CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 14-Sep-2020
Day Change Summary
Previous Current
11-Sep-2020 14-Sep-2020 Change Change % Previous Week
Open 1.2809 1.2867 0.0058 0.5% 1.3221
High 1.2879 1.2935 0.0056 0.4% 1.3253
Low 1.2781 1.2859 0.0078 0.6% 1.2781
Close 1.2807 1.2873 0.0066 0.5% 1.2807
Range 0.0098 0.0076 -0.0022 -22.4% 0.0472
ATR
Volume 11 33 22 200.0% 258
Daily Pivots for day following 14-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.3117 1.3071 1.2915
R3 1.3041 1.2995 1.2894
R2 1.2965 1.2965 1.2887
R1 1.2919 1.2919 1.2880 1.2942
PP 1.2889 1.2889 1.2889 1.2901
S1 1.2843 1.2843 1.2866 1.2866
S2 1.2813 1.2813 1.2859
S3 1.2737 1.2767 1.2852
S4 1.2661 1.2691 1.2831
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 1.3253 1.2781 0.0472 3.7% 0.0163 1.3% 19% False False 58
10 1.3496 1.2781 0.0715 5.6% 0.0137 1.1% 13% False False 50
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 0.0034
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.3258
2.618 1.3134
1.618 1.3058
1.000 1.3011
0.618 1.2982
HIGH 1.2935
0.618 1.2906
0.500 1.2897
0.382 1.2888
LOW 1.2859
0.618 1.2812
1.000 1.2783
1.618 1.2736
2.618 1.2660
4.250 1.2536
Fisher Pivots for day following 14-Sep-2020
Pivot 1 day 3 day
R1 1.2897 1.2916
PP 1.2889 1.2902
S1 1.2881 1.2887

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

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