CME British Pound Future March 2021

Trading Metrics calculated at close of trading on 08-Oct-2020

Day Change Summary
	Previous	Current
	07-Oct-2020	08-Oct-2020	Change	Change %	Previous Week
Open	1.2938	1.2939	0.0001	0.0%	1.2774
High	1.2939	1.2980	0.0041	0.3%	1.2991
Low	1.2856	1.2907	0.0051	0.4%	1.2766
Close	1.2922	1.2942	0.0020	0.2%	1.2947
Range	0.0083	0.0073	-0.0010	-12.0%	0.0225
ATR	0.0128	0.0124	-0.0004	-3.1%	0.0000
Volume	282	21	-261	-92.6%	2,921

Daily Pivots for day following 08-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3162	1.3125	1.2982
R3	1.3089	1.3052	1.2962
R2	1.3016	1.3016	1.2955
R1	1.2979	1.2979	1.2949	1.2998
PP	1.2943	1.2943	1.2943	1.2952
S1	1.2906	1.2906	1.2935	1.2925
S2	1.2870	1.2870	1.2929
S3	1.2797	1.2833	1.2922
S4	1.2724	1.2760	1.2902

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	1.2849	0.0169	1.3%	0.0100	0.8%	55%	False	False	292
10	1.3018	1.2702	0.0316	2.4%	0.0116	0.9%	76%	False	False	356
20	1.3021	1.2690	0.0331	2.6%	0.0116	0.9%	76%	False	False	239

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0034
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	1.3290
2.618	1.3171
1.618	1.3098
1.000	1.3053
0.618	1.3025
HIGH	1.2980
0.618	1.2952
0.500	1.2944
0.382	1.2935
LOW	1.2907
0.618	1.2862
1.000	1.2834
1.618	1.2789
2.618	1.2716
4.250	1.2597

Fisher Pivots for day following 08-Oct-2020
Pivot	1 day	3 day
R1	1.2944	1.2940
PP	1.2943	1.2939
S1	1.2943	1.2937

Download as Excel Spreadsheet

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

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