CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 29-Sep-2020
Day Change Summary
Previous Current
28-Sep-2020 29-Sep-2020 Change Change % Previous Week
Open 1.2774 1.2862 0.0088 0.7% 1.2955
High 1.2942 1.2916 -0.0026 -0.2% 1.2981
Low 1.2766 1.2837 0.0071 0.6% 1.2690
Close 1.2848 1.2875 0.0027 0.2% 1.2744
Range 0.0176 0.0079 -0.0097 -55.1% 0.0291
ATR 0.0138 0.0134 -0.0004 -3.0% 0.0000
Volume 110 179 69 62.7% 800
Daily Pivots for day following 29-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.3113 1.3073 1.2918
R3 1.3034 1.2994 1.2897
R2 1.2955 1.2955 1.2889
R1 1.2915 1.2915 1.2882 1.2935
PP 1.2876 1.2876 1.2876 1.2886
S1 1.2836 1.2836 1.2868 1.2856
S2 1.2797 1.2797 1.2861
S3 1.2718 1.2757 1.2853
S4 1.2639 1.2678 1.2832
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 1.2942 1.2690 0.0252 2.0% 0.0111 0.9% 73% False False 120
10 1.3021 1.2690 0.0331 2.6% 0.0124 1.0% 56% False False 162
20 1.3496 1.2690 0.0806 6.3% 0.0132 1.0% 23% False False 107
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0035
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.3252
2.618 1.3123
1.618 1.3044
1.000 1.2995
0.618 1.2965
HIGH 1.2916
0.618 1.2886
0.500 1.2877
0.382 1.2867
LOW 1.2837
0.618 1.2788
1.000 1.2758
1.618 1.2709
2.618 1.2630
4.250 1.2501
Fisher Pivots for day following 29-Sep-2020
Pivot 1 day 3 day
R1 1.2877 1.2857
PP 1.2876 1.2840
S1 1.2876 1.2822

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

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