CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 29-Oct-2020
Day Change Summary
Previous Current
28-Oct-2020 29-Oct-2020 Change Change % Previous Week
Open 1.3040 1.3005 -0.0035 -0.3% 1.2942
High 1.3075 1.3036 -0.0039 -0.3% 1.3187
Low 1.2930 1.2893 -0.0037 -0.3% 1.2918
Close 1.3005 1.2938 -0.0067 -0.5% 1.3047
Range 0.0145 0.0143 -0.0002 -1.4% 0.0269
ATR 0.0120 0.0122 0.0002 1.3% 0.0000
Volume 243 194 -49 -20.2% 682
Daily Pivots for day following 29-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.3385 1.3304 1.3017
R3 1.3242 1.3161 1.2977
R2 1.3099 1.3099 1.2964
R1 1.3018 1.3018 1.2951 1.2987
PP 1.2956 1.2956 1.2956 1.2940
S1 1.2875 1.2875 1.2925 1.2844
S2 1.2813 1.2813 1.2912
S3 1.2670 1.2732 1.2899
S4 1.2527 1.2589 1.2859
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 1.3133 1.2893 0.0240 1.9% 0.0109 0.8% 19% False True 127
10 1.3187 1.2868 0.0319 2.5% 0.0108 0.8% 22% False False 146
20 1.3187 1.2849 0.0338 2.6% 0.0113 0.9% 26% False False 160
40 1.3372 1.2690 0.0682 5.3% 0.0124 1.0% 36% False False 171
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3644
2.618 1.3410
1.618 1.3267
1.000 1.3179
0.618 1.3124
HIGH 1.3036
0.618 1.2981
0.500 1.2965
0.382 1.2948
LOW 1.2893
0.618 1.2805
1.000 1.2750
1.618 1.2662
2.618 1.2519
4.250 1.2285
Fisher Pivots for day following 29-Oct-2020
Pivot 1 day 3 day
R1 1.2965 1.2992
PP 1.2956 1.2974
S1 1.2947 1.2956

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

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