CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 14-Oct-2020
Day Change Summary
Previous Current
13-Oct-2020 14-Oct-2020 Change Change % Previous Week
Open 1.3057 1.2932 -0.0125 -1.0% 1.2940
High 1.3078 1.3075 -0.0003 0.0% 1.3059
Low 1.2935 1.2876 -0.0059 -0.5% 1.2856
Close 1.2950 1.3036 0.0086 0.7% 1.3048
Range 0.0143 0.0199 0.0056 39.2% 0.0203
ATR 0.0122 0.0128 0.0005 4.5% 0.0000
Volume 84 98 14 16.7% 493
Daily Pivots for day following 14-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.3593 1.3513 1.3145
R3 1.3394 1.3314 1.3091
R2 1.3195 1.3195 1.3072
R1 1.3115 1.3115 1.3054 1.3155
PP 1.2996 1.2996 1.2996 1.3016
S1 1.2916 1.2916 1.3018 1.2956
S2 1.2797 1.2797 1.3000
S3 1.2598 1.2717 1.2981
S4 1.2399 1.2518 1.2927
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 1.2876 0.0216 1.7% 0.0123 0.9% 74% False True 54
10 1.3092 1.2833 0.0259 2.0% 0.0120 0.9% 78% False False 198
20 1.3092 1.2690 0.0402 3.1% 0.0122 0.9% 86% 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 0.0034
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1.3921
2.618 1.3596
1.618 1.3397
1.000 1.3274
0.618 1.3198
HIGH 1.3075
0.618 1.2999
0.500 1.2976
0.382 1.2952
LOW 1.2876
0.618 1.2753
1.000 1.2677
1.618 1.2554
2.618 1.2355
4.250 1.2030
Fisher Pivots for day following 14-Oct-2020
Pivot 1 day 3 day
R1 1.3016 1.3019
PP 1.2996 1.3001
S1 1.2976 1.2984

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

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