CME British Pound Future March 2022


Trading Metrics calculated at close of trading on 04-Nov-2021
Day Change Summary
Previous Current
03-Nov-2021 04-Nov-2021 Change Change % Previous Week
Open 1.3610 1.3686 0.0076 0.6% 1.3778
High 1.3682 1.3692 0.0010 0.1% 1.3826
Low 1.3608 1.3475 -0.0133 -1.0% 1.3674
Close 1.3673 1.3495 -0.0178 -1.3% 1.3684
Range 0.0074 0.0217 0.0143 193.2% 0.0152
ATR 0.0073 0.0083 0.0010 14.0% 0.0000
Volume 106 1,291 1,185 1,117.9% 926
Daily Pivots for day following 04-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.4205 1.4067 1.3614
R3 1.3988 1.3850 1.3555
R2 1.3771 1.3771 1.3535
R1 1.3633 1.3633 1.3515 1.3594
PP 1.3554 1.3554 1.3554 1.3534
S1 1.3416 1.3416 1.3475 1.3377
S2 1.3337 1.3337 1.3455
S3 1.3120 1.3199 1.3435
S4 1.2903 1.2982 1.3376
Weekly Pivots for week ending 29-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.4184 1.4086 1.3768
R3 1.4032 1.3934 1.3726
R2 1.3880 1.3880 1.3712
R1 1.3782 1.3782 1.3698 1.3755
PP 1.3728 1.3728 1.3728 1.3715
S1 1.3630 1.3630 1.3670 1.3603
S2 1.3576 1.3576 1.3656
S3 1.3424 1.3478 1.3642
S4 1.3272 1.3326 1.3600
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3788 1.3475 0.0313 2.3% 0.0101 0.8% 6% False True 373
10 1.3826 1.3475 0.0351 2.6% 0.0082 0.6% 6% False True 266
20 1.3826 1.3475 0.0351 2.6% 0.0073 0.5% 6% False True 335
40 1.3917 1.3415 0.0502 3.7% 0.0080 0.6% 16% False False 265
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 57 trading days
Fibonacci Retracements and Extensions
4.250 1.4614
2.618 1.4260
1.618 1.4043
1.000 1.3909
0.618 1.3826
HIGH 1.3692
0.618 1.3609
0.500 1.3584
0.382 1.3558
LOW 1.3475
0.618 1.3341
1.000 1.3258
1.618 1.3124
2.618 1.2907
4.250 1.2553
Fisher Pivots for day following 04-Nov-2021
Pivot 1 day 3 day
R1 1.3584 1.3584
PP 1.3554 1.3554
S1 1.3525 1.3525

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

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