CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 15-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2021 |
15-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3223 |
1.3236 |
0.0013 |
0.1% |
1.3245 |
| High |
1.3262 |
1.3288 |
0.0026 |
0.2% |
1.3295 |
| Low |
1.3196 |
1.3176 |
-0.0020 |
-0.2% |
1.3166 |
| Close |
1.3225 |
1.3242 |
0.0017 |
0.1% |
1.3262 |
| Range |
0.0066 |
0.0112 |
0.0046 |
69.7% |
0.0129 |
| ATR |
0.0080 |
0.0082 |
0.0002 |
2.9% |
0.0000 |
| Volume |
77,593 |
94,616 |
17,023 |
21.9% |
458,213 |
|
| Daily Pivots for day following 15-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3571 |
1.3519 |
1.3304 |
|
| R3 |
1.3459 |
1.3407 |
1.3273 |
|
| R2 |
1.3347 |
1.3347 |
1.3263 |
|
| R1 |
1.3295 |
1.3295 |
1.3252 |
1.3321 |
| PP |
1.3235 |
1.3235 |
1.3235 |
1.3249 |
| S1 |
1.3183 |
1.3183 |
1.3232 |
1.3209 |
| S2 |
1.3123 |
1.3123 |
1.3221 |
|
| S3 |
1.3011 |
1.3071 |
1.3211 |
|
| S4 |
1.2899 |
1.2959 |
1.3180 |
|
|
| 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 |
1.3288 |
1.3174 |
0.0114 |
0.9% |
0.0077 |
0.6% |
60% |
True |
False |
100,027 |
| 10 |
1.3339 |
1.3166 |
0.0173 |
1.3% |
0.0079 |
0.6% |
44% |
False |
False |
71,819 |
| 20 |
1.3516 |
1.3166 |
0.0350 |
2.6% |
0.0081 |
0.6% |
22% |
False |
False |
36,598 |
| 40 |
1.3826 |
1.3166 |
0.0660 |
5.0% |
0.0080 |
0.6% |
12% |
False |
False |
18,417 |
| 60 |
1.3826 |
1.3166 |
0.0660 |
5.0% |
0.0082 |
0.6% |
12% |
False |
False |
12,396 |
| 80 |
1.3917 |
1.3166 |
0.0751 |
5.7% |
0.0079 |
0.6% |
10% |
False |
False |
9,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3764 |
|
2.618 |
1.3581 |
|
1.618 |
1.3469 |
|
1.000 |
1.3400 |
|
0.618 |
1.3357 |
|
HIGH |
1.3288 |
|
0.618 |
1.3245 |
|
0.500 |
1.3232 |
|
0.382 |
1.3219 |
|
LOW |
1.3176 |
|
0.618 |
1.3107 |
|
1.000 |
1.3064 |
|
1.618 |
1.2995 |
|
2.618 |
1.2883 |
|
4.250 |
1.2700 |
|
|
| Fisher Pivots for day following 15-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3239 |
1.3239 |
| PP |
1.3235 |
1.3235 |
| S1 |
1.3232 |
1.3232 |
|