CME British Pound Future March 2021

Trading Metrics calculated at close of trading on 30-Sep-2020

Day Change Summary
	Previous	Current
	29-Sep-2020	30-Sep-2020	Change	Change %	Previous Week
Open	1.2862	1.2871	0.0009	0.1%	1.2955
High	1.2916	1.2955	0.0039	0.3%	1.2981
Low	1.2837	1.2820	-0.0017	-0.1%	1.2690
Close	1.2875	1.2912	0.0037	0.3%	1.2744
Range	0.0079	0.0135	0.0056	70.9%	0.0291
ATR	0.0134	0.0134	0.0000	0.1%	0.0000
Volume	179	1,363	1,184	661.5%	800

Daily Pivots for day following 30-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3301	1.3241	1.2986
R3	1.3166	1.3106	1.2949
R2	1.3031	1.3031	1.2937
R1	1.2971	1.2971	1.2924	1.3001
PP	1.2896	1.2896	1.2896	1.2911
S1	1.2836	1.2836	1.2900	1.2866
S2	1.2761	1.2761	1.2887
S3	1.2626	1.2701	1.2875
S4	1.2491	1.2566	1.2838

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	1.2955	1.2702	0.0253	2.0%	0.0119	0.9%	83%	True	False	380
10	1.3014	1.2690	0.0324	2.5%	0.0125	1.0%	69%	False	False	288
20	1.3406	1.2690	0.0716	5.5%	0.0132	1.0%	31%	False	False	169

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0040
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3529
2.618	1.3308
1.618	1.3173
1.000	1.3090
0.618	1.3038
HIGH	1.2955
0.618	1.2903
0.500	1.2888
0.382	1.2872
LOW	1.2820
0.618	1.2737
1.000	1.2685
1.618	1.2602
2.618	1.2467
4.250	1.2246

Fisher Pivots for day following 30-Sep-2020
Pivot	1 day	3 day
R1	1.2904	1.2895
PP	1.2896	1.2878
S1	1.2888	1.2861

Download as Excel Spreadsheet

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

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