CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 30-Oct-2020
Day Change Summary
Previous Current
29-Oct-2020 30-Oct-2020 Change Change % Previous Week
Open 1.3005 1.2947 -0.0058 -0.4% 1.3048
High 1.3036 1.2998 -0.0038 -0.3% 1.3091
Low 1.2893 1.2912 0.0019 0.1% 1.2893
Close 1.2938 1.2969 0.0031 0.2% 1.2969
Range 0.0143 0.0086 -0.0057 -39.9% 0.0198
ATR 0.0122 0.0119 -0.0003 -2.1% 0.0000
Volume 194 246 52 26.8% 828
Daily Pivots for day following 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.3218 1.3179 1.3016
R3 1.3132 1.3093 1.2993
R2 1.3046 1.3046 1.2985
R1 1.3007 1.3007 1.2977 1.3027
PP 1.2960 1.2960 1.2960 1.2969
S1 1.2921 1.2921 1.2961 1.2941
S2 1.2874 1.2874 1.2953
S3 1.2788 1.2835 1.2945
S4 1.2702 1.2749 1.2922
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.3578 1.3472 1.3078
R3 1.3380 1.3274 1.3023
R2 1.3182 1.3182 1.3005
R1 1.3076 1.3076 1.2987 1.3030
PP 1.2984 1.2984 1.2984 1.2962
S1 1.2878 1.2878 1.2951 1.2832
S2 1.2786 1.2786 1.2933
S3 1.2588 1.2680 1.2915
S4 1.2390 1.2482 1.2860
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3091 1.2893 0.0198 1.5% 0.0106 0.8% 38% False False 165
10 1.3187 1.2893 0.0294 2.3% 0.0106 0.8% 26% False False 151
20 1.3187 1.2856 0.0331 2.6% 0.0111 0.9% 34% False False 123
40 1.3334 1.2690 0.0644 5.0% 0.0123 1.0% 43% False False 176
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3364
2.618 1.3223
1.618 1.3137
1.000 1.3084
0.618 1.3051
HIGH 1.2998
0.618 1.2965
0.500 1.2955
0.382 1.2945
LOW 1.2912
0.618 1.2859
1.000 1.2826
1.618 1.2773
2.618 1.2687
4.250 1.2547
Fisher Pivots for day following 30-Oct-2020
Pivot 1 day 3 day
R1 1.2964 1.2984
PP 1.2960 1.2979
S1 1.2955 1.2974

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

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