CME British Pound Future March 2021

Trading Metrics calculated at close of trading on 03-Nov-2020

Day Change Summary
	Previous	Current
	02-Nov-2020	03-Nov-2020	Change	Change %	Previous Week
Open	1.2950	1.2942	-0.0008	-0.1%	1.3048
High	1.2950	1.3090	0.0140	1.1%	1.3091
Low	1.2865	1.2942	0.0077	0.6%	1.2893
Close	1.2912	1.3037	0.0125	1.0%	1.2969
Range	0.0085	0.0148	0.0063	74.1%	0.0198
ATR	0.0118	0.0123	0.0004	3.6%	0.0000
Volume	136	129	-7	-5.1%	828

Daily Pivots for day following 03-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3467	1.3400	1.3118
R3	1.3319	1.3252	1.3078
R2	1.3171	1.3171	1.3064
R1	1.3104	1.3104	1.3051	1.3138
PP	1.3023	1.3023	1.3023	1.3040
S1	1.2956	1.2956	1.3023	1.2990
S2	1.2875	1.2875	1.3010
S3	1.2727	1.2808	1.2996
S4	1.2579	1.2660	1.2956

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	1.3090	1.2865	0.0225	1.7%	0.0121	0.9%	76%	True	False	189
10	1.3187	1.2865	0.0322	2.5%	0.0111	0.9%	53%	False	False	169
20	1.3187	1.2856	0.0331	2.5%	0.0112	0.9%	55%	False	False	128
40	1.3187	1.2690	0.0497	3.8%	0.0120	0.9%	70%	False	False	179

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.3719
2.618	1.3477
1.618	1.3329
1.000	1.3238
0.618	1.3181
HIGH	1.3090
0.618	1.3033
0.500	1.3016
0.382	1.2999
LOW	1.2942
0.618	1.2851
1.000	1.2794
1.618	1.2703
2.618	1.2555
4.250	1.2313

Fisher Pivots for day following 03-Nov-2020
Pivot	1 day	3 day
R1	1.3030	1.3017
PP	1.3023	1.2997
S1	1.3016	1.2978

Download as Excel Spreadsheet

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

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