CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 11-Sep-2020
Day Change Summary
Previous Current
10-Sep-2020 11-Sep-2020 Change Change % Previous Week
Open 1.2841 1.2809 -0.0032 -0.2% 1.3221
High 1.3051 1.2879 -0.0172 -1.3% 1.3253
Low 1.2791 1.2781 -0.0010 -0.1% 1.2781
Close 1.2819 1.2807 -0.0012 -0.1% 1.2807
Range 0.0260 0.0098 -0.0162 -62.3% 0.0472
ATR
Volume 56 11 -45 -80.4% 258
Daily Pivots for day following 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.3116 1.3060 1.2861
R3 1.3018 1.2962 1.2834
R2 1.2920 1.2920 1.2825
R1 1.2864 1.2864 1.2816 1.2843
PP 1.2822 1.2822 1.2822 1.2812
S1 1.2766 1.2766 1.2798 1.2745
S2 1.2724 1.2724 1.2789
S3 1.2626 1.2668 1.2780
S4 1.2528 1.2570 1.2753
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.4363 1.4057 1.3067
R3 1.3891 1.3585 1.2937
R2 1.3419 1.3419 1.2894
R1 1.3113 1.3113 1.2850 1.3030
PP 1.2947 1.2947 1.2947 1.2906
S1 1.2641 1.2641 1.2764 1.2558
S2 1.2475 1.2475 1.2720
S3 1.2003 1.2169 1.2677
S4 1.1531 1.1697 1.2547
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3334 1.2781 0.0553 4.3% 0.0176 1.4% 5% False True 57
10 1.3496 1.2781 0.0715 5.6% 0.0145 1.1% 4% False True 48
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0041
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.3296
2.618 1.3136
1.618 1.3038
1.000 1.2977
0.618 1.2940
HIGH 1.2879
0.618 1.2842
0.500 1.2830
0.382 1.2818
LOW 1.2781
0.618 1.2720
1.000 1.2683
1.618 1.2622
2.618 1.2524
4.250 1.2365
Fisher Pivots for day following 11-Sep-2020
Pivot 1 day 3 day
R1 1.2830 1.2916
PP 1.2822 1.2880
S1 1.2815 1.2843

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

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