CME British Pound Future March 2021

Trading Metrics calculated at close of trading on 19-Oct-2020

Day Change Summary
	Previous	Current
	16-Oct-2020	19-Oct-2020	Change	Change %	Previous Week
Open	1.2928	1.2942	0.0014	0.1%	1.3048
High	1.2971	1.3034	0.0063	0.5%	1.3092
Low	1.2868	1.2918	0.0050	0.4%	1.2868
Close	1.2942	1.2955	0.0013	0.1%	1.2942
Range	0.0103	0.0116	0.0013	12.6%	0.0224
ATR	0.0127	0.0126	-0.0001	-0.6%	0.0000
Volume	205	33	-172	-83.9%	459

Daily Pivots for day following 19-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3317	1.3252	1.3019
R3	1.3201	1.3136	1.2987
R2	1.3085	1.3085	1.2976
R1	1.3020	1.3020	1.2966	1.3053
PP	1.2969	1.2969	1.2969	1.2985
S1	1.2904	1.2904	1.2944	1.2937
S2	1.2853	1.2853	1.2934
S3	1.2737	1.2788	1.2923
S4	1.2621	1.2672	1.2891

Weekly Pivots for week ending 16-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3639	1.3515	1.3065
R3	1.3415	1.3291	1.3004
R2	1.3191	1.3191	1.2983
R1	1.3067	1.3067	1.2963	1.3017
PP	1.2967	1.2967	1.2967	1.2943
S1	1.2843	1.2843	1.2921	1.2793
S2	1.2743	1.2743	1.2901
S3	1.2519	1.2619	1.2880
S4	1.2295	1.2395	1.2819

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3078	1.2868	0.0210	1.6%	0.0140	1.1%	41%	False	False	90
10	1.3092	1.2856	0.0236	1.8%	0.0119	0.9%	42%	False	False	97
20	1.3092	1.2690	0.0402	3.1%	0.0120	0.9%	66%	False	False	233

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3527
2.618	1.3338
1.618	1.3222
1.000	1.3150
0.618	1.3106
HIGH	1.3034
0.618	1.2990
0.500	1.2976
0.382	1.2962
LOW	1.2918
0.618	1.2846
1.000	1.2802
1.618	1.2730
2.618	1.2614
4.250	1.2425

Fisher Pivots for day following 19-Oct-2020
Pivot	1 day	3 day
R1	1.2976	1.2955
PP	1.2969	1.2954
S1	1.2962	1.2954

Download as Excel Spreadsheet

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

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