CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 03-Nov-2020
Day Change Summary
Previous Current
02-Nov-2020 03-Nov-2020 Change Change % Previous Week
Open 1.2950 1.2942 -0.0008 -0.1% 1.3048
High 1.2950 1.3090 0.0140 1.1% 1.3091
Low 1.2865 1.2942 0.0077 0.6% 1.2893
Close 1.2912 1.3037 0.0125 1.0% 1.2969
Range 0.0085 0.0148 0.0063 74.1% 0.0198
ATR 0.0118 0.0123 0.0004 3.6% 0.0000
Volume 136 129 -7 -5.1% 828
Daily Pivots for day following 03-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.3467 1.3400 1.3118
R3 1.3319 1.3252 1.3078
R2 1.3171 1.3171 1.3064
R1 1.3104 1.3104 1.3051 1.3138
PP 1.3023 1.3023 1.3023 1.3040
S1 1.2956 1.2956 1.3023 1.2990
S2 1.2875 1.2875 1.3010
S3 1.2727 1.2808 1.2996
S4 1.2579 1.2660 1.2956
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 1.3090 1.2865 0.0225 1.7% 0.0121 0.9% 76% True False 189
10 1.3187 1.2865 0.0322 2.5% 0.0111 0.9% 53% False False 169
20 1.3187 1.2856 0.0331 2.5% 0.0112 0.9% 55% False False 128
40 1.3187 1.2690 0.0497 3.8% 0.0120 0.9% 70% False False 179
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.3719
2.618 1.3477
1.618 1.3329
1.000 1.3238
0.618 1.3181
HIGH 1.3090
0.618 1.3033
0.500 1.3016
0.382 1.2999
LOW 1.2942
0.618 1.2851
1.000 1.2794
1.618 1.2703
2.618 1.2555
4.250 1.2313
Fisher Pivots for day following 03-Nov-2020
Pivot 1 day 3 day
R1 1.3030 1.3017
PP 1.3023 1.2997
S1 1.3016 1.2978

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

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