CME British Pound Future March 2021

Trading Metrics calculated at close of trading on 25-Sep-2020

Day Change Summary
	Previous	Current
	24-Sep-2020	25-Sep-2020	Change	Change %	Previous Week
Open	1.2729	1.2762	0.0033	0.3%	1.2955
High	1.2792	1.2818	0.0026	0.2%	1.2981
Low	1.2704	1.2702	-0.0002	0.0%	1.2690
Close	1.2754	1.2744	-0.0010	-0.1%	1.2744
Range	0.0088	0.0116	0.0028	31.8%	0.0291
ATR	0.0135	0.0133	-0.0001	-1.0%	0.0000
Volume	70	179	109	155.7%	800

Daily Pivots for day following 25-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3103	1.3039	1.2808
R3	1.2987	1.2923	1.2776
R2	1.2871	1.2871	1.2765
R1	1.2807	1.2807	1.2755	1.2781
PP	1.2755	1.2755	1.2755	1.2742
S1	1.2691	1.2691	1.2733	1.2665
S2	1.2639	1.2639	1.2723
S3	1.2523	1.2575	1.2712
S4	1.2407	1.2459	1.2680

Weekly Pivots for week ending 25-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3678	1.3502	1.2904
R3	1.3387	1.3211	1.2824
R2	1.3096	1.3096	1.2797
R1	1.2920	1.2920	1.2771	1.2863
PP	1.2805	1.2805	1.2805	1.2776
S1	1.2629	1.2629	1.2717	1.2572
S2	1.2514	1.2514	1.2691
S3	1.2223	1.2338	1.2664
S4	1.1932	1.2047	1.2584

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2981	1.2690	0.0291	2.3%	0.0129	1.0%	19%	False	False	160
10	1.3021	1.2690	0.0331	2.6%	0.0117	0.9%	16%	False	False	139
20	1.3496	1.2690	0.0806	6.3%	0.0131	1.0%	7%	False	False	94

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0036
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3311
2.618	1.3122
1.618	1.3006
1.000	1.2934
0.618	1.2890
HIGH	1.2818
0.618	1.2774
0.500	1.2760
0.382	1.2746
LOW	1.2702
0.618	1.2630
1.000	1.2586
1.618	1.2514
2.618	1.2398
4.250	1.2209

Fisher Pivots for day following 25-Sep-2020
Pivot	1 day	3 day
R1	1.2760	1.2754
PP	1.2755	1.2751
S1	1.2749	1.2747

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols