CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 15-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2021 |
15-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3367 |
1.3418 |
0.0051 |
0.4% |
1.3493 |
| High |
1.3425 |
1.3449 |
0.0024 |
0.2% |
1.3609 |
| Low |
1.3359 |
1.3408 |
0.0049 |
0.4% |
1.3359 |
| Close |
1.3419 |
1.3431 |
0.0012 |
0.1% |
1.3419 |
| Range |
0.0066 |
0.0041 |
-0.0025 |
-37.9% |
0.0250 |
| ATR |
0.0087 |
0.0084 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
208 |
251 |
43 |
20.7% |
1,172 |
|
| Daily Pivots for day following 15-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3552 |
1.3533 |
1.3454 |
|
| R3 |
1.3511 |
1.3492 |
1.3442 |
|
| R2 |
1.3470 |
1.3470 |
1.3439 |
|
| R1 |
1.3451 |
1.3451 |
1.3435 |
1.3461 |
| PP |
1.3429 |
1.3429 |
1.3429 |
1.3434 |
| S1 |
1.3410 |
1.3410 |
1.3427 |
1.3420 |
| S2 |
1.3388 |
1.3388 |
1.3423 |
|
| S3 |
1.3347 |
1.3369 |
1.3420 |
|
| S4 |
1.3306 |
1.3328 |
1.3408 |
|
|
| Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4212 |
1.4066 |
1.3557 |
|
| R3 |
1.3962 |
1.3816 |
1.3488 |
|
| R2 |
1.3712 |
1.3712 |
1.3465 |
|
| R1 |
1.3566 |
1.3566 |
1.3442 |
1.3514 |
| PP |
1.3462 |
1.3462 |
1.3462 |
1.3437 |
| S1 |
1.3316 |
1.3316 |
1.3396 |
1.3264 |
| S2 |
1.3212 |
1.3212 |
1.3373 |
|
| S3 |
1.2962 |
1.3066 |
1.3350 |
|
| S4 |
1.2712 |
1.2816 |
1.3282 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3609 |
1.3359 |
0.0250 |
1.9% |
0.0082 |
0.6% |
29% |
False |
False |
249 |
| 10 |
1.3692 |
1.3359 |
0.0333 |
2.5% |
0.0096 |
0.7% |
22% |
False |
False |
320 |
| 20 |
1.3826 |
1.3359 |
0.0467 |
3.5% |
0.0081 |
0.6% |
15% |
False |
False |
233 |
| 40 |
1.3826 |
1.3359 |
0.0467 |
3.5% |
0.0082 |
0.6% |
15% |
False |
False |
290 |
| 60 |
1.3917 |
1.3359 |
0.0558 |
4.2% |
0.0079 |
0.6% |
13% |
False |
False |
206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3623 |
|
2.618 |
1.3556 |
|
1.618 |
1.3515 |
|
1.000 |
1.3490 |
|
0.618 |
1.3474 |
|
HIGH |
1.3449 |
|
0.618 |
1.3433 |
|
0.500 |
1.3429 |
|
0.382 |
1.3424 |
|
LOW |
1.3408 |
|
0.618 |
1.3383 |
|
1.000 |
1.3367 |
|
1.618 |
1.3342 |
|
2.618 |
1.3301 |
|
4.250 |
1.3234 |
|
|
| Fisher Pivots for day following 15-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3430 |
1.3422 |
| PP |
1.3429 |
1.3413 |
| S1 |
1.3429 |
1.3404 |
|