CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 13-Nov-2020
Day Change Summary
Previous Current
12-Nov-2020 13-Nov-2020 Change Change % Previous Week
Open 1.3238 1.3130 -0.0108 -0.8% 1.3190
High 1.3239 1.3211 -0.0028 -0.2% 1.3328
Low 1.3119 1.3122 0.0003 0.0% 1.3119
Close 1.3129 1.3189 0.0060 0.5% 1.3189
Range 0.0120 0.0089 -0.0031 -25.8% 0.0209
ATR 0.0127 0.0125 -0.0003 -2.2% 0.0000
Volume 368 448 80 21.7% 1,570
Daily Pivots for day following 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.3441 1.3404 1.3238
R3 1.3352 1.3315 1.3213
R2 1.3263 1.3263 1.3205
R1 1.3226 1.3226 1.3197 1.3245
PP 1.3174 1.3174 1.3174 1.3183
S1 1.3137 1.3137 1.3181 1.3156
S2 1.3085 1.3085 1.3173
S3 1.2996 1.3048 1.3165
S4 1.2907 1.2959 1.3140
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.3839 1.3723 1.3304
R3 1.3630 1.3514 1.3246
R2 1.3421 1.3421 1.3227
R1 1.3305 1.3305 1.3208 1.3259
PP 1.3212 1.3212 1.3212 1.3189
S1 1.3096 1.3096 1.3170 1.3050
S2 1.3003 1.3003 1.3151
S3 1.2794 1.2887 1.3132
S4 1.2585 1.2678 1.3074
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3328 1.3119 0.0209 1.6% 0.0108 0.8% 33% False False 314
10 1.3328 1.2865 0.0463 3.5% 0.0130 1.0% 70% False False 255
20 1.3328 1.2865 0.0463 3.5% 0.0118 0.9% 70% False False 203
40 1.3328 1.2690 0.0638 4.8% 0.0121 0.9% 78% False False 218
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3589
2.618 1.3444
1.618 1.3355
1.000 1.3300
0.618 1.3266
HIGH 1.3211
0.618 1.3177
0.500 1.3167
0.382 1.3156
LOW 1.3122
0.618 1.3067
1.000 1.3033
1.618 1.2978
2.618 1.2889
4.250 1.2744
Fisher Pivots for day following 13-Nov-2020
Pivot 1 day 3 day
R1 1.3182 1.3224
PP 1.3174 1.3212
S1 1.3167 1.3201

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

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