CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 19-Oct-2020
Day Change Summary
Previous Current
16-Oct-2020 19-Oct-2020 Change Change % Previous Week
Open 1.2928 1.2942 0.0014 0.1% 1.3048
High 1.2971 1.3034 0.0063 0.5% 1.3092
Low 1.2868 1.2918 0.0050 0.4% 1.2868
Close 1.2942 1.2955 0.0013 0.1% 1.2942
Range 0.0103 0.0116 0.0013 12.6% 0.0224
ATR 0.0127 0.0126 -0.0001 -0.6% 0.0000
Volume 205 33 -172 -83.9% 459
Daily Pivots for day following 19-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.3317 1.3252 1.3019
R3 1.3201 1.3136 1.2987
R2 1.3085 1.3085 1.2976
R1 1.3020 1.3020 1.2966 1.3053
PP 1.2969 1.2969 1.2969 1.2985
S1 1.2904 1.2904 1.2944 1.2937
S2 1.2853 1.2853 1.2934
S3 1.2737 1.2788 1.2923
S4 1.2621 1.2672 1.2891
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.3639 1.3515 1.3065
R3 1.3415 1.3291 1.3004
R2 1.3191 1.3191 1.2983
R1 1.3067 1.3067 1.2963 1.3017
PP 1.2967 1.2967 1.2967 1.2943
S1 1.2843 1.2843 1.2921 1.2793
S2 1.2743 1.2743 1.2901
S3 1.2519 1.2619 1.2880
S4 1.2295 1.2395 1.2819
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3078 1.2868 0.0210 1.6% 0.0140 1.1% 41% False False 90
10 1.3092 1.2856 0.0236 1.8% 0.0119 0.9% 42% False False 97
20 1.3092 1.2690 0.0402 3.1% 0.0120 0.9% 66% False False 233
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3527
2.618 1.3338
1.618 1.3222
1.000 1.3150
0.618 1.3106
HIGH 1.3034
0.618 1.2990
0.500 1.2976
0.382 1.2962
LOW 1.2918
0.618 1.2846
1.000 1.2802
1.618 1.2730
2.618 1.2614
4.250 1.2425
Fisher Pivots for day following 19-Oct-2020
Pivot 1 day 3 day
R1 1.2976 1.2955
PP 1.2969 1.2954
S1 1.2962 1.2954

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

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