CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 05-Oct-2020
Day Change Summary
Previous Current
02-Oct-2020 05-Oct-2020 Change Change % Previous Week
Open 1.2893 1.2940 0.0047 0.4% 1.2774
High 1.2965 1.3003 0.0038 0.3% 1.2991
Low 1.2849 1.2913 0.0064 0.5% 1.2766
Close 1.2947 1.2984 0.0037 0.3% 1.2947
Range 0.0116 0.0090 -0.0026 -22.4% 0.0225
ATR 0.0134 0.0131 -0.0003 -2.3% 0.0000
Volume 998 6 -992 -99.4% 2,921
Daily Pivots for day following 05-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.3237 1.3200 1.3034
R3 1.3147 1.3110 1.3009
R2 1.3057 1.3057 1.3001
R1 1.3020 1.3020 1.2992 1.3039
PP 1.2967 1.2967 1.2967 1.2976
S1 1.2930 1.2930 1.2976 1.2949
S2 1.2877 1.2877 1.2968
S3 1.2787 1.2840 1.2959
S4 1.2697 1.2750 1.2935
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 1.3003 1.2820 0.0183 1.4% 0.0116 0.9% 90% True False 563
10 1.3003 1.2690 0.0313 2.4% 0.0121 0.9% 94% True False 368
20 1.3253 1.2690 0.0563 4.3% 0.0133 1.0% 52% False False 229
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0041
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3386
2.618 1.3239
1.618 1.3149
1.000 1.3093
0.618 1.3059
HIGH 1.3003
0.618 1.2969
0.500 1.2958
0.382 1.2947
LOW 1.2913
0.618 1.2857
1.000 1.2823
1.618 1.2767
2.618 1.2677
4.250 1.2531
Fisher Pivots for day following 05-Oct-2020
Pivot 1 day 3 day
R1 1.2975 1.2962
PP 1.2967 1.2940
S1 1.2958 1.2918

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

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