CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 28-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2021 |
28-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3405 |
1.3442 |
0.0037 |
0.3% |
1.3243 |
| High |
1.3445 |
1.3460 |
0.0015 |
0.1% |
1.3436 |
| Low |
1.3390 |
1.3414 |
0.0024 |
0.2% |
1.3172 |
| Close |
1.3441 |
1.3423 |
-0.0018 |
-0.1% |
1.3416 |
| Range |
0.0055 |
0.0046 |
-0.0009 |
-16.4% |
0.0264 |
| ATR |
0.0087 |
0.0084 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
47,775 |
41,252 |
-6,523 |
-13.7% |
301,535 |
|
| Daily Pivots for day following 28-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3570 |
1.3543 |
1.3448 |
|
| R3 |
1.3524 |
1.3497 |
1.3436 |
|
| R2 |
1.3478 |
1.3478 |
1.3431 |
|
| R1 |
1.3451 |
1.3451 |
1.3427 |
1.3442 |
| PP |
1.3432 |
1.3432 |
1.3432 |
1.3428 |
| S1 |
1.3405 |
1.3405 |
1.3419 |
1.3396 |
| S2 |
1.3386 |
1.3386 |
1.3415 |
|
| S3 |
1.3340 |
1.3359 |
1.3410 |
|
| S4 |
1.3294 |
1.3313 |
1.3398 |
|
|
| Weekly Pivots for week ending 24-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4133 |
1.4039 |
1.3561 |
|
| R3 |
1.3869 |
1.3775 |
1.3489 |
|
| R2 |
1.3605 |
1.3605 |
1.3464 |
|
| R1 |
1.3511 |
1.3511 |
1.3440 |
1.3558 |
| PP |
1.3341 |
1.3341 |
1.3341 |
1.3365 |
| S1 |
1.3247 |
1.3247 |
1.3392 |
1.3294 |
| S2 |
1.3077 |
1.3077 |
1.3368 |
|
| S3 |
1.2813 |
1.2983 |
1.3343 |
|
| S4 |
1.2549 |
1.2719 |
1.3271 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3460 |
1.3194 |
0.0266 |
2.0% |
0.0079 |
0.6% |
86% |
True |
False |
61,713 |
| 10 |
1.3460 |
1.3172 |
0.0288 |
2.1% |
0.0088 |
0.7% |
87% |
True |
False |
79,358 |
| 20 |
1.3460 |
1.3166 |
0.0294 |
2.2% |
0.0088 |
0.7% |
87% |
True |
False |
67,383 |
| 40 |
1.3692 |
1.3166 |
0.0526 |
3.9% |
0.0084 |
0.6% |
49% |
False |
False |
33,922 |
| 60 |
1.3826 |
1.3166 |
0.0660 |
4.9% |
0.0078 |
0.6% |
39% |
False |
False |
22,736 |
| 80 |
1.3917 |
1.3166 |
0.0751 |
5.6% |
0.0081 |
0.6% |
34% |
False |
False |
17,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3656 |
|
2.618 |
1.3580 |
|
1.618 |
1.3534 |
|
1.000 |
1.3506 |
|
0.618 |
1.3488 |
|
HIGH |
1.3460 |
|
0.618 |
1.3442 |
|
0.500 |
1.3437 |
|
0.382 |
1.3432 |
|
LOW |
1.3414 |
|
0.618 |
1.3386 |
|
1.000 |
1.3368 |
|
1.618 |
1.3340 |
|
2.618 |
1.3294 |
|
4.250 |
1.3219 |
|
|
| Fisher Pivots for day following 28-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3437 |
1.3416 |
| PP |
1.3432 |
1.3408 |
| S1 |
1.3428 |
1.3401 |
|