CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 18-Nov-2020
Day Change Summary
Previous Current
17-Nov-2020 18-Nov-2020 Change Change % Previous Week
Open 1.3235 1.3268 0.0033 0.2% 1.3190
High 1.3285 1.3323 0.0038 0.3% 1.3328
Low 1.3206 1.3256 0.0050 0.4% 1.3119
Close 1.3272 1.3294 0.0022 0.2% 1.3189
Range 0.0079 0.0067 -0.0012 -15.2% 0.0209
ATR 0.0118 0.0115 -0.0004 -3.1% 0.0000
Volume 869 235 -634 -73.0% 1,570
Daily Pivots for day following 18-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.3492 1.3460 1.3331
R3 1.3425 1.3393 1.3312
R2 1.3358 1.3358 1.3306
R1 1.3326 1.3326 1.3300 1.3342
PP 1.3291 1.3291 1.3291 1.3299
S1 1.3259 1.3259 1.3288 1.3275
S2 1.3224 1.3224 1.3282
S3 1.3157 1.3192 1.3276
S4 1.3090 1.3125 1.3257
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 1.3323 1.3119 0.0204 1.5% 0.0086 0.6% 86% True False 417
10 1.3328 1.2952 0.0376 2.8% 0.0106 0.8% 91% False False 341
20 1.3328 1.2865 0.0463 3.5% 0.0111 0.8% 93% False False 243
40 1.3328 1.2702 0.0626 4.7% 0.0115 0.9% 95% False False 236
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 0.0022
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.3608
2.618 1.3498
1.618 1.3431
1.000 1.3390
0.618 1.3364
HIGH 1.3323
0.618 1.3297
0.500 1.3290
0.382 1.3282
LOW 1.3256
0.618 1.3215
1.000 1.3189
1.618 1.3148
2.618 1.3081
4.250 1.2971
Fisher Pivots for day following 18-Nov-2020
Pivot 1 day 3 day
R1 1.3293 1.3280
PP 1.3291 1.3265
S1 1.3290 1.3251

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

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