CME British Pound Future March 2021

Trading Metrics calculated at close of trading on 18-Nov-2020

Day Change Summary
	Previous	Current
	17-Nov-2020	18-Nov-2020	Change	Change %	Previous Week
Open	1.3235	1.3268	0.0033	0.2%	1.3190
High	1.3285	1.3323	0.0038	0.3%	1.3328
Low	1.3206	1.3256	0.0050	0.4%	1.3119
Close	1.3272	1.3294	0.0022	0.2%	1.3189
Range	0.0079	0.0067	-0.0012	-15.2%	0.0209
ATR	0.0118	0.0115	-0.0004	-3.1%	0.0000
Volume	869	235	-634	-73.0%	1,570

Daily Pivots for day following 18-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3492	1.3460	1.3331
R3	1.3425	1.3393	1.3312
R2	1.3358	1.3358	1.3306
R1	1.3326	1.3326	1.3300	1.3342
PP	1.3291	1.3291	1.3291	1.3299
S1	1.3259	1.3259	1.3288	1.3275
S2	1.3224	1.3224	1.3282
S3	1.3157	1.3192	1.3276
S4	1.3090	1.3125	1.3257

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	1.3323	1.3119	0.0204	1.5%	0.0086	0.6%	86%	True	False	417
10	1.3328	1.2952	0.0376	2.8%	0.0106	0.8%	91%	False	False	341
20	1.3328	1.2865	0.0463	3.5%	0.0111	0.8%	93%	False	False	243
40	1.3328	1.2702	0.0626	4.7%	0.0115	0.9%	95%	False	False	236

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	0.0022
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	1.3608
2.618	1.3498
1.618	1.3431
1.000	1.3390
0.618	1.3364
HIGH	1.3323
0.618	1.3297
0.500	1.3290
0.382	1.3282
LOW	1.3256
0.618	1.3215
1.000	1.3189
1.618	1.3148
2.618	1.3081
4.250	1.2971

Fisher Pivots for day following 18-Nov-2020
Pivot	1 day	3 day
R1	1.3293	1.3280
PP	1.3291	1.3265
S1	1.3290	1.3251

Download as Excel Spreadsheet

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

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