CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 22-Oct-2020
Day Change Summary
Previous Current
21-Oct-2020 22-Oct-2020 Change Change % Previous Week
Open 1.3019 1.3146 0.0127 1.0% 1.3048
High 1.3187 1.3159 -0.0028 -0.2% 1.3092
Low 1.3019 1.3082 0.0063 0.5% 1.2868
Close 1.3171 1.3089 -0.0082 -0.6% 1.2942
Range 0.0168 0.0077 -0.0091 -54.2% 0.0224
ATR 0.0130 0.0127 -0.0003 -2.2% 0.0000
Volume 394 155 -239 -60.7% 459
Daily Pivots for day following 22-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.3341 1.3292 1.3131
R3 1.3264 1.3215 1.3110
R2 1.3187 1.3187 1.3103
R1 1.3138 1.3138 1.3096 1.3124
PP 1.3110 1.3110 1.3110 1.3103
S1 1.3061 1.3061 1.3082 1.3047
S2 1.3033 1.3033 1.3075
S3 1.2956 1.2984 1.3068
S4 1.2879 1.2907 1.3047
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% 0.0106 0.8% 69% False False 166
10 1.3187 1.2868 0.0319 2.4% 0.0121 0.9% 69% False False 111
20 1.3187 1.2702 0.0485 3.7% 0.0119 0.9% 80% False False 234
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 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3486
2.618 1.3361
1.618 1.3284
1.000 1.3236
0.618 1.3207
HIGH 1.3159
0.618 1.3130
0.500 1.3121
0.382 1.3111
LOW 1.3082
0.618 1.3034
1.000 1.3005
1.618 1.2957
2.618 1.2880
4.250 1.2755
Fisher Pivots for day following 22-Oct-2020
Pivot 1 day 3 day
R1 1.3121 1.3078
PP 1.3110 1.3066
S1 1.3100 1.3055

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

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