CME British Pound Future March 2021

Trading Metrics calculated at close of trading on 13-Nov-2020

Day Change Summary
	Previous	Current
	12-Nov-2020	13-Nov-2020	Change	Change %	Previous Week
Open	1.3238	1.3130	-0.0108	-0.8%	1.3190
High	1.3239	1.3211	-0.0028	-0.2%	1.3328
Low	1.3119	1.3122	0.0003	0.0%	1.3119
Close	1.3129	1.3189	0.0060	0.5%	1.3189
Range	0.0120	0.0089	-0.0031	-25.8%	0.0209
ATR	0.0127	0.0125	-0.0003	-2.2%	0.0000
Volume	368	448	80	21.7%	1,570

Daily Pivots for day following 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3441	1.3404	1.3238
R3	1.3352	1.3315	1.3213
R2	1.3263	1.3263	1.3205
R1	1.3226	1.3226	1.3197	1.3245
PP	1.3174	1.3174	1.3174	1.3183
S1	1.3137	1.3137	1.3181	1.3156
S2	1.3085	1.3085	1.3173
S3	1.2996	1.3048	1.3165
S4	1.2907	1.2959	1.3140

Weekly Pivots for week ending 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3839	1.3723	1.3304
R3	1.3630	1.3514	1.3246
R2	1.3421	1.3421	1.3227
R1	1.3305	1.3305	1.3208	1.3259
PP	1.3212	1.3212	1.3212	1.3189
S1	1.3096	1.3096	1.3170	1.3050
S2	1.3003	1.3003	1.3151
S3	1.2794	1.2887	1.3132
S4	1.2585	1.2678	1.3074

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3328	1.3119	0.0209	1.6%	0.0108	0.8%	33%	False	False	314
10	1.3328	1.2865	0.0463	3.5%	0.0130	1.0%	70%	False	False	255
20	1.3328	1.2865	0.0463	3.5%	0.0118	0.9%	70%	False	False	203
40	1.3328	1.2690	0.0638	4.8%	0.0121	0.9%	78%	False	False	218

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3589
2.618	1.3444
1.618	1.3355
1.000	1.3300
0.618	1.3266
HIGH	1.3211
0.618	1.3177
0.500	1.3167
0.382	1.3156
LOW	1.3122
0.618	1.3067
1.000	1.3033
1.618	1.2978
2.618	1.2889
4.250	1.2744

Fisher Pivots for day following 13-Nov-2020
Pivot	1 day	3 day
R1	1.3182	1.3224
PP	1.3174	1.3212
S1	1.3167	1.3201

Download as Excel Spreadsheet

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

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