CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 17-Sep-2020
Day Change Summary
Previous Current
16-Sep-2020 17-Sep-2020 Change Change % Previous Week
Open 1.2894 1.2949 0.0055 0.4% 1.3221
High 1.3021 1.3014 -0.0007 -0.1% 1.3253
Low 1.2893 1.2883 -0.0010 -0.1% 1.2781
Close 1.2966 1.2977 0.0011 0.1% 1.2807
Range 0.0128 0.0131 0.0003 2.3% 0.0472
ATR 0.0141 0.0141 -0.0001 -0.5% 0.0000
Volume 100 280 180 180.0% 258
Daily Pivots for day following 17-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.3351 1.3295 1.3049
R3 1.3220 1.3164 1.3013
R2 1.3089 1.3089 1.3001
R1 1.3033 1.3033 1.2989 1.3061
PP 1.2958 1.2958 1.2958 1.2972
S1 1.2902 1.2902 1.2965 1.2930
S2 1.2827 1.2827 1.2953
S3 1.2696 1.2771 1.2941
S4 1.2565 1.2640 1.2905
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.4363 1.4057 1.3067
R3 1.3891 1.3585 1.2937
R2 1.3419 1.3419 1.2894
R1 1.3113 1.3113 1.2850 1.3030
PP 1.2947 1.2947 1.2947 1.2906
S1 1.2641 1.2641 1.2764 1.2558
S2 1.2475 1.2475 1.2720
S3 1.2003 1.2169 1.2677
S4 1.1531 1.1697 1.2547
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3021 1.2781 0.0240 1.8% 0.0108 0.8% 82% False False 91
10 1.3372 1.2781 0.0591 4.6% 0.0143 1.1% 33% False False 78
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 0.0032
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3571
2.618 1.3357
1.618 1.3226
1.000 1.3145
0.618 1.3095
HIGH 1.3014
0.618 1.2964
0.500 1.2949
0.382 1.2933
LOW 1.2883
0.618 1.2802
1.000 1.2752
1.618 1.2671
2.618 1.2540
4.250 1.2326
Fisher Pivots for day following 17-Sep-2020
Pivot 1 day 3 day
R1 1.2968 1.2961
PP 1.2958 1.2944
S1 1.2949 1.2928

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

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