CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 15-Oct-2020
Day Change Summary
Previous Current
14-Oct-2020 15-Oct-2020 Change Change % Previous Week
Open 1.2932 1.3029 0.0097 0.8% 1.2940
High 1.3075 1.3039 -0.0036 -0.3% 1.3059
Low 1.2876 1.2902 0.0026 0.2% 1.2856
Close 1.3036 1.2911 -0.0125 -1.0% 1.3048
Range 0.0199 0.0137 -0.0062 -31.2% 0.0203
ATR 0.0128 0.0128 0.0001 0.5% 0.0000
Volume 98 31 -67 -68.4% 493
Daily Pivots for day following 15-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.3362 1.3273 1.2986
R3 1.3225 1.3136 1.2949
R2 1.3088 1.3088 1.2936
R1 1.2999 1.2999 1.2924 1.2975
PP 1.2951 1.2951 1.2951 1.2939
S1 1.2862 1.2862 1.2898 1.2838
S2 1.2814 1.2814 1.2886
S3 1.2677 1.2725 1.2873
S4 1.2540 1.2588 1.2836
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% 0.0136 1.1% 16% False False 56
10 1.3092 1.2849 0.0243 1.9% 0.0118 0.9% 26% False False 174
20 1.3092 1.2690 0.0402 3.1% 0.0123 1.0% 55% False False 231
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 0.0029
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3621
2.618 1.3398
1.618 1.3261
1.000 1.3176
0.618 1.3124
HIGH 1.3039
0.618 1.2987
0.500 1.2971
0.382 1.2954
LOW 1.2902
0.618 1.2817
1.000 1.2765
1.618 1.2680
2.618 1.2543
4.250 1.2320
Fisher Pivots for day following 15-Oct-2020
Pivot 1 day 3 day
R1 1.2971 1.2977
PP 1.2951 1.2955
S1 1.2931 1.2933

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

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