CME British Pound Future March 2021

Trading Metrics calculated at close of trading on 05-Nov-2020

Day Change Summary
	Previous	Current
	04-Nov-2020	05-Nov-2020	Change	Change %	Previous Week
Open	1.3134	1.2984	-0.0150	-1.1%	1.3048
High	1.3152	1.3165	0.0013	0.1%	1.3091
Low	1.2925	1.2952	0.0027	0.2%	1.2893
Close	1.3006	1.3155	0.0149	1.1%	1.2969
Range	0.0227	0.0213	-0.0014	-6.2%	0.0198
ATR	0.0130	0.0136	0.0006	4.6%	0.0000
Volume	148	404	256	173.0%	828

Daily Pivots for day following 05-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3730	1.3655	1.3272
R3	1.3517	1.3442	1.3214
R2	1.3304	1.3304	1.3194
R1	1.3229	1.3229	1.3175	1.3267
PP	1.3091	1.3091	1.3091	1.3109
S1	1.3016	1.3016	1.3135	1.3054
S2	1.2878	1.2878	1.3116
S3	1.2665	1.2803	1.3096
S4	1.2452	1.2590	1.3038

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	1.3165	1.2865	0.0300	2.3%	0.0152	1.2%	97%	True	False	212
10	1.3165	1.2865	0.0300	2.3%	0.0131	1.0%	97%	True	False	169
20	1.3187	1.2865	0.0322	2.4%	0.0126	1.0%	90%	False	False	140
40	1.3187	1.2690	0.0497	3.8%	0.0121	0.9%	94%	False	False	190

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	0.0024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4070
2.618	1.3723
1.618	1.3510
1.000	1.3378
0.618	1.3297
HIGH	1.3165
0.618	1.3084
0.500	1.3059
0.382	1.3033
LOW	1.2952
0.618	1.2820
1.000	1.2739
1.618	1.2607
2.618	1.2394
4.250	1.2047

Fisher Pivots for day following 05-Nov-2020
Pivot	1 day	3 day
R1	1.3123	1.3118
PP	1.3091	1.3082
S1	1.3059	1.3045

Download as Excel Spreadsheet

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

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