CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 10-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2021 |
10-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3206 |
1.3225 |
0.0019 |
0.1% |
1.3245 |
| High |
1.3227 |
1.3282 |
0.0055 |
0.4% |
1.3295 |
| Low |
1.3174 |
1.3192 |
0.0018 |
0.1% |
1.3166 |
| Close |
1.3213 |
1.3262 |
0.0049 |
0.4% |
1.3262 |
| Range |
0.0053 |
0.0090 |
0.0037 |
69.8% |
0.0129 |
| ATR |
0.0082 |
0.0082 |
0.0001 |
0.7% |
0.0000 |
| Volume |
146,266 |
104,601 |
-41,665 |
-28.5% |
458,213 |
|
| Daily Pivots for day following 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3515 |
1.3479 |
1.3312 |
|
| R3 |
1.3425 |
1.3389 |
1.3287 |
|
| R2 |
1.3335 |
1.3335 |
1.3279 |
|
| R1 |
1.3299 |
1.3299 |
1.3270 |
1.3317 |
| PP |
1.3245 |
1.3245 |
1.3245 |
1.3255 |
| S1 |
1.3209 |
1.3209 |
1.3254 |
1.3227 |
| S2 |
1.3155 |
1.3155 |
1.3246 |
|
| S3 |
1.3065 |
1.3119 |
1.3237 |
|
| S4 |
1.2975 |
1.3029 |
1.3213 |
|
|
| Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3628 |
1.3574 |
1.3333 |
|
| R3 |
1.3499 |
1.3445 |
1.3297 |
|
| R2 |
1.3370 |
1.3370 |
1.3286 |
|
| R1 |
1.3316 |
1.3316 |
1.3274 |
1.3343 |
| PP |
1.3241 |
1.3241 |
1.3241 |
1.3255 |
| S1 |
1.3187 |
1.3187 |
1.3250 |
1.3214 |
| S2 |
1.3112 |
1.3112 |
1.3238 |
|
| S3 |
1.2983 |
1.3058 |
1.3227 |
|
| S4 |
1.2854 |
1.2929 |
1.3191 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3295 |
1.3166 |
0.0129 |
1.0% |
0.0078 |
0.6% |
74% |
False |
False |
91,642 |
| 10 |
1.3375 |
1.3166 |
0.0209 |
1.6% |
0.0088 |
0.7% |
46% |
False |
False |
47,780 |
| 20 |
1.3516 |
1.3166 |
0.0350 |
2.6% |
0.0077 |
0.6% |
27% |
False |
False |
24,167 |
| 40 |
1.3826 |
1.3166 |
0.0660 |
5.0% |
0.0079 |
0.6% |
15% |
False |
False |
12,203 |
| 60 |
1.3826 |
1.3166 |
0.0660 |
5.0% |
0.0081 |
0.6% |
15% |
False |
False |
8,242 |
| 80 |
1.3917 |
1.3166 |
0.0751 |
5.7% |
0.0078 |
0.6% |
13% |
False |
False |
6,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3665 |
|
2.618 |
1.3518 |
|
1.618 |
1.3428 |
|
1.000 |
1.3372 |
|
0.618 |
1.3338 |
|
HIGH |
1.3282 |
|
0.618 |
1.3248 |
|
0.500 |
1.3237 |
|
0.382 |
1.3226 |
|
LOW |
1.3192 |
|
0.618 |
1.3136 |
|
1.000 |
1.3102 |
|
1.618 |
1.3046 |
|
2.618 |
1.2956 |
|
4.250 |
1.2810 |
|
|
| Fisher Pivots for day following 10-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3254 |
1.3249 |
| PP |
1.3245 |
1.3237 |
| S1 |
1.3237 |
1.3224 |
|