CME British Pound Future March 2021

Trading Metrics calculated at close of trading on 02-Oct-2020

Day Change Summary
	Previous	Current
	01-Oct-2020	02-Oct-2020	Change	Change %	Previous Week
Open	1.2938	1.2893	-0.0045	-0.3%	1.2774
High	1.2991	1.2965	-0.0026	-0.2%	1.2991
Low	1.2833	1.2849	0.0016	0.1%	1.2766
Close	1.2905	1.2947	0.0042	0.3%	1.2947
Range	0.0158	0.0116	-0.0042	-26.6%	0.0225
ATR	0.0135	0.0134	-0.0001	-1.0%	0.0000
Volume	271	998	727	268.3%	2,921

Daily Pivots for day following 02-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3268	1.3224	1.3011
R3	1.3152	1.3108	1.2979
R2	1.3036	1.3036	1.2968
R1	1.2992	1.2992	1.2958	1.3014
PP	1.2920	1.2920	1.2920	1.2932
S1	1.2876	1.2876	1.2936	1.2898
S2	1.2804	1.2804	1.2926
S3	1.2688	1.2760	1.2915
S4	1.2572	1.2644	1.2883

Weekly Pivots for week ending 02-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3576	1.3487	1.3071
R3	1.3351	1.3262	1.3009
R2	1.3126	1.3126	1.2988
R1	1.3037	1.3037	1.2968	1.3082
PP	1.2901	1.2901	1.2901	1.2924
S1	1.2812	1.2812	1.2926	1.2857
S2	1.2676	1.2676	1.2906
S3	1.2451	1.2587	1.2885
S4	1.2226	1.2362	1.2823

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2991	1.2766	0.0225	1.7%	0.0133	1.0%	80%	False	False	584
10	1.2991	1.2690	0.0301	2.3%	0.0131	1.0%	85%	False	False	372
20	1.3334	1.2690	0.0644	5.0%	0.0136	1.0%	40%	False	False	230

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0041
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3458
2.618	1.3269
1.618	1.3153
1.000	1.3081
0.618	1.3037
HIGH	1.2965
0.618	1.2921
0.500	1.2907
0.382	1.2893
LOW	1.2849
0.618	1.2777
1.000	1.2733
1.618	1.2661
2.618	1.2545
4.250	1.2356

Fisher Pivots for day following 02-Oct-2020
Pivot	1 day	3 day
R1	1.2934	1.2933
PP	1.2920	1.2919
S1	1.2907	1.2906

Download as Excel Spreadsheet

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

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