CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 21-Sep-2020
Day Change Summary
Previous Current
18-Sep-2020 21-Sep-2020 Change Change % Previous Week
Open 1.2992 1.2955 -0.0037 -0.3% 1.2867
High 1.3014 1.2981 -0.0033 -0.3% 1.3021
Low 1.2932 1.2792 -0.0140 -1.1% 1.2834
Close 1.2943 1.2810 -0.0133 -1.0% 1.2943
Range 0.0082 0.0189 0.0107 130.5% 0.0187
ATR 0.0136 0.0140 0.0004 2.7% 0.0000
Volume 152 44 -108 -71.1% 598
Daily Pivots for day following 21-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.3428 1.3308 1.2914
R3 1.3239 1.3119 1.2862
R2 1.3050 1.3050 1.2845
R1 1.2930 1.2930 1.2827 1.2896
PP 1.2861 1.2861 1.2861 1.2844
S1 1.2741 1.2741 1.2793 1.2707
S2 1.2672 1.2672 1.2775
S3 1.2483 1.2552 1.2758
S4 1.2294 1.2363 1.2706
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.3494 1.3405 1.3046
R3 1.3307 1.3218 1.2994
R2 1.3120 1.3120 1.2977
R1 1.3031 1.3031 1.2960 1.3076
PP 1.2933 1.2933 1.2933 1.2955
S1 1.2844 1.2844 1.2926 1.2889
S2 1.2746 1.2746 1.2909
S3 1.2559 1.2657 1.2892
S4 1.2372 1.2470 1.2840
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3021 1.2792 0.0229 1.8% 0.0128 1.0% 8% False True 121
10 1.3253 1.2781 0.0472 3.7% 0.0145 1.1% 6% False False 90
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0032
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3784
2.618 1.3476
1.618 1.3287
1.000 1.3170
0.618 1.3098
HIGH 1.2981
0.618 1.2909
0.500 1.2887
0.382 1.2864
LOW 1.2792
0.618 1.2675
1.000 1.2603
1.618 1.2486
2.618 1.2297
4.250 1.1989
Fisher Pivots for day following 21-Sep-2020
Pivot 1 day 3 day
R1 1.2887 1.2903
PP 1.2861 1.2872
S1 1.2836 1.2841

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

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