CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 28-Sep-2020
Day Change Summary
Previous Current
25-Sep-2020 28-Sep-2020 Change Change % Previous Week
Open 1.2762 1.2774 0.0012 0.1% 1.2955
High 1.2818 1.2942 0.0124 1.0% 1.2981
Low 1.2702 1.2766 0.0064 0.5% 1.2690
Close 1.2744 1.2848 0.0104 0.8% 1.2744
Range 0.0116 0.0176 0.0060 51.7% 0.0291
ATR 0.0133 0.0138 0.0005 3.5% 0.0000
Volume 179 110 -69 -38.5% 800
Daily Pivots for day following 28-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.3380 1.3290 1.2945
R3 1.3204 1.3114 1.2896
R2 1.3028 1.3028 1.2880
R1 1.2938 1.2938 1.2864 1.2983
PP 1.2852 1.2852 1.2852 1.2875
S1 1.2762 1.2762 1.2832 1.2807
S2 1.2676 1.2676 1.2816
S3 1.2500 1.2586 1.2800
S4 1.2324 1.2410 1.2751
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 1.2942 1.2690 0.0252 2.0% 0.0126 1.0% 63% True False 173
10 1.3021 1.2690 0.0331 2.6% 0.0127 1.0% 48% False False 147
20 1.3496 1.2690 0.0806 6.3% 0.0132 1.0% 20% False False 99
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 0.0036
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3690
2.618 1.3403
1.618 1.3227
1.000 1.3118
0.618 1.3051
HIGH 1.2942
0.618 1.2875
0.500 1.2854
0.382 1.2833
LOW 1.2766
0.618 1.2657
1.000 1.2590
1.618 1.2481
2.618 1.2305
4.250 1.2018
Fisher Pivots for day following 28-Sep-2020
Pivot 1 day 3 day
R1 1.2854 1.2839
PP 1.2852 1.2831
S1 1.2850 1.2822

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

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