CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 28-Oct-2020
Day Change Summary
Previous Current
27-Oct-2020 28-Oct-2020 Change Change % Previous Week
Open 1.3033 1.3040 0.0007 0.1% 1.2942
High 1.3091 1.3075 -0.0016 -0.1% 1.3187
Low 1.3014 1.2930 -0.0084 -0.6% 1.2918
Close 1.3070 1.3005 -0.0065 -0.5% 1.3047
Range 0.0077 0.0145 0.0068 88.3% 0.0269
ATR 0.0118 0.0120 0.0002 1.6% 0.0000
Volume 87 243 156 179.3% 682
Daily Pivots for day following 28-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.3438 1.3367 1.3085
R3 1.3293 1.3222 1.3045
R2 1.3148 1.3148 1.3032
R1 1.3077 1.3077 1.3018 1.3040
PP 1.3003 1.3003 1.3003 1.2985
S1 1.2932 1.2932 1.2992 1.2895
S2 1.2858 1.2858 1.2978
S3 1.2713 1.2787 1.2965
S4 1.2568 1.2642 1.2925
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.3858 1.3721 1.3195
R3 1.3589 1.3452 1.3121
R2 1.3320 1.3320 1.3096
R1 1.3183 1.3183 1.3072 1.3252
PP 1.3051 1.3051 1.3051 1.3085
S1 1.2914 1.2914 1.3022 1.2983
S2 1.2782 1.2782 1.2998
S3 1.2513 1.2645 1.2973
S4 1.2244 1.2376 1.2899
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3159 1.2930 0.0229 1.8% 0.0096 0.7% 33% False True 119
10 1.3187 1.2868 0.0319 2.5% 0.0107 0.8% 43% False False 130
20 1.3187 1.2833 0.0354 2.7% 0.0114 0.9% 49% False False 164
40 1.3406 1.2690 0.0716 5.5% 0.0123 0.9% 44% False False 167
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 0.0024
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3691
2.618 1.3455
1.618 1.3310
1.000 1.3220
0.618 1.3165
HIGH 1.3075
0.618 1.3020
0.500 1.3003
0.382 1.2985
LOW 1.2930
0.618 1.2840
1.000 1.2785
1.618 1.2695
2.618 1.2550
4.250 1.2314
Fisher Pivots for day following 28-Oct-2020
Pivot 1 day 3 day
R1 1.3004 1.3011
PP 1.3003 1.3009
S1 1.3003 1.3007

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

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