CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 05-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2022 |
05-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.3475 |
1.3525 |
0.0050 |
0.4% |
1.3405 |
| High |
1.3553 |
1.3594 |
0.0041 |
0.3% |
1.3547 |
| Low |
1.3456 |
1.3518 |
0.0062 |
0.5% |
1.3390 |
| Close |
1.3531 |
1.3557 |
0.0026 |
0.2% |
1.3531 |
| Range |
0.0097 |
0.0076 |
-0.0021 |
-21.6% |
0.0157 |
| ATR |
0.0086 |
0.0086 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
83,823 |
78,113 |
-5,710 |
-6.8% |
301,609 |
|
| Daily Pivots for day following 05-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3784 |
1.3747 |
1.3599 |
|
| R3 |
1.3708 |
1.3671 |
1.3578 |
|
| R2 |
1.3632 |
1.3632 |
1.3571 |
|
| R1 |
1.3595 |
1.3595 |
1.3564 |
1.3614 |
| PP |
1.3556 |
1.3556 |
1.3556 |
1.3566 |
| S1 |
1.3519 |
1.3519 |
1.3550 |
1.3538 |
| S2 |
1.3480 |
1.3480 |
1.3543 |
|
| S3 |
1.3404 |
1.3443 |
1.3536 |
|
| S4 |
1.3328 |
1.3367 |
1.3515 |
|
|
| 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 |
1.3594 |
1.3426 |
0.0168 |
1.2% |
0.0088 |
0.6% |
78% |
True |
False |
73,420 |
| 10 |
1.3594 |
1.3238 |
0.0356 |
2.6% |
0.0085 |
0.6% |
90% |
True |
False |
68,491 |
| 20 |
1.3594 |
1.3166 |
0.0428 |
3.2% |
0.0086 |
0.6% |
91% |
True |
False |
84,452 |
| 40 |
1.3609 |
1.3166 |
0.0443 |
3.3% |
0.0083 |
0.6% |
88% |
False |
False |
44,946 |
| 60 |
1.3826 |
1.3166 |
0.0660 |
4.9% |
0.0081 |
0.6% |
59% |
False |
False |
30,036 |
| 80 |
1.3917 |
1.3166 |
0.0751 |
5.5% |
0.0083 |
0.6% |
52% |
False |
False |
22,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3917 |
|
2.618 |
1.3793 |
|
1.618 |
1.3717 |
|
1.000 |
1.3670 |
|
0.618 |
1.3641 |
|
HIGH |
1.3594 |
|
0.618 |
1.3565 |
|
0.500 |
1.3556 |
|
0.382 |
1.3547 |
|
LOW |
1.3518 |
|
0.618 |
1.3471 |
|
1.000 |
1.3442 |
|
1.618 |
1.3395 |
|
2.618 |
1.3319 |
|
4.250 |
1.3195 |
|
|
| Fisher Pivots for day following 05-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.3557 |
1.3541 |
| PP |
1.3556 |
1.3526 |
| S1 |
1.3556 |
1.3510 |
|