CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 27-Oct-2020
Day Change Summary
Previous Current
26-Oct-2020 27-Oct-2020 Change Change % Previous Week
Open 1.3048 1.3033 -0.0015 -0.1% 1.2942
High 1.3085 1.3091 0.0006 0.0% 1.3187
Low 1.3005 1.3014 0.0009 0.1% 1.2918
Close 1.3031 1.3070 0.0039 0.3% 1.3047
Range 0.0080 0.0077 -0.0003 -3.8% 0.0269
ATR 0.0122 0.0118 -0.0003 -2.6% 0.0000
Volume 58 87 29 50.0% 682
Daily Pivots for day following 27-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.3289 1.3257 1.3112
R3 1.3212 1.3180 1.3091
R2 1.3135 1.3135 1.3084
R1 1.3103 1.3103 1.3077 1.3119
PP 1.3058 1.3058 1.3058 1.3067
S1 1.3026 1.3026 1.3063 1.3042
S2 1.2981 1.2981 1.3056
S3 1.2904 1.2949 1.3049
S4 1.2827 1.2872 1.3028
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 1.3005 0.0182 1.4% 0.0101 0.8% 36% False False 149
10 1.3187 1.2868 0.0319 2.4% 0.0112 0.9% 63% False False 116
20 1.3187 1.2820 0.0367 2.8% 0.0113 0.9% 68% False False 220
40 1.3496 1.2690 0.0806 6.2% 0.0122 0.9% 47% False False 164
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3418
2.618 1.3293
1.618 1.3216
1.000 1.3168
0.618 1.3139
HIGH 1.3091
0.618 1.3062
0.500 1.3053
0.382 1.3043
LOW 1.3014
0.618 1.2966
1.000 1.2937
1.618 1.2889
2.618 1.2812
4.250 1.2687
Fisher Pivots for day following 27-Oct-2020
Pivot 1 day 3 day
R1 1.3064 1.3070
PP 1.3058 1.3069
S1 1.3053 1.3069

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

View Archives - Comment on this page... - Back to Index of Symbols