CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 16-Sep-2020
Day Change Summary
Previous Current
15-Sep-2020 16-Sep-2020 Change Change % Previous Week
Open 1.2866 1.2894 0.0028 0.2% 1.3221
High 1.2942 1.3021 0.0079 0.6% 1.3253
Low 1.2834 1.2893 0.0059 0.5% 1.2781
Close 1.2915 1.2966 0.0051 0.4% 1.2807
Range 0.0108 0.0128 0.0020 18.5% 0.0472
ATR 0.0000 0.0141 0.0141 0.0000
Volume 33 100 67 203.0% 258
Daily Pivots for day following 16-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.3344 1.3283 1.3036
R3 1.3216 1.3155 1.3001
R2 1.3088 1.3088 1.2989
R1 1.3027 1.3027 1.2978 1.3058
PP 1.2960 1.2960 1.2960 1.2975
S1 1.2899 1.2899 1.2954 1.2930
S2 1.2832 1.2832 1.2943
S3 1.2704 1.2771 1.2931
S4 1.2576 1.2643 1.2896
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% 0.0134 1.0% 69% False False 46
10 1.3406 1.2781 0.0625 4.8% 0.0140 1.1% 30% False False 51
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0028
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3565
2.618 1.3356
1.618 1.3228
1.000 1.3149
0.618 1.3100
HIGH 1.3021
0.618 1.2972
0.500 1.2957
0.382 1.2942
LOW 1.2893
0.618 1.2814
1.000 1.2765
1.618 1.2686
2.618 1.2558
4.250 1.2349
Fisher Pivots for day following 16-Sep-2020
Pivot 1 day 3 day
R1 1.2963 1.2953
PP 1.2960 1.2940
S1 1.2957 1.2928

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

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