CME British Pound Future March 2022
Trading Metrics calculated at close of trading on 01-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2021 |
01-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
1.3320 |
1.3309 |
-0.0011 |
-0.1% |
1.3456 |
High |
1.3375 |
1.3360 |
-0.0015 |
-0.1% |
1.3456 |
Low |
1.3205 |
1.3270 |
0.0065 |
0.5% |
1.3286 |
Close |
1.3291 |
1.3287 |
-0.0004 |
0.0% |
1.3340 |
Range |
0.0170 |
0.0090 |
-0.0080 |
-47.1% |
0.0170 |
ATR |
0.0083 |
0.0084 |
0.0000 |
0.6% |
0.0000 |
Volume |
3,044 |
5,051 |
2,007 |
65.9% |
3,470 |
|
Daily Pivots for day following 01-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3576 |
1.3521 |
1.3337 |
|
R3 |
1.3486 |
1.3431 |
1.3312 |
|
R2 |
1.3396 |
1.3396 |
1.3304 |
|
R1 |
1.3341 |
1.3341 |
1.3295 |
1.3324 |
PP |
1.3306 |
1.3306 |
1.3306 |
1.3297 |
S1 |
1.3251 |
1.3251 |
1.3279 |
1.3234 |
S2 |
1.3216 |
1.3216 |
1.3271 |
|
S3 |
1.3126 |
1.3161 |
1.3262 |
|
S4 |
1.3036 |
1.3071 |
1.3238 |
|
|
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 |
1.3390 |
1.3205 |
0.0185 |
1.4% |
0.0094 |
0.7% |
44% |
False |
False |
2,149 |
10 |
1.3516 |
1.3205 |
0.0311 |
2.3% |
0.0083 |
0.6% |
26% |
False |
False |
1,376 |
20 |
1.3692 |
1.3205 |
0.0487 |
3.7% |
0.0089 |
0.7% |
17% |
False |
False |
851 |
40 |
1.3826 |
1.3205 |
0.0621 |
4.7% |
0.0077 |
0.6% |
13% |
False |
False |
563 |
60 |
1.3917 |
1.3205 |
0.0712 |
5.4% |
0.0081 |
0.6% |
12% |
False |
False |
438 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3743 |
2.618 |
1.3596 |
1.618 |
1.3506 |
1.000 |
1.3450 |
0.618 |
1.3416 |
HIGH |
1.3360 |
0.618 |
1.3326 |
0.500 |
1.3315 |
0.382 |
1.3304 |
LOW |
1.3270 |
0.618 |
1.3214 |
1.000 |
1.3180 |
1.618 |
1.3124 |
2.618 |
1.3034 |
4.250 |
1.2888 |
|
|
Fisher Pivots for day following 01-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
1.3315 |
1.3290 |
PP |
1.3306 |
1.3289 |
S1 |
1.3296 |
1.3288 |
|