CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 22-Sep-2020
Day Change Summary
Previous Current
21-Sep-2020 22-Sep-2020 Change Change % Previous Week
Open 1.2955 1.2803 -0.0152 -1.2% 1.2867
High 1.2981 1.2880 -0.0101 -0.8% 1.3021
Low 1.2792 1.2726 -0.0066 -0.5% 1.2834
Close 1.2810 1.2747 -0.0063 -0.5% 1.2943
Range 0.0189 0.0154 -0.0035 -18.5% 0.0187
ATR 0.0140 0.0141 0.0001 0.7% 0.0000
Volume 44 443 399 906.8% 598
Daily Pivots for day following 22-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.3246 1.3151 1.2832
R3 1.3092 1.2997 1.2789
R2 1.2938 1.2938 1.2775
R1 1.2843 1.2843 1.2761 1.2814
PP 1.2784 1.2784 1.2784 1.2770
S1 1.2689 1.2689 1.2733 1.2660
S2 1.2630 1.2630 1.2719
S3 1.2476 1.2535 1.2705
S4 1.2322 1.2381 1.2662
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.3494 1.3405 1.3046
R3 1.3307 1.3218 1.2994
R2 1.3120 1.3120 1.2977
R1 1.3031 1.3031 1.2960 1.3076
PP 1.2933 1.2933 1.2933 1.2955
S1 1.2844 1.2844 1.2926 1.2889
S2 1.2746 1.2746 1.2909
S3 1.2559 1.2657 1.2892
S4 1.2372 1.2470 1.2840
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3021 1.2726 0.0295 2.3% 0.0137 1.1% 7% False True 203
10 1.3051 1.2726 0.0325 2.5% 0.0136 1.1% 6% False True 121
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 0.0037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3535
2.618 1.3283
1.618 1.3129
1.000 1.3034
0.618 1.2975
HIGH 1.2880
0.618 1.2821
0.500 1.2803
0.382 1.2785
LOW 1.2726
0.618 1.2631
1.000 1.2572
1.618 1.2477
2.618 1.2323
4.250 1.2072
Fisher Pivots for day following 22-Sep-2020
Pivot 1 day 3 day
R1 1.2803 1.2870
PP 1.2784 1.2829
S1 1.2766 1.2788

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

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