CME British Pound Future March 2021

Trading Metrics calculated at close of trading on 28-Oct-2020

Day Change Summary
	Previous	Current
	27-Oct-2020	28-Oct-2020	Change	Change %	Previous Week
Open	1.3033	1.3040	0.0007	0.1%	1.2942
High	1.3091	1.3075	-0.0016	-0.1%	1.3187
Low	1.3014	1.2930	-0.0084	-0.6%	1.2918
Close	1.3070	1.3005	-0.0065	-0.5%	1.3047
Range	0.0077	0.0145	0.0068	88.3%	0.0269
ATR	0.0118	0.0120	0.0002	1.6%	0.0000
Volume	87	243	156	179.3%	682

Daily Pivots for day following 28-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3438	1.3367	1.3085
R3	1.3293	1.3222	1.3045
R2	1.3148	1.3148	1.3032
R1	1.3077	1.3077	1.3018	1.3040
PP	1.3003	1.3003	1.3003	1.2985
S1	1.2932	1.2932	1.2992	1.2895
S2	1.2858	1.2858	1.2978
S3	1.2713	1.2787	1.2965
S4	1.2568	1.2642	1.2925

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	1.3159	1.2930	0.0229	1.8%	0.0096	0.7%	33%	False	True	119
10	1.3187	1.2868	0.0319	2.5%	0.0107	0.8%	43%	False	False	130
20	1.3187	1.2833	0.0354	2.7%	0.0114	0.9%	49%	False	False	164
40	1.3406	1.2690	0.0716	5.5%	0.0123	0.9%	44%	False	False	167

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	0.0024
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.3691
2.618	1.3455
1.618	1.3310
1.000	1.3220
0.618	1.3165
HIGH	1.3075
0.618	1.3020
0.500	1.3003
0.382	1.2985
LOW	1.2930
0.618	1.2840
1.000	1.2785
1.618	1.2695
2.618	1.2550
4.250	1.2314

Fisher Pivots for day following 28-Oct-2020
Pivot	1 day	3 day
R1	1.3004	1.3011
PP	1.3003	1.3009
S1	1.3003	1.3007

Download as Excel Spreadsheet

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

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