CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 02-Nov-2020
Day Change Summary
Previous Current
30-Oct-2020 02-Nov-2020 Change Change % Previous Week
Open 1.2947 1.2950 0.0003 0.0% 1.3048
High 1.2998 1.2950 -0.0048 -0.4% 1.3091
Low 1.2912 1.2865 -0.0047 -0.4% 1.2893
Close 1.2969 1.2912 -0.0057 -0.4% 1.2969
Range 0.0086 0.0085 -0.0001 -1.2% 0.0198
ATR 0.0119 0.0118 -0.0001 -0.9% 0.0000
Volume 246 136 -110 -44.7% 828
Daily Pivots for day following 02-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.3164 1.3123 1.2959
R3 1.3079 1.3038 1.2935
R2 1.2994 1.2994 1.2928
R1 1.2953 1.2953 1.2920 1.2931
PP 1.2909 1.2909 1.2909 1.2898
S1 1.2868 1.2868 1.2904 1.2846
S2 1.2824 1.2824 1.2896
S3 1.2739 1.2783 1.2889
S4 1.2654 1.2698 1.2865
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 1.2865 0.0226 1.8% 0.0107 0.8% 21% False True 181
10 1.3187 1.2865 0.0322 2.5% 0.0103 0.8% 15% False True 161
20 1.3187 1.2856 0.0331 2.6% 0.0111 0.9% 17% False False 129
40 1.3253 1.2690 0.0563 4.4% 0.0122 0.9% 39% False False 179
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0023
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3311
2.618 1.3173
1.618 1.3088
1.000 1.3035
0.618 1.3003
HIGH 1.2950
0.618 1.2918
0.500 1.2908
0.382 1.2897
LOW 1.2865
0.618 1.2812
1.000 1.2780
1.618 1.2727
2.618 1.2642
4.250 1.2504
Fisher Pivots for day following 02-Nov-2020
Pivot 1 day 3 day
R1 1.2911 1.2951
PP 1.2909 1.2938
S1 1.2908 1.2925

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

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