CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 02-Oct-2020
Day Change Summary
Previous Current
01-Oct-2020 02-Oct-2020 Change Change % Previous Week
Open 1.2938 1.2893 -0.0045 -0.3% 1.2774
High 1.2991 1.2965 -0.0026 -0.2% 1.2991
Low 1.2833 1.2849 0.0016 0.1% 1.2766
Close 1.2905 1.2947 0.0042 0.3% 1.2947
Range 0.0158 0.0116 -0.0042 -26.6% 0.0225
ATR 0.0135 0.0134 -0.0001 -1.0% 0.0000
Volume 271 998 727 268.3% 2,921
Daily Pivots for day following 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.3268 1.3224 1.3011
R3 1.3152 1.3108 1.2979
R2 1.3036 1.3036 1.2968
R1 1.2992 1.2992 1.2958 1.3014
PP 1.2920 1.2920 1.2920 1.2932
S1 1.2876 1.2876 1.2936 1.2898
S2 1.2804 1.2804 1.2926
S3 1.2688 1.2760 1.2915
S4 1.2572 1.2644 1.2883
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.3576 1.3487 1.3071
R3 1.3351 1.3262 1.3009
R2 1.3126 1.3126 1.2988
R1 1.3037 1.3037 1.2968 1.3082
PP 1.2901 1.2901 1.2901 1.2924
S1 1.2812 1.2812 1.2926 1.2857
S2 1.2676 1.2676 1.2906
S3 1.2451 1.2587 1.2885
S4 1.2226 1.2362 1.2823
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2991 1.2766 0.0225 1.7% 0.0133 1.0% 80% False False 584
10 1.2991 1.2690 0.0301 2.3% 0.0131 1.0% 85% False False 372
20 1.3334 1.2690 0.0644 5.0% 0.0136 1.0% 40% False False 230
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0041
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3458
2.618 1.3269
1.618 1.3153
1.000 1.3081
0.618 1.3037
HIGH 1.2965
0.618 1.2921
0.500 1.2907
0.382 1.2893
LOW 1.2849
0.618 1.2777
1.000 1.2733
1.618 1.2661
2.618 1.2545
4.250 1.2356
Fisher Pivots for day following 02-Oct-2020
Pivot 1 day 3 day
R1 1.2934 1.2933
PP 1.2920 1.2919
S1 1.2907 1.2906

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

View Archives - Comment on this page... - Back to Index of Symbols