CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 24-Sep-2020
Day Change Summary
Previous Current
23-Sep-2020 24-Sep-2020 Change Change % Previous Week
Open 1.2735 1.2729 -0.0006 0.0% 1.2867
High 1.2788 1.2792 0.0004 0.0% 1.3021
Low 1.2690 1.2704 0.0014 0.1% 1.2834
Close 1.2728 1.2754 0.0026 0.2% 1.2943
Range 0.0098 0.0088 -0.0010 -10.2% 0.0187
ATR 0.0138 0.0135 -0.0004 -2.6% 0.0000
Volume 64 70 6 9.4% 598
Daily Pivots for day following 24-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.3014 1.2972 1.2802
R3 1.2926 1.2884 1.2778
R2 1.2838 1.2838 1.2770
R1 1.2796 1.2796 1.2762 1.2817
PP 1.2750 1.2750 1.2750 1.2761
S1 1.2708 1.2708 1.2746 1.2729
S2 1.2662 1.2662 1.2738
S3 1.2574 1.2620 1.2730
S4 1.2486 1.2532 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 1.3014 1.2690 0.0324 2.5% 0.0122 1.0% 20% False False 154
10 1.3021 1.2690 0.0331 2.6% 0.0115 0.9% 19% False False 123
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0033
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3166
2.618 1.3022
1.618 1.2934
1.000 1.2880
0.618 1.2846
HIGH 1.2792
0.618 1.2758
0.500 1.2748
0.382 1.2738
LOW 1.2704
0.618 1.2650
1.000 1.2616
1.618 1.2562
2.618 1.2474
4.250 1.2330
Fisher Pivots for day following 24-Sep-2020
Pivot 1 day 3 day
R1 1.2752 1.2785
PP 1.2750 1.2775
S1 1.2748 1.2764

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

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