CME British Pound Future March 2021

Trading Metrics calculated at close of trading on 21-Oct-2020

Day Change Summary
	Previous	Current
	20-Oct-2020	21-Oct-2020	Change	Change %	Previous Week
Open	1.2950	1.3019	0.0069	0.5%	1.3048
High	1.2989	1.3187	0.0198	1.5%	1.3092
Low	1.2923	1.3019	0.0096	0.7%	1.2868
Close	1.2954	1.3171	0.0217	1.7%	1.2942
Range	0.0066	0.0168	0.0102	154.5%	0.0224
ATR	0.0122	0.0130	0.0008	6.5%	0.0000
Volume	47	394	347	738.3%	459

Daily Pivots for day following 21-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3630	1.3568	1.3263
R3	1.3462	1.3400	1.3217
R2	1.3294	1.3294	1.3202
R1	1.3232	1.3232	1.3186	1.3263
PP	1.3126	1.3126	1.3126	1.3141
S1	1.3064	1.3064	1.3156	1.3095
S2	1.2958	1.2958	1.3140
S3	1.2790	1.2896	1.3125
S4	1.2622	1.2728	1.3079

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	1.3187	1.2868	0.0319	2.4%	0.0118	0.9%	95%	True	False	142
10	1.3187	1.2868	0.0319	2.4%	0.0121	0.9%	95%	True	False	98
20	1.3187	1.2702	0.0485	3.7%	0.0119	0.9%	97%	True	False	229

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.3901
2.618	1.3627
1.618	1.3459
1.000	1.3355
0.618	1.3291
HIGH	1.3187
0.618	1.3123
0.500	1.3103
0.382	1.3083
LOW	1.3019
0.618	1.2915
1.000	1.2851
1.618	1.2747
2.618	1.2579
4.250	1.2305

Fisher Pivots for day following 21-Oct-2020
Pivot	1 day	3 day
R1	1.3148	1.3132
PP	1.3126	1.3092
S1	1.3103	1.3053

Download as Excel Spreadsheet

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

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