CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 30-Sep-2020
Day Change Summary
Previous Current
29-Sep-2020 30-Sep-2020 Change Change % Previous Week
Open 1.2862 1.2871 0.0009 0.1% 1.2955
High 1.2916 1.2955 0.0039 0.3% 1.2981
Low 1.2837 1.2820 -0.0017 -0.1% 1.2690
Close 1.2875 1.2912 0.0037 0.3% 1.2744
Range 0.0079 0.0135 0.0056 70.9% 0.0291
ATR 0.0134 0.0134 0.0000 0.1% 0.0000
Volume 179 1,363 1,184 661.5% 800
Daily Pivots for day following 30-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.3301 1.3241 1.2986
R3 1.3166 1.3106 1.2949
R2 1.3031 1.3031 1.2937
R1 1.2971 1.2971 1.2924 1.3001
PP 1.2896 1.2896 1.2896 1.2911
S1 1.2836 1.2836 1.2900 1.2866
S2 1.2761 1.2761 1.2887
S3 1.2626 1.2701 1.2875
S4 1.2491 1.2566 1.2838
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 1.2955 1.2702 0.0253 2.0% 0.0119 0.9% 83% True False 380
10 1.3014 1.2690 0.0324 2.5% 0.0125 1.0% 69% False False 288
20 1.3406 1.2690 0.0716 5.5% 0.0132 1.0% 31% False False 169
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0040
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3529
2.618 1.3308
1.618 1.3173
1.000 1.3090
0.618 1.3038
HIGH 1.2955
0.618 1.2903
0.500 1.2888
0.382 1.2872
LOW 1.2820
0.618 1.2737
1.000 1.2685
1.618 1.2602
2.618 1.2467
4.250 1.2246
Fisher Pivots for day following 30-Sep-2020
Pivot 1 day 3 day
R1 1.2904 1.2895
PP 1.2896 1.2878
S1 1.2888 1.2861

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

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