CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 27-Nov-2020
Day Change Summary
Previous Current
25-Nov-2020 27-Nov-2020 Change Change % Previous Week
Open 1.3371 1.3396 0.0025 0.2% 1.3311
High 1.3404 1.3411 0.0007 0.1% 1.3411
Low 1.3317 1.3305 -0.0012 -0.1% 1.3277
Close 1.3394 1.3329 -0.0065 -0.5% 1.3329
Range 0.0087 0.0106 0.0019 21.8% 0.0134
ATR 0.0107 0.0107 0.0000 -0.1% 0.0000
Volume 1,030 1,874 844 81.9% 4,070
Daily Pivots for day following 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.3666 1.3604 1.3387
R3 1.3560 1.3498 1.3358
R2 1.3454 1.3454 1.3348
R1 1.3392 1.3392 1.3339 1.3370
PP 1.3348 1.3348 1.3348 1.3338
S1 1.3286 1.3286 1.3319 1.3264
S2 1.3242 1.3242 1.3310
S3 1.3136 1.3180 1.3300
S4 1.3030 1.3074 1.3271
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.3741 1.3669 1.3403
R3 1.3607 1.3535 1.3366
R2 1.3473 1.3473 1.3354
R1 1.3401 1.3401 1.3341 1.3437
PP 1.3339 1.3339 1.3339 1.3357
S1 1.3267 1.3267 1.3317 1.3303
S2 1.3205 1.3205 1.3304
S3 1.3071 1.3133 1.3292
S4 1.2937 1.2999 1.3255
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3411 1.3260 0.0151 1.1% 0.0093 0.7% 46% True False 902
10 1.3411 1.3122 0.0289 2.2% 0.0085 0.6% 72% True False 664
20 1.3411 1.2865 0.0546 4.1% 0.0107 0.8% 85% True False 449
40 1.3411 1.2849 0.0562 4.2% 0.0110 0.8% 85% True False 305
60 1.3411 1.2690 0.0721 5.4% 0.0118 0.9% 89% True False 264
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3862
2.618 1.3689
1.618 1.3583
1.000 1.3517
0.618 1.3477
HIGH 1.3411
0.618 1.3371
0.500 1.3358
0.382 1.3345
LOW 1.3305
0.618 1.3239
1.000 1.3199
1.618 1.3133
2.618 1.3027
4.250 1.2855
Fisher Pivots for day following 27-Nov-2020
Pivot 1 day 3 day
R1 1.3358 1.3358
PP 1.3348 1.3348
S1 1.3339 1.3339

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

View Archives - Comment on this page... - Back to Index of Symbols