CME British Pound Future March 2022


Trading Metrics calculated at close of trading on 30-Sep-2021
Day Change Summary
Previous Current
29-Sep-2021 30-Sep-2021 Change Change % Previous Week
Open 1.3548 1.3428 -0.0120 -0.9% 1.3732
High 1.3556 1.3515 -0.0041 -0.3% 1.3753
Low 1.3415 1.3418 0.0003 0.0% 1.3617
Close 1.3436 1.3475 0.0039 0.3% 1.3663
Range 0.0141 0.0097 -0.0044 -31.2% 0.0136
ATR 0.0091 0.0092 0.0000 0.4% 0.0000
Volume 214 236 22 10.3% 184
Daily Pivots for day following 30-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.3760 1.3715 1.3528
R3 1.3663 1.3618 1.3502
R2 1.3566 1.3566 1.3493
R1 1.3521 1.3521 1.3484 1.3544
PP 1.3469 1.3469 1.3469 1.3481
S1 1.3424 1.3424 1.3466 1.3447
S2 1.3372 1.3372 1.3457
S3 1.3275 1.3327 1.3448
S4 1.3178 1.3230 1.3422
Weekly Pivots for week ending 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.4086 1.4010 1.3738
R3 1.3950 1.3874 1.3700
R2 1.3814 1.3814 1.3688
R1 1.3738 1.3738 1.3675 1.3708
PP 1.3678 1.3678 1.3678 1.3663
S1 1.3602 1.3602 1.3651 1.3572
S2 1.3542 1.3542 1.3638
S3 1.3406 1.3466 1.3626
S4 1.3270 1.3330 1.3588
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3739 1.3415 0.0324 2.4% 0.0115 0.9% 19% False False 152
10 1.3817 1.3415 0.0402 3.0% 0.0101 0.8% 15% False False 96
20 1.3917 1.3415 0.0502 3.7% 0.0087 0.6% 12% False False 82
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3927
2.618 1.3769
1.618 1.3672
1.000 1.3612
0.618 1.3575
HIGH 1.3515
0.618 1.3478
0.500 1.3467
0.382 1.3455
LOW 1.3418
0.618 1.3358
1.000 1.3321
1.618 1.3261
2.618 1.3164
4.250 1.3006
Fisher Pivots for day following 30-Sep-2021
Pivot 1 day 3 day
R1 1.3472 1.3568
PP 1.3469 1.3537
S1 1.3467 1.3506

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

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