CME British Pound Future March 2021

Trading Metrics calculated at close of trading on 11-Nov-2020

Day Change Summary
	Previous	Current
	10-Nov-2020	11-Nov-2020	Change	Change %	Previous Week
Open	1.3176	1.3285	0.0109	0.8%	1.2950
High	1.3288	1.3328	0.0040	0.3%	1.3187
Low	1.3169	1.3203	0.0034	0.3%	1.2865
Close	1.3265	1.3224	-0.0041	-0.3%	1.3171
Range	0.0119	0.0125	0.0006	5.0%	0.0322
ATR	0.0128	0.0128	0.0000	-0.2%	0.0000
Volume	202	326	124	61.4%	985

Daily Pivots for day following 11-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3627	1.3550	1.3293
R3	1.3502	1.3425	1.3258
R2	1.3377	1.3377	1.3247
R1	1.3300	1.3300	1.3235	1.3276
PP	1.3252	1.3252	1.3252	1.3240
S1	1.3175	1.3175	1.3213	1.3151
S2	1.3127	1.3127	1.3201
S3	1.3002	1.3050	1.3190
S4	1.2877	1.2925	1.3155

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	1.3328	1.2952	0.0376	2.8%	0.0125	0.9%	72%	True	False	265
10	1.3328	1.2865	0.0463	3.5%	0.0132	1.0%	78%	True	False	217
20	1.3328	1.2865	0.0463	3.5%	0.0119	0.9%	78%	True	False	174
40	1.3328	1.2690	0.0638	4.8%	0.0121	0.9%	84%	True	False	208

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0022
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3859
2.618	1.3655
1.618	1.3530
1.000	1.3453
0.618	1.3405
HIGH	1.3328
0.618	1.3280
0.500	1.3266
0.382	1.3251
LOW	1.3203
0.618	1.3126
1.000	1.3078
1.618	1.3001
2.618	1.2876
4.250	1.2672

Fisher Pivots for day following 11-Nov-2020
Pivot	1 day	3 day
R1	1.3266	1.3229
PP	1.3252	1.3227
S1	1.3238	1.3226

Download as Excel Spreadsheet

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

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