CME British Pound Future March 2021

Trading Metrics calculated at close of trading on 02-Nov-2020

Day Change Summary
	Previous	Current
	30-Oct-2020	02-Nov-2020	Change	Change %	Previous Week
Open	1.2947	1.2950	0.0003	0.0%	1.3048
High	1.2998	1.2950	-0.0048	-0.4%	1.3091
Low	1.2912	1.2865	-0.0047	-0.4%	1.2893
Close	1.2969	1.2912	-0.0057	-0.4%	1.2969
Range	0.0086	0.0085	-0.0001	-1.2%	0.0198
ATR	0.0119	0.0118	-0.0001	-0.9%	0.0000
Volume	246	136	-110	-44.7%	828

Daily Pivots for day following 02-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3164	1.3123	1.2959
R3	1.3079	1.3038	1.2935
R2	1.2994	1.2994	1.2928
R1	1.2953	1.2953	1.2920	1.2931
PP	1.2909	1.2909	1.2909	1.2898
S1	1.2868	1.2868	1.2904	1.2846
S2	1.2824	1.2824	1.2896
S3	1.2739	1.2783	1.2889
S4	1.2654	1.2698	1.2865

Weekly Pivots for week ending 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3578	1.3472	1.3078
R3	1.3380	1.3274	1.3023
R2	1.3182	1.3182	1.3005
R1	1.3076	1.3076	1.2987	1.3030
PP	1.2984	1.2984	1.2984	1.2962
S1	1.2878	1.2878	1.2951	1.2832
S2	1.2786	1.2786	1.2933
S3	1.2588	1.2680	1.2915
S4	1.2390	1.2482	1.2860

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3091	1.2865	0.0226	1.8%	0.0107	0.8%	21%	False	True	181
10	1.3187	1.2865	0.0322	2.5%	0.0103	0.8%	15%	False	True	161
20	1.3187	1.2856	0.0331	2.6%	0.0111	0.9%	17%	False	False	129
40	1.3253	1.2690	0.0563	4.4%	0.0122	0.9%	39%	False	False	179

Crabel Price Patterns
NR	True
NR4	True
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	0.0023
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3311
2.618	1.3173
1.618	1.3088
1.000	1.3035
0.618	1.3003
HIGH	1.2950
0.618	1.2918
0.500	1.2908
0.382	1.2897
LOW	1.2865
0.618	1.2812
1.000	1.2780
1.618	1.2727
2.618	1.2642
4.250	1.2504

Fisher Pivots for day following 02-Nov-2020
Pivot	1 day	3 day
R1	1.2911	1.2951
PP	1.2909	1.2938
S1	1.2908	1.2925

Download as Excel Spreadsheet

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

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