CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 28-Aug-2020
Day Change Summary
Previous Current
27-Aug-2020 28-Aug-2020 Change Change % Previous Week
Open 1.3218 1.3210 -0.0008 -0.1% 1.3096
High 1.3290 1.3362 0.0072 0.5% 1.3362
Low 1.3169 1.3194 0.0025 0.2% 1.3062
Close 1.3212 1.3350 0.0138 1.0% 1.3350
Range 0.0121 0.0168 0.0047 38.8% 0.0300
ATR 0.0114 0.0118 0.0004 3.3% 0.0000
Volume 984 1,895 911 92.6% 7,662
Daily Pivots for day following 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.3806 1.3746 1.3442
R3 1.3638 1.3578 1.3396
R2 1.3470 1.3470 1.3381
R1 1.3410 1.3410 1.3365 1.3440
PP 1.3302 1.3302 1.3302 1.3317
S1 1.3242 1.3242 1.3335 1.3272
S2 1.3134 1.3134 1.3319
S3 1.2966 1.3074 1.3304
S4 1.2798 1.2906 1.3258
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.4158 1.4054 1.3515
R3 1.3858 1.3754 1.3433
R2 1.3558 1.3558 1.3405
R1 1.3454 1.3454 1.3378 1.3506
PP 1.3258 1.3258 1.3258 1.3284
S1 1.3154 1.3154 1.3323 1.3206
S2 1.2958 1.2958 1.3295
S3 1.2658 1.2854 1.3268
S4 1.2358 1.2554 1.3185
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3362 1.3062 0.0300 2.2% 0.0119 0.9% 96% True False 1,532
10 1.3362 1.3062 0.0300 2.2% 0.0131 1.0% 96% True False 1,236
20 1.3362 1.2989 0.0373 2.8% 0.0113 0.8% 97% True False 810
40 1.3362 1.2449 0.0913 6.8% 0.0107 0.8% 99% True False 501
60 1.3362 1.2263 0.1099 8.2% 0.0111 0.8% 99% True False 367
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 0.0023
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4076
2.618 1.3802
1.618 1.3634
1.000 1.3530
0.618 1.3466
HIGH 1.3362
0.618 1.3298
0.500 1.3278
0.382 1.3258
LOW 1.3194
0.618 1.3090
1.000 1.3026
1.618 1.2922
2.618 1.2754
4.250 1.2480
Fisher Pivots for day following 28-Aug-2020
Pivot 1 day 3 day
R1 1.3326 1.3315
PP 1.3302 1.3279
S1 1.3278 1.3244

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

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