CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 30-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2021 |
30-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3432 |
1.3486 |
0.0054 |
0.4% |
1.3243 |
| High |
1.3498 |
1.3520 |
0.0022 |
0.2% |
1.3436 |
| Low |
1.3407 |
1.3450 |
0.0043 |
0.3% |
1.3172 |
| Close |
1.3486 |
1.3505 |
0.0019 |
0.1% |
1.3416 |
| Range |
0.0091 |
0.0070 |
-0.0021 |
-23.1% |
0.0264 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
75,955 |
68,610 |
-7,345 |
-9.7% |
301,535 |
|
| Daily Pivots for day following 30-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3702 |
1.3673 |
1.3544 |
|
| R3 |
1.3632 |
1.3603 |
1.3524 |
|
| R2 |
1.3562 |
1.3562 |
1.3518 |
|
| R1 |
1.3533 |
1.3533 |
1.3511 |
1.3548 |
| PP |
1.3492 |
1.3492 |
1.3492 |
1.3499 |
| S1 |
1.3463 |
1.3463 |
1.3499 |
1.3478 |
| S2 |
1.3422 |
1.3422 |
1.3492 |
|
| S3 |
1.3352 |
1.3393 |
1.3486 |
|
| S4 |
1.3282 |
1.3323 |
1.3467 |
|
|
| 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 |
1.3520 |
1.3342 |
0.0178 |
1.3% |
0.0071 |
0.5% |
92% |
True |
False |
62,563 |
| 10 |
1.3520 |
1.3172 |
0.0348 |
2.6% |
0.0087 |
0.6% |
96% |
True |
False |
76,593 |
| 20 |
1.3520 |
1.3166 |
0.0354 |
2.6% |
0.0083 |
0.6% |
96% |
True |
False |
74,206 |
| 40 |
1.3692 |
1.3166 |
0.0526 |
3.9% |
0.0086 |
0.6% |
64% |
False |
False |
37,528 |
| 60 |
1.3826 |
1.3166 |
0.0660 |
4.9% |
0.0079 |
0.6% |
51% |
False |
False |
25,111 |
| 80 |
1.3917 |
1.3166 |
0.0751 |
5.6% |
0.0081 |
0.6% |
45% |
False |
False |
18,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3818 |
|
2.618 |
1.3703 |
|
1.618 |
1.3633 |
|
1.000 |
1.3590 |
|
0.618 |
1.3563 |
|
HIGH |
1.3520 |
|
0.618 |
1.3493 |
|
0.500 |
1.3485 |
|
0.382 |
1.3477 |
|
LOW |
1.3450 |
|
0.618 |
1.3407 |
|
1.000 |
1.3380 |
|
1.618 |
1.3337 |
|
2.618 |
1.3267 |
|
4.250 |
1.3153 |
|
|
| Fisher Pivots for day following 30-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3498 |
1.3491 |
| PP |
1.3492 |
1.3477 |
| S1 |
1.3485 |
1.3464 |
|