CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 23-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2021 |
23-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3266 |
1.3353 |
0.0087 |
0.7% |
1.3265 |
| High |
1.3362 |
1.3436 |
0.0074 |
0.6% |
1.3378 |
| Low |
1.3238 |
1.3342 |
0.0104 |
0.8% |
1.3176 |
| Close |
1.3357 |
1.3416 |
0.0059 |
0.4% |
1.3252 |
| Range |
0.0124 |
0.0094 |
-0.0030 |
-24.2% |
0.0202 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
0.4% |
0.0000 |
| Volume |
73,602 |
79,227 |
5,625 |
7.6% |
480,082 |
|
| Daily Pivots for day following 23-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3680 |
1.3642 |
1.3468 |
|
| R3 |
1.3586 |
1.3548 |
1.3442 |
|
| R2 |
1.3492 |
1.3492 |
1.3433 |
|
| R1 |
1.3454 |
1.3454 |
1.3425 |
1.3473 |
| PP |
1.3398 |
1.3398 |
1.3398 |
1.3408 |
| S1 |
1.3360 |
1.3360 |
1.3407 |
1.3379 |
| S2 |
1.3304 |
1.3304 |
1.3399 |
|
| S3 |
1.3210 |
1.3266 |
1.3390 |
|
| S4 |
1.3116 |
1.3172 |
1.3364 |
|
|
| 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 |
1.3436 |
1.3172 |
0.0264 |
2.0% |
0.0095 |
0.7% |
92% |
True |
False |
77,565 |
| 10 |
1.3436 |
1.3172 |
0.0264 |
2.0% |
0.0094 |
0.7% |
92% |
True |
False |
88,621 |
| 20 |
1.3436 |
1.3166 |
0.0270 |
2.0% |
0.0090 |
0.7% |
93% |
True |
False |
63,028 |
| 40 |
1.3806 |
1.3166 |
0.0640 |
4.8% |
0.0087 |
0.6% |
39% |
False |
False |
31,705 |
| 60 |
1.3826 |
1.3166 |
0.0660 |
4.9% |
0.0080 |
0.6% |
38% |
False |
False |
21,257 |
| 80 |
1.3917 |
1.3166 |
0.0751 |
5.6% |
0.0081 |
0.6% |
33% |
False |
False |
15,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3836 |
|
2.618 |
1.3682 |
|
1.618 |
1.3588 |
|
1.000 |
1.3530 |
|
0.618 |
1.3494 |
|
HIGH |
1.3436 |
|
0.618 |
1.3400 |
|
0.500 |
1.3389 |
|
0.382 |
1.3378 |
|
LOW |
1.3342 |
|
0.618 |
1.3284 |
|
1.000 |
1.3248 |
|
1.618 |
1.3190 |
|
2.618 |
1.3096 |
|
4.250 |
1.2943 |
|
|
| Fisher Pivots for day following 23-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3407 |
1.3382 |
| PP |
1.3398 |
1.3349 |
| S1 |
1.3389 |
1.3315 |
|