CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 20-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2021 |
20-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3328 |
1.3243 |
-0.0085 |
-0.6% |
1.3265 |
| High |
1.3341 |
1.3244 |
-0.0097 |
-0.7% |
1.3378 |
| Low |
1.3232 |
1.3172 |
-0.0060 |
-0.5% |
1.3176 |
| Close |
1.3252 |
1.3201 |
-0.0051 |
-0.4% |
1.3252 |
| Range |
0.0109 |
0.0072 |
-0.0037 |
-33.9% |
0.0202 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
86,291 |
81,993 |
-4,298 |
-5.0% |
480,082 |
|
| Daily Pivots for day following 20-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3422 |
1.3383 |
1.3241 |
|
| R3 |
1.3350 |
1.3311 |
1.3221 |
|
| R2 |
1.3278 |
1.3278 |
1.3214 |
|
| R1 |
1.3239 |
1.3239 |
1.3208 |
1.3223 |
| PP |
1.3206 |
1.3206 |
1.3206 |
1.3197 |
| S1 |
1.3167 |
1.3167 |
1.3194 |
1.3151 |
| S2 |
1.3134 |
1.3134 |
1.3188 |
|
| S3 |
1.3062 |
1.3095 |
1.3181 |
|
| S4 |
1.2990 |
1.3023 |
1.3161 |
|
|
| 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 |
1.3172 |
0.0206 |
1.6% |
0.0098 |
0.7% |
14% |
False |
True |
97,002 |
| 10 |
1.3378 |
1.3166 |
0.0212 |
1.6% |
0.0088 |
0.7% |
17% |
False |
False |
98,098 |
| 20 |
1.3456 |
1.3166 |
0.0290 |
2.2% |
0.0085 |
0.6% |
12% |
False |
False |
52,167 |
| 40 |
1.3826 |
1.3166 |
0.0660 |
5.0% |
0.0083 |
0.6% |
5% |
False |
False |
26,231 |
| 60 |
1.3826 |
1.3166 |
0.0660 |
5.0% |
0.0082 |
0.6% |
5% |
False |
False |
17,606 |
| 80 |
1.3917 |
1.3166 |
0.0751 |
5.7% |
0.0080 |
0.6% |
5% |
False |
False |
13,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3550 |
|
2.618 |
1.3432 |
|
1.618 |
1.3360 |
|
1.000 |
1.3316 |
|
0.618 |
1.3288 |
|
HIGH |
1.3244 |
|
0.618 |
1.3216 |
|
0.500 |
1.3208 |
|
0.382 |
1.3200 |
|
LOW |
1.3172 |
|
0.618 |
1.3128 |
|
1.000 |
1.3100 |
|
1.618 |
1.3056 |
|
2.618 |
1.2984 |
|
4.250 |
1.2866 |
|
|
| Fisher Pivots for day following 20-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3208 |
1.3275 |
| PP |
1.3206 |
1.3250 |
| S1 |
1.3203 |
1.3226 |
|