CME British Pound Future March 2021

Trading Metrics calculated at close of trading on 04-Nov-2020

Day Change Summary
	Previous	Current
	03-Nov-2020	04-Nov-2020	Change	Change %	Previous Week
Open	1.2942	1.3134	0.0192	1.5%	1.3048
High	1.3090	1.3152	0.0062	0.5%	1.3091
Low	1.2942	1.2925	-0.0017	-0.1%	1.2893
Close	1.3037	1.3006	-0.0031	-0.2%	1.2969
Range	0.0148	0.0227	0.0079	53.4%	0.0198
ATR	0.0123	0.0130	0.0007	6.1%	0.0000
Volume	129	148	19	14.7%	828

Daily Pivots for day following 04-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3709	1.3584	1.3131
R3	1.3482	1.3357	1.3068
R2	1.3255	1.3255	1.3048
R1	1.3130	1.3130	1.3027	1.3079
PP	1.3028	1.3028	1.3028	1.3002
S1	1.2903	1.2903	1.2985	1.2852
S2	1.2801	1.2801	1.2964
S3	1.2574	1.2676	1.2944
S4	1.2347	1.2449	1.2881

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	1.3152	1.2865	0.0287	2.2%	0.0138	1.1%	49%	True	False	170
10	1.3159	1.2865	0.0294	2.3%	0.0117	0.9%	48%	False	False	144
20	1.3187	1.2865	0.0322	2.5%	0.0119	0.9%	44%	False	False	121
40	1.3187	1.2690	0.0497	3.8%	0.0122	0.9%	64%	False	False	181

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	1.4117
2.618	1.3746
1.618	1.3519
1.000	1.3379
0.618	1.3292
HIGH	1.3152
0.618	1.3065
0.500	1.3039
0.382	1.3012
LOW	1.2925
0.618	1.2785
1.000	1.2698
1.618	1.2558
2.618	1.2331
4.250	1.1960

Fisher Pivots for day following 04-Nov-2020
Pivot	1 day	3 day
R1	1.3039	1.3009
PP	1.3028	1.3008
S1	1.3017	1.3007

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