CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 01-Oct-2020
Day Change Summary
Previous Current
30-Sep-2020 01-Oct-2020 Change Change % Previous Week
Open 1.2871 1.2938 0.0067 0.5% 1.2955
High 1.2955 1.2991 0.0036 0.3% 1.2981
Low 1.2820 1.2833 0.0013 0.1% 1.2690
Close 1.2912 1.2905 -0.0007 -0.1% 1.2744
Range 0.0135 0.0158 0.0023 17.0% 0.0291
ATR 0.0134 0.0135 0.0002 1.3% 0.0000
Volume 1,363 271 -1,092 -80.1% 800
Daily Pivots for day following 01-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.3384 1.3302 1.2992
R3 1.3226 1.3144 1.2948
R2 1.3068 1.3068 1.2934
R1 1.2986 1.2986 1.2919 1.2948
PP 1.2910 1.2910 1.2910 1.2891
S1 1.2828 1.2828 1.2891 1.2790
S2 1.2752 1.2752 1.2876
S3 1.2594 1.2670 1.2862
S4 1.2436 1.2512 1.2818
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 1.2991 1.2702 0.0289 2.2% 0.0133 1.0% 70% True False 420
10 1.3014 1.2690 0.0324 2.5% 0.0128 1.0% 66% False False 287
20 1.3372 1.2690 0.0682 5.3% 0.0135 1.0% 32% False False 182
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0039
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3663
2.618 1.3405
1.618 1.3247
1.000 1.3149
0.618 1.3089
HIGH 1.2991
0.618 1.2931
0.500 1.2912
0.382 1.2893
LOW 1.2833
0.618 1.2735
1.000 1.2675
1.618 1.2577
2.618 1.2419
4.250 1.2162
Fisher Pivots for day following 01-Oct-2020
Pivot 1 day 3 day
R1 1.2912 1.2906
PP 1.2910 1.2905
S1 1.2907 1.2905

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

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