CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 23-Sep-2020
Day Change Summary
Previous Current
22-Sep-2020 23-Sep-2020 Change Change % Previous Week
Open 1.2803 1.2735 -0.0068 -0.5% 1.2867
High 1.2880 1.2788 -0.0092 -0.7% 1.3021
Low 1.2726 1.2690 -0.0036 -0.3% 1.2834
Close 1.2747 1.2728 -0.0019 -0.1% 1.2943
Range 0.0154 0.0098 -0.0056 -36.4% 0.0187
ATR 0.0141 0.0138 -0.0003 -2.2% 0.0000
Volume 443 64 -379 -85.6% 598
Daily Pivots for day following 23-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.3029 1.2977 1.2782
R3 1.2931 1.2879 1.2755
R2 1.2833 1.2833 1.2746
R1 1.2781 1.2781 1.2737 1.2758
PP 1.2735 1.2735 1.2735 1.2724
S1 1.2683 1.2683 1.2719 1.2660
S2 1.2637 1.2637 1.2710
S3 1.2539 1.2585 1.2701
S4 1.2441 1.2487 1.2674
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 1.3014 1.2690 0.0324 2.5% 0.0131 1.0% 12% False True 196
10 1.3051 1.2690 0.0361 2.8% 0.0132 1.0% 11% 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 0.0035
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3205
2.618 1.3045
1.618 1.2947
1.000 1.2886
0.618 1.2849
HIGH 1.2788
0.618 1.2751
0.500 1.2739
0.382 1.2727
LOW 1.2690
0.618 1.2629
1.000 1.2592
1.618 1.2531
2.618 1.2433
4.250 1.2274
Fisher Pivots for day following 23-Sep-2020
Pivot 1 day 3 day
R1 1.2739 1.2836
PP 1.2735 1.2800
S1 1.2732 1.2764

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

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