CME British Pound Future March 2021

Trading Metrics calculated at close of trading on 29-Sep-2020

Day Change Summary
	Previous	Current
	28-Sep-2020	29-Sep-2020	Change	Change %	Previous Week
Open	1.2774	1.2862	0.0088	0.7%	1.2955
High	1.2942	1.2916	-0.0026	-0.2%	1.2981
Low	1.2766	1.2837	0.0071	0.6%	1.2690
Close	1.2848	1.2875	0.0027	0.2%	1.2744
Range	0.0176	0.0079	-0.0097	-55.1%	0.0291
ATR	0.0138	0.0134	-0.0004	-3.0%	0.0000
Volume	110	179	69	62.7%	800

Daily Pivots for day following 29-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3113	1.3073	1.2918
R3	1.3034	1.2994	1.2897
R2	1.2955	1.2955	1.2889
R1	1.2915	1.2915	1.2882	1.2935
PP	1.2876	1.2876	1.2876	1.2886
S1	1.2836	1.2836	1.2868	1.2856
S2	1.2797	1.2797	1.2861
S3	1.2718	1.2757	1.2853
S4	1.2639	1.2678	1.2832

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%	0.0111	0.9%	73%	False	False	120
10	1.3021	1.2690	0.0331	2.6%	0.0124	1.0%	56%	False	False	162
20	1.3496	1.2690	0.0806	6.3%	0.0132	1.0%	23%	False	False	107

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0035
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.3252
2.618	1.3123
1.618	1.3044
1.000	1.2995
0.618	1.2965
HIGH	1.2916
0.618	1.2886
0.500	1.2877
0.382	1.2867
LOW	1.2837
0.618	1.2788
1.000	1.2758
1.618	1.2709
2.618	1.2630
4.250	1.2501

Fisher Pivots for day following 29-Sep-2020
Pivot	1 day	3 day
R1	1.2877	1.2857
PP	1.2876	1.2840
S1	1.2876	1.2822

Download as Excel Spreadsheet

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

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