CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 11-Nov-2020
Day Change Summary
Previous Current
10-Nov-2020 11-Nov-2020 Change Change % Previous Week
Open 1.3176 1.3285 0.0109 0.8% 1.2950
High 1.3288 1.3328 0.0040 0.3% 1.3187
Low 1.3169 1.3203 0.0034 0.3% 1.2865
Close 1.3265 1.3224 -0.0041 -0.3% 1.3171
Range 0.0119 0.0125 0.0006 5.0% 0.0322
ATR 0.0128 0.0128 0.0000 -0.2% 0.0000
Volume 202 326 124 61.4% 985
Daily Pivots for day following 11-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.3627 1.3550 1.3293
R3 1.3502 1.3425 1.3258
R2 1.3377 1.3377 1.3247
R1 1.3300 1.3300 1.3235 1.3276
PP 1.3252 1.3252 1.3252 1.3240
S1 1.3175 1.3175 1.3213 1.3151
S2 1.3127 1.3127 1.3201
S3 1.3002 1.3050 1.3190
S4 1.2877 1.2925 1.3155
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.4040 1.3928 1.3348
R3 1.3718 1.3606 1.3260
R2 1.3396 1.3396 1.3230
R1 1.3284 1.3284 1.3201 1.3340
PP 1.3074 1.3074 1.3074 1.3103
S1 1.2962 1.2962 1.3141 1.3018
S2 1.2752 1.2752 1.3112
S3 1.2430 1.2640 1.3082
S4 1.2108 1.2318 1.2994
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3328 1.2952 0.0376 2.8% 0.0125 0.9% 72% True False 265
10 1.3328 1.2865 0.0463 3.5% 0.0132 1.0% 78% True False 217
20 1.3328 1.2865 0.0463 3.5% 0.0119 0.9% 78% True False 174
40 1.3328 1.2690 0.0638 4.8% 0.0121 0.9% 84% True False 208
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0022
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3859
2.618 1.3655
1.618 1.3530
1.000 1.3453
0.618 1.3405
HIGH 1.3328
0.618 1.3280
0.500 1.3266
0.382 1.3251
LOW 1.3203
0.618 1.3126
1.000 1.3078
1.618 1.3001
2.618 1.2876
4.250 1.2672
Fisher Pivots for day following 11-Nov-2020
Pivot 1 day 3 day
R1 1.3266 1.3229
PP 1.3252 1.3227
S1 1.3238 1.3226

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

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