CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 21-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2021 |
21-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3243 |
1.3206 |
-0.0037 |
-0.3% |
1.3265 |
| High |
1.3244 |
1.3269 |
0.0025 |
0.2% |
1.3378 |
| Low |
1.3172 |
1.3194 |
0.0022 |
0.2% |
1.3176 |
| Close |
1.3201 |
1.3262 |
0.0061 |
0.5% |
1.3252 |
| Range |
0.0072 |
0.0075 |
0.0003 |
4.2% |
0.0202 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
81,993 |
66,713 |
-15,280 |
-18.6% |
480,082 |
|
| Daily Pivots for day following 21-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3467 |
1.3439 |
1.3303 |
|
| R3 |
1.3392 |
1.3364 |
1.3283 |
|
| R2 |
1.3317 |
1.3317 |
1.3276 |
|
| R1 |
1.3289 |
1.3289 |
1.3269 |
1.3303 |
| PP |
1.3242 |
1.3242 |
1.3242 |
1.3249 |
| S1 |
1.3214 |
1.3214 |
1.3255 |
1.3228 |
| S2 |
1.3167 |
1.3167 |
1.3248 |
|
| S3 |
1.3092 |
1.3139 |
1.3241 |
|
| S4 |
1.3017 |
1.3064 |
1.3221 |
|
|
| 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% |
0.0100 |
0.8% |
44% |
False |
False |
94,826 |
| 10 |
1.3378 |
1.3166 |
0.0212 |
1.6% |
0.0087 |
0.7% |
45% |
False |
False |
100,413 |
| 20 |
1.3412 |
1.3166 |
0.0246 |
1.9% |
0.0085 |
0.6% |
39% |
False |
False |
55,490 |
| 40 |
1.3826 |
1.3166 |
0.0660 |
5.0% |
0.0085 |
0.6% |
15% |
False |
False |
27,898 |
| 60 |
1.3826 |
1.3166 |
0.0660 |
5.0% |
0.0082 |
0.6% |
15% |
False |
False |
18,718 |
| 80 |
1.3917 |
1.3166 |
0.0751 |
5.7% |
0.0080 |
0.6% |
13% |
False |
False |
14,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3588 |
|
2.618 |
1.3465 |
|
1.618 |
1.3390 |
|
1.000 |
1.3344 |
|
0.618 |
1.3315 |
|
HIGH |
1.3269 |
|
0.618 |
1.3240 |
|
0.500 |
1.3232 |
|
0.382 |
1.3223 |
|
LOW |
1.3194 |
|
0.618 |
1.3148 |
|
1.000 |
1.3119 |
|
1.618 |
1.3073 |
|
2.618 |
1.2998 |
|
4.250 |
1.2875 |
|
|
| Fisher Pivots for day following 21-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3252 |
1.3260 |
| PP |
1.3242 |
1.3258 |
| S1 |
1.3232 |
1.3257 |
|