CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 16-Nov-2020
Day Change Summary
Previous Current
13-Nov-2020 16-Nov-2020 Change Change % Previous Week
Open 1.3130 1.3221 0.0091 0.7% 1.3190
High 1.3211 1.3253 0.0042 0.3% 1.3328
Low 1.3122 1.3179 0.0057 0.4% 1.3119
Close 1.3189 1.3202 0.0013 0.1% 1.3189
Range 0.0089 0.0074 -0.0015 -16.9% 0.0209
ATR 0.0125 0.0121 -0.0004 -2.9% 0.0000
Volume 448 168 -280 -62.5% 1,570
Daily Pivots for day following 16-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.3433 1.3392 1.3243
R3 1.3359 1.3318 1.3222
R2 1.3285 1.3285 1.3216
R1 1.3244 1.3244 1.3209 1.3228
PP 1.3211 1.3211 1.3211 1.3203
S1 1.3170 1.3170 1.3195 1.3154
S2 1.3137 1.3137 1.3188
S3 1.3063 1.3096 1.3182
S4 1.2989 1.3022 1.3161
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% 0.0105 0.8% 40% False False 302
10 1.3328 1.2925 0.0403 3.1% 0.0128 1.0% 69% False False 258
20 1.3328 1.2865 0.0463 3.5% 0.0116 0.9% 73% False False 210
40 1.3328 1.2690 0.0638 4.8% 0.0118 0.9% 80% False False 221
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0020
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.3568
2.618 1.3447
1.618 1.3373
1.000 1.3327
0.618 1.3299
HIGH 1.3253
0.618 1.3225
0.500 1.3216
0.382 1.3207
LOW 1.3179
0.618 1.3133
1.000 1.3105
1.618 1.3059
2.618 1.2985
4.250 1.2865
Fisher Pivots for day following 16-Nov-2020
Pivot 1 day 3 day
R1 1.3216 1.3197
PP 1.3211 1.3191
S1 1.3207 1.3186

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

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