CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 30-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2021 |
30-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3335 |
1.3320 |
-0.0015 |
-0.1% |
1.3456 |
| High |
1.3369 |
1.3375 |
0.0006 |
0.0% |
1.3456 |
| Low |
1.3297 |
1.3205 |
-0.0092 |
-0.7% |
1.3286 |
| Close |
1.3299 |
1.3291 |
-0.0008 |
-0.1% |
1.3340 |
| Range |
0.0072 |
0.0170 |
0.0098 |
136.1% |
0.0170 |
| ATR |
0.0077 |
0.0083 |
0.0007 |
8.7% |
0.0000 |
| Volume |
782 |
3,044 |
2,262 |
289.3% |
3,470 |
|
| Daily Pivots for day following 30-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3800 |
1.3716 |
1.3385 |
|
| R3 |
1.3630 |
1.3546 |
1.3338 |
|
| R2 |
1.3460 |
1.3460 |
1.3322 |
|
| R1 |
1.3376 |
1.3376 |
1.3307 |
1.3333 |
| PP |
1.3290 |
1.3290 |
1.3290 |
1.3269 |
| S1 |
1.3206 |
1.3206 |
1.3275 |
1.3163 |
| S2 |
1.3120 |
1.3120 |
1.3260 |
|
| S3 |
1.2950 |
1.3036 |
1.3244 |
|
| S4 |
1.2780 |
1.2866 |
1.3198 |
|
|
| 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 |
1.3412 |
1.3205 |
0.0207 |
1.6% |
0.0088 |
0.7% |
42% |
False |
True |
1,408 |
| 10 |
1.3516 |
1.3205 |
0.0311 |
2.3% |
0.0079 |
0.6% |
28% |
False |
True |
891 |
| 20 |
1.3692 |
1.3205 |
0.0487 |
3.7% |
0.0087 |
0.7% |
18% |
False |
True |
606 |
| 40 |
1.3826 |
1.3205 |
0.0621 |
4.7% |
0.0075 |
0.6% |
14% |
False |
True |
443 |
| 60 |
1.3917 |
1.3205 |
0.0712 |
5.4% |
0.0081 |
0.6% |
12% |
False |
True |
354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4098 |
|
2.618 |
1.3820 |
|
1.618 |
1.3650 |
|
1.000 |
1.3545 |
|
0.618 |
1.3480 |
|
HIGH |
1.3375 |
|
0.618 |
1.3310 |
|
0.500 |
1.3290 |
|
0.382 |
1.3270 |
|
LOW |
1.3205 |
|
0.618 |
1.3100 |
|
1.000 |
1.3035 |
|
1.618 |
1.2930 |
|
2.618 |
1.2760 |
|
4.250 |
1.2483 |
|
|
| Fisher Pivots for day following 30-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3291 |
1.3291 |
| PP |
1.3290 |
1.3290 |
| S1 |
1.3290 |
1.3290 |
|