CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 12-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2022 |
12-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.3574 |
1.3632 |
0.0058 |
0.4% |
1.3524 |
| High |
1.3634 |
1.3712 |
0.0078 |
0.6% |
1.3599 |
| Low |
1.3558 |
1.3618 |
0.0060 |
0.4% |
1.3426 |
| Close |
1.3625 |
1.3708 |
0.0083 |
0.6% |
1.3593 |
| Range |
0.0076 |
0.0094 |
0.0018 |
23.7% |
0.0173 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
1.0% |
0.0000 |
| Volume |
86,435 |
112,785 |
26,350 |
30.5% |
365,697 |
|
| Daily Pivots for day following 12-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3961 |
1.3929 |
1.3760 |
|
| R3 |
1.3867 |
1.3835 |
1.3734 |
|
| R2 |
1.3773 |
1.3773 |
1.3725 |
|
| R1 |
1.3741 |
1.3741 |
1.3717 |
1.3757 |
| PP |
1.3679 |
1.3679 |
1.3679 |
1.3688 |
| S1 |
1.3647 |
1.3647 |
1.3699 |
1.3663 |
| S2 |
1.3585 |
1.3585 |
1.3691 |
|
| S3 |
1.3491 |
1.3553 |
1.3682 |
|
| S4 |
1.3397 |
1.3459 |
1.3656 |
|
|
| 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 |
1.3712 |
1.3486 |
0.0226 |
1.6% |
0.0078 |
0.6% |
98% |
True |
False |
80,714 |
| 10 |
1.3712 |
1.3426 |
0.0286 |
2.1% |
0.0083 |
0.6% |
99% |
True |
False |
77,067 |
| 20 |
1.3712 |
1.3172 |
0.0540 |
3.9% |
0.0087 |
0.6% |
99% |
True |
False |
78,130 |
| 40 |
1.3712 |
1.3166 |
0.0546 |
4.0% |
0.0082 |
0.6% |
99% |
True |
False |
55,004 |
| 60 |
1.3826 |
1.3166 |
0.0660 |
4.8% |
0.0082 |
0.6% |
82% |
False |
False |
36,747 |
| 80 |
1.3826 |
1.3166 |
0.0660 |
4.8% |
0.0082 |
0.6% |
82% |
False |
False |
27,647 |
| 100 |
1.3917 |
1.3166 |
0.0751 |
5.5% |
0.0080 |
0.6% |
72% |
False |
False |
22,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4112 |
|
2.618 |
1.3958 |
|
1.618 |
1.3864 |
|
1.000 |
1.3806 |
|
0.618 |
1.3770 |
|
HIGH |
1.3712 |
|
0.618 |
1.3676 |
|
0.500 |
1.3665 |
|
0.382 |
1.3654 |
|
LOW |
1.3618 |
|
0.618 |
1.3560 |
|
1.000 |
1.3524 |
|
1.618 |
1.3466 |
|
2.618 |
1.3372 |
|
4.250 |
1.3219 |
|
|
| Fisher Pivots for day following 12-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.3694 |
1.3679 |
| PP |
1.3679 |
1.3649 |
| S1 |
1.3665 |
1.3620 |
|