CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 13-Oct-2020
Day Change Summary
Previous Current
12-Oct-2020 13-Oct-2020 Change Change % Previous Week
Open 1.3048 1.3057 0.0009 0.1% 1.2940
High 1.3092 1.3078 -0.0014 -0.1% 1.3059
Low 1.3017 1.2935 -0.0082 -0.6% 1.2856
Close 1.3073 1.2950 -0.0123 -0.9% 1.3048
Range 0.0075 0.0143 0.0068 90.7% 0.0203
ATR 0.0121 0.0122 0.0002 1.3% 0.0000
Volume 41 84 43 104.9% 493
Daily Pivots for day following 13-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.3417 1.3326 1.3029
R3 1.3274 1.3183 1.2989
R2 1.3131 1.3131 1.2976
R1 1.3040 1.3040 1.2963 1.3014
PP 1.2988 1.2988 1.2988 1.2975
S1 1.2897 1.2897 1.2937 1.2871
S2 1.2845 1.2845 1.2924
S3 1.2702 1.2754 1.2911
S4 1.2559 1.2611 1.2871
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% 0.0100 0.8% 40% False False 91
10 1.3092 1.2820 0.0272 2.1% 0.0114 0.9% 48% False False 325
20 1.3092 1.2690 0.0402 3.1% 0.0119 0.9% 65% False False 243
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.3686
2.618 1.3452
1.618 1.3309
1.000 1.3221
0.618 1.3166
HIGH 1.3078
0.618 1.3023
0.500 1.3007
0.382 1.2990
LOW 1.2935
0.618 1.2847
1.000 1.2792
1.618 1.2704
2.618 1.2561
4.250 1.2327
Fisher Pivots for day following 13-Oct-2020
Pivot 1 day 3 day
R1 1.3007 1.3013
PP 1.2988 1.2992
S1 1.2969 1.2971

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

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