CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 25-Sep-2020
Day Change Summary
Previous Current
24-Sep-2020 25-Sep-2020 Change Change % Previous Week
Open 1.2729 1.2762 0.0033 0.3% 1.2955
High 1.2792 1.2818 0.0026 0.2% 1.2981
Low 1.2704 1.2702 -0.0002 0.0% 1.2690
Close 1.2754 1.2744 -0.0010 -0.1% 1.2744
Range 0.0088 0.0116 0.0028 31.8% 0.0291
ATR 0.0135 0.0133 -0.0001 -1.0% 0.0000
Volume 70 179 109 155.7% 800
Daily Pivots for day following 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.3103 1.3039 1.2808
R3 1.2987 1.2923 1.2776
R2 1.2871 1.2871 1.2765
R1 1.2807 1.2807 1.2755 1.2781
PP 1.2755 1.2755 1.2755 1.2742
S1 1.2691 1.2691 1.2733 1.2665
S2 1.2639 1.2639 1.2723
S3 1.2523 1.2575 1.2712
S4 1.2407 1.2459 1.2680
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.3678 1.3502 1.2904
R3 1.3387 1.3211 1.2824
R2 1.3096 1.3096 1.2797
R1 1.2920 1.2920 1.2771 1.2863
PP 1.2805 1.2805 1.2805 1.2776
S1 1.2629 1.2629 1.2717 1.2572
S2 1.2514 1.2514 1.2691
S3 1.2223 1.2338 1.2664
S4 1.1932 1.2047 1.2584
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2981 1.2690 0.0291 2.3% 0.0129 1.0% 19% False False 160
10 1.3021 1.2690 0.0331 2.6% 0.0117 0.9% 16% False False 139
20 1.3496 1.2690 0.0806 6.3% 0.0131 1.0% 7% False False 94
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0036
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3311
2.618 1.3122
1.618 1.3006
1.000 1.2934
0.618 1.2890
HIGH 1.2818
0.618 1.2774
0.500 1.2760
0.382 1.2746
LOW 1.2702
0.618 1.2630
1.000 1.2586
1.618 1.2514
2.618 1.2398
4.250 1.2209
Fisher Pivots for day following 25-Sep-2020
Pivot 1 day 3 day
R1 1.2760 1.2754
PP 1.2755 1.2751
S1 1.2749 1.2747

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

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