% 63% False False 481
40 1.3274 1.2263 0.1011 7.7% 0.0107 0.8% 83% False False 346
60 1.3274 1.2263 0.1011 7.7% 0.0109 0.8% 83% False False 241
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 1.4086
2.618 1.3769
1.618 1.3575
1.000 1.3455
0.618 1.3381
HIGH 1.3261
0.618 1.3187
0.500 1.3164
0.382 1.3141
LOW 1.3067
0.618 1.2947
1.000 1.2873
1.618 1.2753
2.618 1.2559
4.250 1.2243
Fisher Pivots for day following 21-Aug-2020
Pivot 1 day 3 day
R1 1.3164 1.3171
PP 1.3143 1.3147
S1 1.3121 1.3124

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

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