CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 14-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2021 |
14-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3265 |
1.3223 |
-0.0042 |
-0.3% |
1.3245 |
| High |
1.3275 |
1.3262 |
-0.0013 |
-0.1% |
1.3295 |
| Low |
1.3213 |
1.3196 |
-0.0017 |
-0.1% |
1.3166 |
| Close |
1.3224 |
1.3225 |
0.0001 |
0.0% |
1.3262 |
| Range |
0.0062 |
0.0066 |
0.0004 |
6.5% |
0.0129 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
77,062 |
77,593 |
531 |
0.7% |
458,213 |
|
| Daily Pivots for day following 14-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3426 |
1.3391 |
1.3261 |
|
| R3 |
1.3360 |
1.3325 |
1.3243 |
|
| R2 |
1.3294 |
1.3294 |
1.3237 |
|
| R1 |
1.3259 |
1.3259 |
1.3231 |
1.3277 |
| PP |
1.3228 |
1.3228 |
1.3228 |
1.3236 |
| S1 |
1.3193 |
1.3193 |
1.3219 |
1.3211 |
| S2 |
1.3162 |
1.3162 |
1.3213 |
|
| S3 |
1.3096 |
1.3127 |
1.3207 |
|
| S4 |
1.3030 |
1.3061 |
1.3189 |
|
|
| 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 |
1.3282 |
1.3166 |
0.0116 |
0.9% |
0.0074 |
0.6% |
51% |
False |
False |
105,999 |
| 10 |
1.3360 |
1.3166 |
0.0194 |
1.5% |
0.0076 |
0.6% |
30% |
False |
False |
62,863 |
| 20 |
1.3516 |
1.3166 |
0.0350 |
2.6% |
0.0078 |
0.6% |
17% |
False |
False |
31,877 |
| 40 |
1.3826 |
1.3166 |
0.0660 |
5.0% |
0.0079 |
0.6% |
9% |
False |
False |
16,055 |
| 60 |
1.3826 |
1.3166 |
0.0660 |
5.0% |
0.0081 |
0.6% |
9% |
False |
False |
10,819 |
| 80 |
1.3917 |
1.3166 |
0.0751 |
5.7% |
0.0079 |
0.6% |
8% |
False |
False |
8,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3543 |
|
2.618 |
1.3435 |
|
1.618 |
1.3369 |
|
1.000 |
1.3328 |
|
0.618 |
1.3303 |
|
HIGH |
1.3262 |
|
0.618 |
1.3237 |
|
0.500 |
1.3229 |
|
0.382 |
1.3221 |
|
LOW |
1.3196 |
|
0.618 |
1.3155 |
|
1.000 |
1.3130 |
|
1.618 |
1.3089 |
|
2.618 |
1.3023 |
|
4.250 |
1.2916 |
|
|
| Fisher Pivots for day following 14-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3229 |
1.3237 |
| PP |
1.3228 |
1.3233 |
| S1 |
1.3226 |
1.3229 |
|