CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 21-Oct-2020
Day Change Summary
Previous Current
20-Oct-2020 21-Oct-2020 Change Change % Previous Week
Open 1.2950 1.3019 0.0069 0.5% 1.3048
High 1.2989 1.3187 0.0198 1.5% 1.3092
Low 1.2923 1.3019 0.0096 0.7% 1.2868
Close 1.2954 1.3171 0.0217 1.7% 1.2942
Range 0.0066 0.0168 0.0102 154.5% 0.0224
ATR 0.0122 0.0130 0.0008 6.5% 0.0000
Volume 47 394 347 738.3% 459
Daily Pivots for day following 21-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.3630 1.3568 1.3263
R3 1.3462 1.3400 1.3217
R2 1.3294 1.3294 1.3202
R1 1.3232 1.3232 1.3186 1.3263
PP 1.3126 1.3126 1.3126 1.3141
S1 1.3064 1.3064 1.3156 1.3095
S2 1.2958 1.2958 1.3140
S3 1.2790 1.2896 1.3125
S4 1.2622 1.2728 1.3079
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 1.3187 1.2868 0.0319 2.4% 0.0118 0.9% 95% True False 142
10 1.3187 1.2868 0.0319 2.4% 0.0121 0.9% 95% True False 98
20 1.3187 1.2702 0.0485 3.7% 0.0119 0.9% 97% True False 229
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3901
2.618 1.3627
1.618 1.3459
1.000 1.3355
0.618 1.3291
HIGH 1.3187
0.618 1.3123
0.500 1.3103
0.382 1.3083
LOW 1.3019
0.618 1.2915
1.000 1.2851
1.618 1.2747
2.618 1.2579
4.250 1.2305
Fisher Pivots for day following 21-Oct-2020
Pivot 1 day 3 day
R1 1.3148 1.3132
PP 1.3126 1.3092
S1 1.3103 1.3053

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

View Archives - Comment on this page... - Back to Index of Symbols