CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 12-Nov-2020
Day Change Summary
Previous Current
11-Nov-2020 12-Nov-2020 Change Change % Previous Week
Open 1.3285 1.3238 -0.0047 -0.4% 1.2950
High 1.3328 1.3239 -0.0089 -0.7% 1.3187
Low 1.3203 1.3119 -0.0084 -0.6% 1.2865
Close 1.3224 1.3129 -0.0095 -0.7% 1.3171
Range 0.0125 0.0120 -0.0005 -4.0% 0.0322
ATR 0.0128 0.0127 -0.0001 -0.4% 0.0000
Volume 326 368 42 12.9% 985
Daily Pivots for day following 12-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.3522 1.3446 1.3195
R3 1.3402 1.3326 1.3162
R2 1.3282 1.3282 1.3151
R1 1.3206 1.3206 1.3140 1.3184
PP 1.3162 1.3162 1.3162 1.3152
S1 1.3086 1.3086 1.3118 1.3064
S2 1.3042 1.3042 1.3107
S3 1.2922 1.2966 1.3096
S4 1.2802 1.2846 1.3063
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 1.3106 0.0222 1.7% 0.0107 0.8% 10% False False 258
10 1.3328 1.2865 0.0463 3.5% 0.0129 1.0% 57% False False 235
20 1.3328 1.2865 0.0463 3.5% 0.0118 0.9% 57% False False 191
40 1.3328 1.2690 0.0638 4.9% 0.0121 0.9% 69% False False 211
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3749
2.618 1.3553
1.618 1.3433
1.000 1.3359
0.618 1.3313
HIGH 1.3239
0.618 1.3193
0.500 1.3179
0.382 1.3165
LOW 1.3119
0.618 1.3045
1.000 1.2999
1.618 1.2925
2.618 1.2805
4.250 1.2609
Fisher Pivots for day following 12-Nov-2020
Pivot 1 day 3 day
R1 1.3179 1.3224
PP 1.3162 1.3192
S1 1.3146 1.3161

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

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