CME British Pound Future March 2021

Trading Metrics calculated at close of trading on 13-Oct-2020

Day Change Summary
	Previous	Current
	12-Oct-2020	13-Oct-2020	Change	Change %	Previous Week
Open	1.3048	1.3057	0.0009	0.1%	1.2940
High	1.3092	1.3078	-0.0014	-0.1%	1.3059
Low	1.3017	1.2935	-0.0082	-0.6%	1.2856
Close	1.3073	1.2950	-0.0123	-0.9%	1.3048
Range	0.0075	0.0143	0.0068	90.7%	0.0203
ATR	0.0121	0.0122	0.0002	1.3%	0.0000
Volume	41	84	43	104.9%	493

Daily Pivots for day following 13-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3417	1.3326	1.3029
R3	1.3274	1.3183	1.2989
R2	1.3131	1.3131	1.2976
R1	1.3040	1.3040	1.2963	1.3014
PP	1.2988	1.2988	1.2988	1.2975
S1	1.2897	1.2897	1.2937	1.2871
S2	1.2845	1.2845	1.2924
S3	1.2702	1.2754	1.2911
S4	1.2559	1.2611	1.2871

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%	0.0100	0.8%	40%	False	False	91
10	1.3092	1.2820	0.0272	2.1%	0.0114	0.9%	48%	False	False	325
20	1.3092	1.2690	0.0402	3.1%	0.0119	0.9%	65%	False	False	243

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0033
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.3686
2.618	1.3452
1.618	1.3309
1.000	1.3221
0.618	1.3166
HIGH	1.3078
0.618	1.3023
0.500	1.3007
0.382	1.2990
LOW	1.2935
0.618	1.2847
1.000	1.2792
1.618	1.2704
2.618	1.2561
4.250	1.2327

Fisher Pivots for day following 13-Oct-2020
Pivot	1 day	3 day
R1	1.3007	1.3013
PP	1.2988	1.2992
S1	1.2969	1.2971

Download as Excel Spreadsheet

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

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