CME British Pound Future March 2021

Trading Metrics calculated at close of trading on 12-Oct-2020

Day Change Summary
	Previous	Current
	09-Oct-2020	12-Oct-2020	Change	Change %	Previous Week
Open	1.2963	1.3048	0.0085	0.7%	1.2940
High	1.3059	1.3092	0.0033	0.3%	1.3059
Low	1.2933	1.3017	0.0084	0.6%	1.2856
Close	1.3048	1.3073	0.0025	0.2%	1.3048
Range	0.0126	0.0075	-0.0051	-40.5%	0.0203
ATR	0.0124	0.0121	-0.0004	-2.8%	0.0000
Volume	28	41	13	46.4%	493

Daily Pivots for day following 12-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3286	1.3254	1.3114
R3	1.3211	1.3179	1.3094
R2	1.3136	1.3136	1.3087
R1	1.3104	1.3104	1.3080	1.3120
PP	1.3061	1.3061	1.3061	1.3069
S1	1.3029	1.3029	1.3066	1.3045
S2	1.2986	1.2986	1.3059
S3	1.2911	1.2954	1.3052
S4	1.2836	1.2879	1.3032

Weekly Pivots for week ending 09-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3597	1.3525	1.3160
R3	1.3394	1.3322	1.3104
R2	1.3191	1.3191	1.3085
R1	1.3119	1.3119	1.3067	1.3155
PP	1.2988	1.2988	1.2988	1.3006
S1	1.2916	1.2916	1.3029	1.2952
S2	1.2785	1.2785	1.3011
S3	1.2582	1.2713	1.2992
S4	1.2379	1.2510	1.2936

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3092	1.2856	0.0236	1.8%	0.0099	0.8%	92%	True	False	105
10	1.3092	1.2820	0.0272	2.1%	0.0107	0.8%	93%	True	False	334
20	1.3092	1.2690	0.0402	3.1%	0.0117	0.9%	95%	True	False	241

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3411
2.618	1.3288
1.618	1.3213
1.000	1.3167
0.618	1.3138
HIGH	1.3092
0.618	1.3063
0.500	1.3055
0.382	1.3046
LOW	1.3017
0.618	1.2971
1.000	1.2942
1.618	1.2896
2.618	1.2821
4.250	1.2698

Fisher Pivots for day following 12-Oct-2020
Pivot	1 day	3 day
R1	1.3067	1.3049
PP	1.3061	1.3024
S1	1.3055	1.3000

Download as Excel Spreadsheet

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

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