CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 06-Oct-2020
Day Change Summary
Previous Current
05-Oct-2020 06-Oct-2020 Change Change % Previous Week
Open 1.2940 1.2977 0.0037 0.3% 1.2774
High 1.3003 1.3018 0.0015 0.1% 1.2991
Low 1.2913 1.2880 -0.0033 -0.3% 1.2766
Close 1.2984 1.2912 -0.0072 -0.6% 1.2947
Range 0.0090 0.0138 0.0048 53.3% 0.0225
ATR 0.0131 0.0131 0.0001 0.4% 0.0000
Volume 6 156 150 2,500.0% 2,921
Daily Pivots for day following 06-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.3351 1.3269 1.2988
R3 1.3213 1.3131 1.2950
R2 1.3075 1.3075 1.2937
R1 1.2993 1.2993 1.2925 1.2965
PP 1.2937 1.2937 1.2937 1.2923
S1 1.2855 1.2855 1.2899 1.2827
S2 1.2799 1.2799 1.2887
S3 1.2661 1.2717 1.2874
S4 1.2523 1.2579 1.2836
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.3576 1.3487 1.3071
R3 1.3351 1.3262 1.3009
R2 1.3126 1.3126 1.2988
R1 1.3037 1.3037 1.2968 1.3082
PP 1.2901 1.2901 1.2901 1.2924
S1 1.2812 1.2812 1.2926 1.2857
S2 1.2676 1.2676 1.2906
S3 1.2451 1.2587 1.2885
S4 1.2226 1.2362 1.2823
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3018 1.2820 0.0198 1.5% 0.0127 1.0% 46% True False 558
10 1.3018 1.2690 0.0328 2.5% 0.0119 0.9% 68% True False 339
20 1.3051 1.2690 0.0361 2.8% 0.0128 1.0% 61% False False 230
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0038
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3605
2.618 1.3379
1.618 1.3241
1.000 1.3156
0.618 1.3103
HIGH 1.3018
0.618 1.2965
0.500 1.2949
0.382 1.2933
LOW 1.2880
0.618 1.2795
1.000 1.2742
1.618 1.2657
2.618 1.2519
4.250 1.2294
Fisher Pivots for day following 06-Oct-2020
Pivot 1 day 3 day
R1 1.2949 1.2934
PP 1.2937 1.2926
S1 1.2924 1.2919

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

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