CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 31-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2021 |
31-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3486 |
1.3496 |
0.0010 |
0.1% |
1.3405 |
| High |
1.3520 |
1.3547 |
0.0027 |
0.2% |
1.3547 |
| Low |
1.3450 |
1.3462 |
0.0012 |
0.1% |
1.3390 |
| Close |
1.3505 |
1.3531 |
0.0026 |
0.2% |
1.3531 |
| Range |
0.0070 |
0.0085 |
0.0015 |
21.4% |
0.0157 |
| ATR |
0.0083 |
0.0084 |
0.0000 |
0.1% |
0.0000 |
| Volume |
68,610 |
68,017 |
-593 |
-0.9% |
301,609 |
|
| Daily Pivots for day following 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3768 |
1.3735 |
1.3578 |
|
| R3 |
1.3683 |
1.3650 |
1.3554 |
|
| R2 |
1.3598 |
1.3598 |
1.3547 |
|
| R1 |
1.3565 |
1.3565 |
1.3539 |
1.3582 |
| PP |
1.3513 |
1.3513 |
1.3513 |
1.3522 |
| S1 |
1.3480 |
1.3480 |
1.3523 |
1.3497 |
| S2 |
1.3428 |
1.3428 |
1.3515 |
|
| S3 |
1.3343 |
1.3395 |
1.3508 |
|
| S4 |
1.3258 |
1.3310 |
1.3484 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3960 |
1.3903 |
1.3617 |
|
| R3 |
1.3803 |
1.3746 |
1.3574 |
|
| R2 |
1.3646 |
1.3646 |
1.3560 |
|
| R1 |
1.3589 |
1.3589 |
1.3545 |
1.3618 |
| PP |
1.3489 |
1.3489 |
1.3489 |
1.3504 |
| S1 |
1.3432 |
1.3432 |
1.3517 |
1.3461 |
| S2 |
1.3332 |
1.3332 |
1.3502 |
|
| S3 |
1.3175 |
1.3275 |
1.3488 |
|
| S4 |
1.3018 |
1.3118 |
1.3445 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3547 |
1.3390 |
0.0157 |
1.2% |
0.0069 |
0.5% |
90% |
True |
False |
60,321 |
| 10 |
1.3547 |
1.3172 |
0.0375 |
2.8% |
0.0082 |
0.6% |
96% |
True |
False |
68,943 |
| 20 |
1.3547 |
1.3166 |
0.0381 |
2.8% |
0.0084 |
0.6% |
96% |
True |
False |
77,420 |
| 40 |
1.3692 |
1.3166 |
0.0526 |
3.9% |
0.0086 |
0.6% |
69% |
False |
False |
39,226 |
| 60 |
1.3826 |
1.3166 |
0.0660 |
4.9% |
0.0079 |
0.6% |
55% |
False |
False |
26,243 |
| 80 |
1.3917 |
1.3166 |
0.0751 |
5.6% |
0.0082 |
0.6% |
49% |
False |
False |
19,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3908 |
|
2.618 |
1.3770 |
|
1.618 |
1.3685 |
|
1.000 |
1.3632 |
|
0.618 |
1.3600 |
|
HIGH |
1.3547 |
|
0.618 |
1.3515 |
|
0.500 |
1.3505 |
|
0.382 |
1.3494 |
|
LOW |
1.3462 |
|
0.618 |
1.3409 |
|
1.000 |
1.3377 |
|
1.618 |
1.3324 |
|
2.618 |
1.3239 |
|
4.250 |
1.3101 |
|
|
| Fisher Pivots for day following 31-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3522 |
1.3513 |
| PP |
1.3513 |
1.3495 |
| S1 |
1.3505 |
1.3477 |
|