CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 07-Oct-2020
Day Change Summary
Previous Current
06-Oct-2020 07-Oct-2020 Change Change % Previous Week
Open 1.2977 1.2938 -0.0039 -0.3% 1.2774
High 1.3018 1.2939 -0.0079 -0.6% 1.2991
Low 1.2880 1.2856 -0.0024 -0.2% 1.2766
Close 1.2912 1.2922 0.0010 0.1% 1.2947
Range 0.0138 0.0083 -0.0055 -39.9% 0.0225
ATR 0.0131 0.0128 -0.0003 -2.6% 0.0000
Volume 156 282 126 80.8% 2,921
Daily Pivots for day following 07-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.3155 1.3121 1.2968
R3 1.3072 1.3038 1.2945
R2 1.2989 1.2989 1.2937
R1 1.2955 1.2955 1.2930 1.2931
PP 1.2906 1.2906 1.2906 1.2893
S1 1.2872 1.2872 1.2914 1.2848
S2 1.2823 1.2823 1.2907
S3 1.2740 1.2789 1.2899
S4 1.2657 1.2706 1.2876
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 1.3018 1.2833 0.0185 1.4% 0.0117 0.9% 48% False False 342
10 1.3018 1.2702 0.0316 2.4% 0.0118 0.9% 70% False False 361
20 1.3051 1.2690 0.0361 2.8% 0.0125 1.0% 64% False False 241
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3292
2.618 1.3156
1.618 1.3073
1.000 1.3022
0.618 1.2990
HIGH 1.2939
0.618 1.2907
0.500 1.2898
0.382 1.2888
LOW 1.2856
0.618 1.2805
1.000 1.2773
1.618 1.2722
2.618 1.2639
4.250 1.2503
Fisher Pivots for day following 07-Oct-2020
Pivot 1 day 3 day
R1 1.2914 1.2937
PP 1.2906 1.2932
S1 1.2898 1.2927

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

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