CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 12-Oct-2020
Day Change Summary
Previous Current
09-Oct-2020 12-Oct-2020 Change Change % Previous Week
Open 1.2963 1.3048 0.0085 0.7% 1.2940
High 1.3059 1.3092 0.0033 0.3% 1.3059
Low 1.2933 1.3017 0.0084 0.6% 1.2856
Close 1.3048 1.3073 0.0025 0.2% 1.3048
Range 0.0126 0.0075 -0.0051 -40.5% 0.0203
ATR 0.0124 0.0121 -0.0004 -2.8% 0.0000
Volume 28 41 13 46.4% 493
Daily Pivots for day following 12-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.3286 1.3254 1.3114
R3 1.3211 1.3179 1.3094
R2 1.3136 1.3136 1.3087
R1 1.3104 1.3104 1.3080 1.3120
PP 1.3061 1.3061 1.3061 1.3069
S1 1.3029 1.3029 1.3066 1.3045
S2 1.2986 1.2986 1.3059
S3 1.2911 1.2954 1.3052
S4 1.2836 1.2879 1.3032
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.3597 1.3525 1.3160
R3 1.3394 1.3322 1.3104
R2 1.3191 1.3191 1.3085
R1 1.3119 1.3119 1.3067 1.3155
PP 1.2988 1.2988 1.2988 1.3006
S1 1.2916 1.2916 1.3029 1.2952
S2 1.2785 1.2785 1.3011
S3 1.2582 1.2713 1.2992
S4 1.2379 1.2510 1.2936
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3092 1.2856 0.0236 1.8% 0.0099 0.8% 92% True False 105
10 1.3092 1.2820 0.0272 2.1% 0.0107 0.8% 93% True False 334
20 1.3092 1.2690 0.0402 3.1% 0.0117 0.9% 95% True False 241
Crabel Price Patterns
NR True
NR4 False
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 0.0034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3411
2.618 1.3288
1.618 1.3213
1.000 1.3167
0.618 1.3138
HIGH 1.3092
0.618 1.3063
0.500 1.3055
0.382 1.3046
LOW 1.3017
0.618 1.2971
1.000 1.2942
1.618 1.2896
2.618 1.2821
4.250 1.2698
Fisher Pivots for day following 12-Oct-2020
Pivot 1 day 3 day
R1 1.3067 1.3049
PP 1.3061 1.3024
S1 1.3055 1.3000

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

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