CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 09-Nov-2020
Day Change Summary
Previous Current
06-Nov-2020 09-Nov-2020 Change Change % Previous Week
Open 1.3134 1.3190 0.0056 0.4% 1.2950
High 1.3187 1.3218 0.0031 0.2% 1.3187
Low 1.3106 1.3130 0.0024 0.2% 1.2865
Close 1.3171 1.3180 0.0009 0.1% 1.3171
Range 0.0081 0.0088 0.0007 8.6% 0.0322
ATR 0.0132 0.0129 -0.0003 -2.4% 0.0000
Volume 168 226 58 34.5% 985
Daily Pivots for day following 09-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.3440 1.3398 1.3228
R3 1.3352 1.3310 1.3204
R2 1.3264 1.3264 1.3196
R1 1.3222 1.3222 1.3188 1.3199
PP 1.3176 1.3176 1.3176 1.3165
S1 1.3134 1.3134 1.3172 1.3111
S2 1.3088 1.3088 1.3164
S3 1.3000 1.3046 1.3156
S4 1.2912 1.2958 1.3132
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 1.3218 1.2925 0.0293 2.2% 0.0151 1.1% 87% True False 215
10 1.3218 1.2865 0.0353 2.7% 0.0129 1.0% 89% True False 198
20 1.3218 1.2865 0.0353 2.7% 0.0124 0.9% 89% True False 156
40 1.3218 1.2690 0.0528 4.0% 0.0121 0.9% 93% True False 198
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3592
2.618 1.3448
1.618 1.3360
1.000 1.3306
0.618 1.3272
HIGH 1.3218
0.618 1.3184
0.500 1.3174
0.382 1.3164
LOW 1.3130
0.618 1.3076
1.000 1.3042
1.618 1.2988
2.618 1.2900
4.250 1.2756
Fisher Pivots for day following 09-Nov-2020
Pivot 1 day 3 day
R1 1.3178 1.3148
PP 1.3176 1.3117
S1 1.3174 1.3085

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

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