CME British Pound Future March 2022
Trading Metrics calculated at close of trading on 26-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2021 |
26-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
1.3385 |
1.3334 |
-0.0051 |
-0.4% |
1.3456 |
High |
1.3390 |
1.3359 |
-0.0031 |
-0.2% |
1.3456 |
Low |
1.3326 |
1.3286 |
-0.0040 |
-0.3% |
1.3286 |
Close |
1.3328 |
1.3340 |
0.0012 |
0.1% |
1.3340 |
Range |
0.0064 |
0.0073 |
0.0009 |
14.1% |
0.0170 |
ATR |
0.0077 |
0.0077 |
0.0000 |
-0.4% |
0.0000 |
Volume |
728 |
1,141 |
413 |
56.7% |
3,470 |
|
Daily Pivots for day following 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3547 |
1.3517 |
1.3380 |
|
R3 |
1.3474 |
1.3444 |
1.3360 |
|
R2 |
1.3401 |
1.3401 |
1.3353 |
|
R1 |
1.3371 |
1.3371 |
1.3347 |
1.3386 |
PP |
1.3328 |
1.3328 |
1.3328 |
1.3336 |
S1 |
1.3298 |
1.3298 |
1.3333 |
1.3313 |
S2 |
1.3255 |
1.3255 |
1.3327 |
|
S3 |
1.3182 |
1.3225 |
1.3320 |
|
S4 |
1.3109 |
1.3152 |
1.3300 |
|
|
Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3871 |
1.3775 |
1.3434 |
|
R3 |
1.3701 |
1.3605 |
1.3387 |
|
R2 |
1.3531 |
1.3531 |
1.3371 |
|
R1 |
1.3435 |
1.3435 |
1.3356 |
1.3398 |
PP |
1.3361 |
1.3361 |
1.3361 |
1.3342 |
S1 |
1.3265 |
1.3265 |
1.3324 |
1.3228 |
S2 |
1.3191 |
1.3191 |
1.3309 |
|
S3 |
1.3021 |
1.3095 |
1.3293 |
|
S4 |
1.2851 |
1.2925 |
1.3247 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3513 |
1.3286 |
0.0227 |
1.7% |
0.0072 |
0.5% |
24% |
False |
True |
866 |
10 |
1.3516 |
1.3286 |
0.0230 |
1.7% |
0.0066 |
0.5% |
23% |
False |
True |
555 |
20 |
1.3788 |
1.3286 |
0.0502 |
3.8% |
0.0083 |
0.6% |
11% |
False |
True |
430 |
40 |
1.3826 |
1.3286 |
0.0540 |
4.0% |
0.0075 |
0.6% |
10% |
False |
True |
395 |
60 |
1.3917 |
1.3286 |
0.0631 |
4.7% |
0.0079 |
0.6% |
9% |
False |
True |
290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3669 |
2.618 |
1.3550 |
1.618 |
1.3477 |
1.000 |
1.3432 |
0.618 |
1.3404 |
HIGH |
1.3359 |
0.618 |
1.3331 |
0.500 |
1.3323 |
0.382 |
1.3314 |
LOW |
1.3286 |
0.618 |
1.3241 |
1.000 |
1.3213 |
1.618 |
1.3168 |
2.618 |
1.3095 |
4.250 |
1.2976 |
|
|
Fisher Pivots for day following 26-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
1.3334 |
1.3349 |
PP |
1.3328 |
1.3346 |
S1 |
1.3323 |
1.3343 |
|