CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 19-Nov-2020
Day Change Summary
Previous Current
18-Nov-2020 19-Nov-2020 Change Change % Previous Week
Open 1.3268 1.3252 -0.0016 -0.1% 1.3190
High 1.3323 1.3286 -0.0037 -0.3% 1.3328
Low 1.3256 1.3208 -0.0048 -0.4% 1.3119
Close 1.3294 1.3267 -0.0027 -0.2% 1.3189
Range 0.0067 0.0078 0.0011 16.4% 0.0209
ATR 0.0115 0.0113 -0.0002 -1.8% 0.0000
Volume 235 413 178 75.7% 1,570
Daily Pivots for day following 19-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.3488 1.3455 1.3310
R3 1.3410 1.3377 1.3288
R2 1.3332 1.3332 1.3281
R1 1.3299 1.3299 1.3274 1.3316
PP 1.3254 1.3254 1.3254 1.3262
S1 1.3221 1.3221 1.3260 1.3238
S2 1.3176 1.3176 1.3253
S3 1.3098 1.3143 1.3246
S4 1.3020 1.3065 1.3224
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 1.3122 0.0201 1.5% 0.0077 0.6% 72% False False 426
10 1.3328 1.3106 0.0222 1.7% 0.0092 0.7% 73% False False 342
20 1.3328 1.2865 0.0463 3.5% 0.0111 0.8% 87% False False 256
40 1.3328 1.2702 0.0626 4.7% 0.0115 0.9% 90% False False 245
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3618
2.618 1.3490
1.618 1.3412
1.000 1.3364
0.618 1.3334
HIGH 1.3286
0.618 1.3256
0.500 1.3247
0.382 1.3238
LOW 1.3208
0.618 1.3160
1.000 1.3130
1.618 1.3082
2.618 1.3004
4.250 1.2877
Fisher Pivots for day following 19-Nov-2020
Pivot 1 day 3 day
R1 1.3260 1.3266
PP 1.3254 1.3265
S1 1.3247 1.3265

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

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