CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 17-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2021 |
17-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3265 |
1.3328 |
0.0063 |
0.5% |
1.3265 |
| High |
1.3378 |
1.3341 |
-0.0037 |
-0.3% |
1.3378 |
| Low |
1.3247 |
1.3232 |
-0.0015 |
-0.1% |
1.3176 |
| Close |
1.3311 |
1.3252 |
-0.0059 |
-0.4% |
1.3252 |
| Range |
0.0131 |
0.0109 |
-0.0022 |
-16.8% |
0.0202 |
| ATR |
0.0086 |
0.0088 |
0.0002 |
1.9% |
0.0000 |
| Volume |
144,520 |
86,291 |
-58,229 |
-40.3% |
480,082 |
|
| Daily Pivots for day following 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3602 |
1.3536 |
1.3312 |
|
| R3 |
1.3493 |
1.3427 |
1.3282 |
|
| R2 |
1.3384 |
1.3384 |
1.3272 |
|
| R1 |
1.3318 |
1.3318 |
1.3262 |
1.3297 |
| PP |
1.3275 |
1.3275 |
1.3275 |
1.3264 |
| S1 |
1.3209 |
1.3209 |
1.3242 |
1.3188 |
| S2 |
1.3166 |
1.3166 |
1.3232 |
|
| S3 |
1.3057 |
1.3100 |
1.3222 |
|
| S4 |
1.2948 |
1.2991 |
1.3192 |
|
|
| Weekly Pivots for week ending 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3875 |
1.3765 |
1.3363 |
|
| R3 |
1.3673 |
1.3563 |
1.3308 |
|
| R2 |
1.3471 |
1.3471 |
1.3289 |
|
| R1 |
1.3361 |
1.3361 |
1.3271 |
1.3315 |
| PP |
1.3269 |
1.3269 |
1.3269 |
1.3246 |
| S1 |
1.3159 |
1.3159 |
1.3233 |
1.3113 |
| S2 |
1.3067 |
1.3067 |
1.3215 |
|
| S3 |
1.2865 |
1.2957 |
1.3196 |
|
| S4 |
1.2663 |
1.2755 |
1.3141 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3378 |
1.3176 |
0.0202 |
1.5% |
0.0096 |
0.7% |
38% |
False |
False |
96,016 |
| 10 |
1.3378 |
1.3166 |
0.0212 |
1.6% |
0.0087 |
0.7% |
41% |
False |
False |
93,829 |
| 20 |
1.3513 |
1.3166 |
0.0347 |
2.6% |
0.0086 |
0.6% |
25% |
False |
False |
48,110 |
| 40 |
1.3826 |
1.3166 |
0.0660 |
5.0% |
0.0083 |
0.6% |
13% |
False |
False |
24,182 |
| 60 |
1.3826 |
1.3166 |
0.0660 |
5.0% |
0.0082 |
0.6% |
13% |
False |
False |
16,240 |
| 80 |
1.3917 |
1.3166 |
0.0751 |
5.7% |
0.0080 |
0.6% |
11% |
False |
False |
12,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3804 |
|
2.618 |
1.3626 |
|
1.618 |
1.3517 |
|
1.000 |
1.3450 |
|
0.618 |
1.3408 |
|
HIGH |
1.3341 |
|
0.618 |
1.3299 |
|
0.500 |
1.3287 |
|
0.382 |
1.3274 |
|
LOW |
1.3232 |
|
0.618 |
1.3165 |
|
1.000 |
1.3123 |
|
1.618 |
1.3056 |
|
2.618 |
1.2947 |
|
4.250 |
1.2769 |
|
|
| Fisher Pivots for day following 17-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3287 |
1.3277 |
| PP |
1.3275 |
1.3269 |
| S1 |
1.3264 |
1.3260 |
|