CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 01-Dec-2020
Day Change Summary
Previous Current
30-Nov-2020 01-Dec-2020 Change Change % Previous Week
Open 1.3338 1.3349 0.0011 0.1% 1.3311
High 1.3401 1.3455 0.0054 0.4% 1.3411
Low 1.3318 1.3330 0.0012 0.1% 1.3277
Close 1.3356 1.3429 0.0073 0.5% 1.3329
Range 0.0083 0.0125 0.0042 50.6% 0.0134
ATR 0.0105 0.0107 0.0001 1.4% 0.0000
Volume 1,474 2,555 1,081 73.3% 4,070
Daily Pivots for day following 01-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.3780 1.3729 1.3498
R3 1.3655 1.3604 1.3463
R2 1.3530 1.3530 1.3452
R1 1.3479 1.3479 1.3440 1.3505
PP 1.3405 1.3405 1.3405 1.3417
S1 1.3354 1.3354 1.3418 1.3380
S2 1.3280 1.3280 1.3406
S3 1.3155 1.3229 1.3395
S4 1.3030 1.3104 1.3360
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 1.3455 1.3305 0.0150 1.1% 0.0098 0.7% 83% True False 1,486
10 1.3455 1.3206 0.0249 1.9% 0.0090 0.7% 90% True False 1,005
20 1.3455 1.2925 0.0530 3.9% 0.0109 0.8% 95% True False 632
40 1.3455 1.2856 0.0599 4.5% 0.0110 0.8% 96% True False 380
60 1.3455 1.2690 0.0765 5.7% 0.0118 0.9% 97% True False 330
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3986
2.618 1.3782
1.618 1.3657
1.000 1.3580
0.618 1.3532
HIGH 1.3455
0.618 1.3407
0.500 1.3393
0.382 1.3378
LOW 1.3330
0.618 1.3253
1.000 1.3205
1.618 1.3128
2.618 1.3003
4.250 1.2799
Fisher Pivots for day following 01-Dec-2020
Pivot 1 day 3 day
R1 1.3417 1.3413
PP 1.3405 1.3396
S1 1.3393 1.3380

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

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