CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 15-Sep-2020
Day Change Summary
Previous Current
14-Sep-2020 15-Sep-2020 Change Change % Previous Week
Open 1.2867 1.2866 -0.0001 0.0% 1.3221
High 1.2935 1.2942 0.0007 0.1% 1.3253
Low 1.2859 1.2834 -0.0025 -0.2% 1.2781
Close 1.2873 1.2915 0.0042 0.3% 1.2807
Range 0.0076 0.0108 0.0032 42.1% 0.0472
ATR
Volume 33 33 0 0.0% 258
Daily Pivots for day following 15-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.3221 1.3176 1.2974
R3 1.3113 1.3068 1.2945
R2 1.3005 1.3005 1.2935
R1 1.2960 1.2960 1.2925 1.2983
PP 1.2897 1.2897 1.2897 1.2908
S1 1.2852 1.2852 1.2905 1.2875
S2 1.2789 1.2789 1.2895
S3 1.2681 1.2744 1.2885
S4 1.2573 1.2636 1.2856
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 1.3051 1.2781 0.0270 2.1% 0.0135 1.0% 50% False False 39
10 1.3496 1.2781 0.0715 5.5% 0.0139 1.1% 19% False False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3401
2.618 1.3225
1.618 1.3117
1.000 1.3050
0.618 1.3009
HIGH 1.2942
0.618 1.2901
0.500 1.2888
0.382 1.2875
LOW 1.2834
0.618 1.2767
1.000 1.2726
1.618 1.2659
2.618 1.2551
4.250 1.2375
Fisher Pivots for day following 15-Sep-2020
Pivot 1 day 3 day
R1 1.2906 1.2897
PP 1.2897 1.2879
S1 1.2888 1.2862

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

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