CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 03-Dec-2020
Day Change Summary
Previous Current
02-Dec-2020 03-Dec-2020 Change Change % Previous Week
Open 1.3441 1.3382 -0.0059 -0.4% 1.3311
High 1.3453 1.3512 0.0059 0.4% 1.3411
Low 1.3290 1.3366 0.0076 0.6% 1.3277
Close 1.3370 1.3461 0.0091 0.7% 1.3329
Range 0.0163 0.0146 -0.0017 -10.4% 0.0134
ATR 0.0111 0.0113 0.0003 2.3% 0.0000
Volume 2,790 8,520 5,730 205.4% 4,070
Daily Pivots for day following 03-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.3884 1.3819 1.3541
R3 1.3738 1.3673 1.3501
R2 1.3592 1.3592 1.3488
R1 1.3527 1.3527 1.3474 1.3560
PP 1.3446 1.3446 1.3446 1.3463
S1 1.3381 1.3381 1.3448 1.3414
S2 1.3300 1.3300 1.3434
S3 1.3154 1.3235 1.3421
S4 1.3008 1.3089 1.3381
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 1.3512 1.3290 0.0222 1.6% 0.0125 0.9% 77% True False 3,442
10 1.3512 1.3208 0.0304 2.3% 0.0106 0.8% 83% True False 2,026
20 1.3512 1.2952 0.0560 4.2% 0.0106 0.8% 91% True False 1,183
40 1.3512 1.2865 0.0647 4.8% 0.0112 0.8% 92% True False 652
60 1.3512 1.2690 0.0822 6.1% 0.0117 0.9% 94% True False 515
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4133
2.618 1.3894
1.618 1.3748
1.000 1.3658
0.618 1.3602
HIGH 1.3512
0.618 1.3456
0.500 1.3439
0.382 1.3422
LOW 1.3366
0.618 1.3276
1.000 1.3220
1.618 1.3130
2.618 1.2984
4.250 1.2746
Fisher Pivots for day following 03-Dec-2020
Pivot 1 day 3 day
R1 1.3454 1.3441
PP 1.3446 1.3421
S1 1.3439 1.3401

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

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