CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 05-Nov-2020
Day Change Summary
Previous Current
04-Nov-2020 05-Nov-2020 Change Change % Previous Week
Open 1.3134 1.2984 -0.0150 -1.1% 1.3048
High 1.3152 1.3165 0.0013 0.1% 1.3091
Low 1.2925 1.2952 0.0027 0.2% 1.2893
Close 1.3006 1.3155 0.0149 1.1% 1.2969
Range 0.0227 0.0213 -0.0014 -6.2% 0.0198
ATR 0.0130 0.0136 0.0006 4.6% 0.0000
Volume 148 404 256 173.0% 828
Daily Pivots for day following 05-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.3730 1.3655 1.3272
R3 1.3517 1.3442 1.3214
R2 1.3304 1.3304 1.3194
R1 1.3229 1.3229 1.3175 1.3267
PP 1.3091 1.3091 1.3091 1.3109
S1 1.3016 1.3016 1.3135 1.3054
S2 1.2878 1.2878 1.3116
S3 1.2665 1.2803 1.3096
S4 1.2452 1.2590 1.3038
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 1.3165 1.2865 0.0300 2.3% 0.0152 1.2% 97% True False 212
10 1.3165 1.2865 0.0300 2.3% 0.0131 1.0% 97% True False 169
20 1.3187 1.2865 0.0322 2.4% 0.0126 1.0% 90% False False 140
40 1.3187 1.2690 0.0497 3.8% 0.0121 0.9% 94% False False 190
Crabel Price Patterns
NR True
NR4 False
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 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4070
2.618 1.3723
1.618 1.3510
1.000 1.3378
0.618 1.3297
HIGH 1.3165
0.618 1.3084
0.500 1.3059
0.382 1.3033
LOW 1.2952
0.618 1.2820
1.000 1.2739
1.618 1.2607
2.618 1.2394
4.250 1.2047
Fisher Pivots for day following 05-Nov-2020
Pivot 1 day 3 day
R1 1.3123 1.3118
PP 1.3091 1.3082
S1 1.3059 1.3045

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

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