CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 26-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2022 |
26-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.3487 |
1.3500 |
0.0013 |
0.1% |
1.3666 |
| High |
1.3515 |
1.3522 |
0.0007 |
0.1% |
1.3686 |
| Low |
1.3433 |
1.3441 |
0.0008 |
0.1% |
1.3541 |
| Close |
1.3514 |
1.3461 |
-0.0053 |
-0.4% |
1.3551 |
| Range |
0.0082 |
0.0081 |
-0.0001 |
-1.2% |
0.0145 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
102,211 |
93,114 |
-9,097 |
-8.9% |
436,343 |
|
| Daily Pivots for day following 26-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3718 |
1.3670 |
1.3506 |
|
| R3 |
1.3637 |
1.3589 |
1.3483 |
|
| R2 |
1.3556 |
1.3556 |
1.3476 |
|
| R1 |
1.3508 |
1.3508 |
1.3468 |
1.3492 |
| PP |
1.3475 |
1.3475 |
1.3475 |
1.3466 |
| S1 |
1.3427 |
1.3427 |
1.3454 |
1.3411 |
| S2 |
1.3394 |
1.3394 |
1.3446 |
|
| S3 |
1.3313 |
1.3346 |
1.3439 |
|
| S4 |
1.3232 |
1.3265 |
1.3416 |
|
|
| Weekly Pivots for week ending 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4028 |
1.3934 |
1.3631 |
|
| R3 |
1.3883 |
1.3789 |
1.3591 |
|
| R2 |
1.3738 |
1.3738 |
1.3578 |
|
| R1 |
1.3644 |
1.3644 |
1.3564 |
1.3619 |
| PP |
1.3593 |
1.3593 |
1.3593 |
1.3580 |
| S1 |
1.3499 |
1.3499 |
1.3538 |
1.3474 |
| S2 |
1.3448 |
1.3448 |
1.3524 |
|
| S3 |
1.3303 |
1.3354 |
1.3511 |
|
| S4 |
1.3158 |
1.3209 |
1.3471 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3659 |
1.3433 |
0.0226 |
1.7% |
0.0085 |
0.6% |
12% |
False |
False |
103,525 |
| 10 |
1.3745 |
1.3433 |
0.0312 |
2.3% |
0.0084 |
0.6% |
9% |
False |
False |
105,161 |
| 20 |
1.3745 |
1.3407 |
0.0338 |
2.5% |
0.0083 |
0.6% |
16% |
False |
False |
89,272 |
| 40 |
1.3745 |
1.3166 |
0.0579 |
4.3% |
0.0085 |
0.6% |
51% |
False |
False |
78,328 |
| 60 |
1.3745 |
1.3166 |
0.0579 |
4.3% |
0.0084 |
0.6% |
51% |
False |
False |
52,372 |
| 80 |
1.3826 |
1.3166 |
0.0660 |
4.9% |
0.0079 |
0.6% |
45% |
False |
False |
39,370 |
| 100 |
1.3917 |
1.3166 |
0.0751 |
5.6% |
0.0081 |
0.6% |
39% |
False |
False |
31,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3866 |
|
2.618 |
1.3734 |
|
1.618 |
1.3653 |
|
1.000 |
1.3603 |
|
0.618 |
1.3572 |
|
HIGH |
1.3522 |
|
0.618 |
1.3491 |
|
0.500 |
1.3482 |
|
0.382 |
1.3472 |
|
LOW |
1.3441 |
|
0.618 |
1.3391 |
|
1.000 |
1.3360 |
|
1.618 |
1.3310 |
|
2.618 |
1.3229 |
|
4.250 |
1.3097 |
|
|
| Fisher Pivots for day following 26-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.3482 |
1.3497 |
| PP |
1.3475 |
1.3485 |
| S1 |
1.3468 |
1.3473 |
|