CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 29-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2021 |
29-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3442 |
1.3432 |
-0.0010 |
-0.1% |
1.3243 |
| High |
1.3460 |
1.3498 |
0.0038 |
0.3% |
1.3436 |
| Low |
1.3414 |
1.3407 |
-0.0007 |
-0.1% |
1.3172 |
| Close |
1.3423 |
1.3486 |
0.0063 |
0.5% |
1.3416 |
| Range |
0.0046 |
0.0091 |
0.0045 |
97.8% |
0.0264 |
| ATR |
0.0084 |
0.0084 |
0.0001 |
0.6% |
0.0000 |
| Volume |
41,252 |
75,955 |
34,703 |
84.1% |
301,535 |
|
| Daily Pivots for day following 29-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3737 |
1.3702 |
1.3536 |
|
| R3 |
1.3646 |
1.3611 |
1.3511 |
|
| R2 |
1.3555 |
1.3555 |
1.3503 |
|
| R1 |
1.3520 |
1.3520 |
1.3494 |
1.3538 |
| PP |
1.3464 |
1.3464 |
1.3464 |
1.3472 |
| S1 |
1.3429 |
1.3429 |
1.3478 |
1.3447 |
| S2 |
1.3373 |
1.3373 |
1.3469 |
|
| S3 |
1.3282 |
1.3338 |
1.3461 |
|
| S4 |
1.3191 |
1.3247 |
1.3436 |
|
|
| 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 |
1.3498 |
1.3238 |
0.0260 |
1.9% |
0.0082 |
0.6% |
95% |
True |
False |
63,562 |
| 10 |
1.3498 |
1.3172 |
0.0326 |
2.4% |
0.0091 |
0.7% |
96% |
True |
False |
79,194 |
| 20 |
1.3498 |
1.3166 |
0.0332 |
2.5% |
0.0084 |
0.6% |
96% |
True |
False |
71,028 |
| 40 |
1.3692 |
1.3166 |
0.0526 |
3.9% |
0.0085 |
0.6% |
61% |
False |
False |
35,817 |
| 60 |
1.3826 |
1.3166 |
0.0660 |
4.9% |
0.0078 |
0.6% |
48% |
False |
False |
23,971 |
| 80 |
1.3917 |
1.3166 |
0.0751 |
5.6% |
0.0081 |
0.6% |
43% |
False |
False |
18,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3885 |
|
2.618 |
1.3736 |
|
1.618 |
1.3645 |
|
1.000 |
1.3589 |
|
0.618 |
1.3554 |
|
HIGH |
1.3498 |
|
0.618 |
1.3463 |
|
0.500 |
1.3453 |
|
0.382 |
1.3442 |
|
LOW |
1.3407 |
|
0.618 |
1.3351 |
|
1.000 |
1.3316 |
|
1.618 |
1.3260 |
|
2.618 |
1.3169 |
|
4.250 |
1.3020 |
|
|
| Fisher Pivots for day following 29-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3475 |
1.3472 |
| PP |
1.3464 |
1.3458 |
| S1 |
1.3453 |
1.3444 |
|