CME British Pound Future March 2021

Trading Metrics calculated at close of trading on 06-Nov-2020

Day Change Summary
	Previous	Current
	05-Nov-2020	06-Nov-2020	Change	Change %	Previous Week
Open	1.2984	1.3134	0.0150	1.2%	1.2950
High	1.3165	1.3187	0.0022	0.2%	1.3187
Low	1.2952	1.3106	0.0154	1.2%	1.2865
Close	1.3155	1.3171	0.0016	0.1%	1.3171
Range	0.0213	0.0081	-0.0132	-62.0%	0.0322
ATR	0.0136	0.0132	-0.0004	-2.9%	0.0000
Volume	404	168	-236	-58.4%	985

Daily Pivots for day following 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3398	1.3365	1.3216
R3	1.3317	1.3284	1.3193
R2	1.3236	1.3236	1.3186
R1	1.3203	1.3203	1.3178	1.3220
PP	1.3155	1.3155	1.3155	1.3163
S1	1.3122	1.3122	1.3164	1.3139
S2	1.3074	1.3074	1.3156
S3	1.2993	1.3041	1.3149
S4	1.2912	1.2960	1.3126

Weekly Pivots for week ending 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.4040	1.3928	1.3348
R3	1.3718	1.3606	1.3260
R2	1.3396	1.3396	1.3230
R1	1.3284	1.3284	1.3201	1.3340
PP	1.3074	1.3074	1.3074	1.3103
S1	1.2962	1.2962	1.3141	1.3018
S2	1.2752	1.2752	1.3112
S3	1.2430	1.2640	1.3082
S4	1.2108	1.2318	1.2994

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3187	1.2865	0.0322	2.4%	0.0151	1.1%	95%	True	False	197
10	1.3187	1.2865	0.0322	2.4%	0.0129	1.0%	95%	True	False	181
20	1.3187	1.2865	0.0322	2.4%	0.0124	0.9%	95%	True	False	147
40	1.3187	1.2690	0.0497	3.8%	0.0120	0.9%	97%	True	False	194

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	1.3531
2.618	1.3399
1.618	1.3318
1.000	1.3268
0.618	1.3237
HIGH	1.3187
0.618	1.3156
0.500	1.3147
0.382	1.3137
LOW	1.3106
0.618	1.3056
1.000	1.3025
1.618	1.2975
2.618	1.2894
4.250	1.2762

Fisher Pivots for day following 06-Nov-2020
Pivot	1 day	3 day
R1	1.3163	1.3133
PP	1.3155	1.3094
S1	1.3147	1.3056

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