CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 11-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2022 |
11-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.3586 |
1.3574 |
-0.0012 |
-0.1% |
1.3524 |
| High |
1.3601 |
1.3634 |
0.0033 |
0.2% |
1.3599 |
| Low |
1.3528 |
1.3558 |
0.0030 |
0.2% |
1.3426 |
| Close |
1.3566 |
1.3625 |
0.0059 |
0.4% |
1.3593 |
| Range |
0.0073 |
0.0076 |
0.0003 |
4.1% |
0.0173 |
| ATR |
0.0083 |
0.0083 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
69,128 |
86,435 |
17,307 |
25.0% |
365,697 |
|
| Daily Pivots for day following 11-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3834 |
1.3805 |
1.3667 |
|
| R3 |
1.3758 |
1.3729 |
1.3646 |
|
| R2 |
1.3682 |
1.3682 |
1.3639 |
|
| R1 |
1.3653 |
1.3653 |
1.3632 |
1.3668 |
| PP |
1.3606 |
1.3606 |
1.3606 |
1.3613 |
| S1 |
1.3577 |
1.3577 |
1.3618 |
1.3592 |
| S2 |
1.3530 |
1.3530 |
1.3611 |
|
| S3 |
1.3454 |
1.3501 |
1.3604 |
|
| S4 |
1.3378 |
1.3425 |
1.3583 |
|
|
| Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4058 |
1.3999 |
1.3688 |
|
| R3 |
1.3885 |
1.3826 |
1.3641 |
|
| R2 |
1.3712 |
1.3712 |
1.3625 |
|
| R1 |
1.3653 |
1.3653 |
1.3609 |
1.3683 |
| PP |
1.3539 |
1.3539 |
1.3539 |
1.3554 |
| S1 |
1.3480 |
1.3480 |
1.3577 |
1.3510 |
| S2 |
1.3366 |
1.3366 |
1.3561 |
|
| S3 |
1.3193 |
1.3307 |
1.3545 |
|
| S4 |
1.3020 |
1.3134 |
1.3498 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3634 |
1.3486 |
0.0148 |
1.1% |
0.0074 |
0.5% |
94% |
True |
False |
73,780 |
| 10 |
1.3634 |
1.3407 |
0.0227 |
1.7% |
0.0082 |
0.6% |
96% |
True |
False |
73,384 |
| 20 |
1.3634 |
1.3172 |
0.0462 |
3.4% |
0.0085 |
0.6% |
98% |
True |
False |
76,371 |
| 40 |
1.3634 |
1.3166 |
0.0468 |
3.4% |
0.0081 |
0.6% |
98% |
True |
False |
52,190 |
| 60 |
1.3826 |
1.3166 |
0.0660 |
4.8% |
0.0081 |
0.6% |
70% |
False |
False |
34,873 |
| 80 |
1.3826 |
1.3166 |
0.0660 |
4.8% |
0.0082 |
0.6% |
70% |
False |
False |
26,237 |
| 100 |
1.3917 |
1.3166 |
0.0751 |
5.5% |
0.0080 |
0.6% |
61% |
False |
False |
20,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3957 |
|
2.618 |
1.3833 |
|
1.618 |
1.3757 |
|
1.000 |
1.3710 |
|
0.618 |
1.3681 |
|
HIGH |
1.3634 |
|
0.618 |
1.3605 |
|
0.500 |
1.3596 |
|
0.382 |
1.3587 |
|
LOW |
1.3558 |
|
0.618 |
1.3511 |
|
1.000 |
1.3482 |
|
1.618 |
1.3435 |
|
2.618 |
1.3359 |
|
4.250 |
1.3235 |
|
|
| Fisher Pivots for day following 11-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.3615 |
1.3610 |
| PP |
1.3606 |
1.3594 |
| S1 |
1.3596 |
1.3579 |
|