CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 26-Oct-2020
Day Change Summary
Previous Current
23-Oct-2020 26-Oct-2020 Change Change % Previous Week
Open 1.3067 1.3048 -0.0019 -0.1% 1.2942
High 1.3133 1.3085 -0.0048 -0.4% 1.3187
Low 1.3032 1.3005 -0.0027 -0.2% 1.2918
Close 1.3047 1.3031 -0.0016 -0.1% 1.3047
Range 0.0101 0.0080 -0.0021 -20.8% 0.0269
ATR 0.0125 0.0122 -0.0003 -2.6% 0.0000
Volume 53 58 5 9.4% 682
Daily Pivots for day following 26-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.3280 1.3236 1.3075
R3 1.3200 1.3156 1.3053
R2 1.3120 1.3120 1.3046
R1 1.3076 1.3076 1.3038 1.3058
PP 1.3040 1.3040 1.3040 1.3032
S1 1.2996 1.2996 1.3024 1.2978
S2 1.2960 1.2960 1.3016
S3 1.2880 1.2916 1.3009
S4 1.2800 1.2836 1.2987
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.3858 1.3721 1.3195
R3 1.3589 1.3452 1.3121
R2 1.3320 1.3320 1.3096
R1 1.3183 1.3183 1.3072 1.3252
PP 1.3051 1.3051 1.3051 1.3085
S1 1.2914 1.2914 1.3022 1.2983
S2 1.2782 1.2782 1.2998
S3 1.2513 1.2645 1.2973
S4 1.2244 1.2376 1.2899
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3187 1.2923 0.0264 2.0% 0.0098 0.8% 41% False False 141
10 1.3187 1.2868 0.0319 2.4% 0.0119 0.9% 51% False False 115
20 1.3187 1.2820 0.0367 2.8% 0.0113 0.9% 57% False False 225
40 1.3496 1.2690 0.0806 6.2% 0.0123 0.9% 42% False False 162
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3425
2.618 1.3294
1.618 1.3214
1.000 1.3165
0.618 1.3134
HIGH 1.3085
0.618 1.3054
0.500 1.3045
0.382 1.3036
LOW 1.3005
0.618 1.2956
1.000 1.2925
1.618 1.2876
2.618 1.2796
4.250 1.2665
Fisher Pivots for day following 26-Oct-2020
Pivot 1 day 3 day
R1 1.3045 1.3082
PP 1.3040 1.3065
S1 1.3036 1.3048

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

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