CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 04-Nov-2020
Day Change Summary
Previous Current
03-Nov-2020 04-Nov-2020 Change Change % Previous Week
Open 1.2942 1.3134 0.0192 1.5% 1.3048
High 1.3090 1.3152 0.0062 0.5% 1.3091
Low 1.2942 1.2925 -0.0017 -0.1% 1.2893
Close 1.3037 1.3006 -0.0031 -0.2% 1.2969
Range 0.0148 0.0227 0.0079 53.4% 0.0198
ATR 0.0123 0.0130 0.0007 6.1% 0.0000
Volume 129 148 19 14.7% 828
Daily Pivots for day following 04-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.3709 1.3584 1.3131
R3 1.3482 1.3357 1.3068
R2 1.3255 1.3255 1.3048
R1 1.3130 1.3130 1.3027 1.3079
PP 1.3028 1.3028 1.3028 1.3002
S1 1.2903 1.2903 1.2985 1.2852
S2 1.2801 1.2801 1.2964
S3 1.2574 1.2676 1.2944
S4 1.2347 1.2449 1.2881
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 1.3152 1.2865 0.0287 2.2% 0.0138 1.1% 49% True False 170
10 1.3159 1.2865 0.0294 2.3% 0.0117 0.9% 48% False False 144
20 1.3187 1.2865 0.0322 2.5% 0.0119 0.9% 44% False False 121
40 1.3187 1.2690 0.0497 3.8% 0.0122 0.9% 64% False False 181
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 1.4117
2.618 1.3746
1.618 1.3519
1.000 1.3379
0.618 1.3292
HIGH 1.3152
0.618 1.3065
0.500 1.3039
0.382 1.3012
LOW 1.2925
0.618 1.2785
1.000 1.2698
1.618 1.2558
2.618 1.2331
4.250 1.1960
Fisher Pivots for day following 04-Nov-2020
Pivot 1 day 3 day
R1 1.3039 1.3009
PP 1.3028 1.3008
S1 1.3017 1.3007

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

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