CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 27-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2022 |
27-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.3500 |
1.3460 |
-0.0040 |
-0.3% |
1.3666 |
| High |
1.3522 |
1.3464 |
-0.0058 |
-0.4% |
1.3686 |
| Low |
1.3441 |
1.3354 |
-0.0087 |
-0.6% |
1.3541 |
| Close |
1.3461 |
1.3369 |
-0.0092 |
-0.7% |
1.3551 |
| Range |
0.0081 |
0.0110 |
0.0029 |
35.8% |
0.0145 |
| ATR |
0.0084 |
0.0086 |
0.0002 |
2.2% |
0.0000 |
| Volume |
93,114 |
136,611 |
43,497 |
46.7% |
436,343 |
|
| Daily Pivots for day following 27-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3726 |
1.3657 |
1.3430 |
|
| R3 |
1.3616 |
1.3547 |
1.3399 |
|
| R2 |
1.3506 |
1.3506 |
1.3389 |
|
| R1 |
1.3437 |
1.3437 |
1.3379 |
1.3417 |
| PP |
1.3396 |
1.3396 |
1.3396 |
1.3385 |
| S1 |
1.3327 |
1.3327 |
1.3359 |
1.3307 |
| S2 |
1.3286 |
1.3286 |
1.3349 |
|
| S3 |
1.3176 |
1.3217 |
1.3339 |
|
| S4 |
1.3066 |
1.3107 |
1.3309 |
|
|
| 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 |
1.3599 |
1.3354 |
0.0245 |
1.8% |
0.0091 |
0.7% |
6% |
False |
True |
114,581 |
| 10 |
1.3745 |
1.3354 |
0.0391 |
2.9% |
0.0085 |
0.6% |
4% |
False |
True |
107,544 |
| 20 |
1.3745 |
1.3354 |
0.0391 |
2.9% |
0.0084 |
0.6% |
4% |
False |
True |
92,305 |
| 40 |
1.3745 |
1.3166 |
0.0579 |
4.3% |
0.0084 |
0.6% |
35% |
False |
False |
81,667 |
| 60 |
1.3745 |
1.3166 |
0.0579 |
4.3% |
0.0085 |
0.6% |
35% |
False |
False |
54,646 |
| 80 |
1.3826 |
1.3166 |
0.0660 |
4.9% |
0.0080 |
0.6% |
31% |
False |
False |
41,055 |
| 100 |
1.3917 |
1.3166 |
0.0751 |
5.6% |
0.0082 |
0.6% |
27% |
False |
False |
32,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3932 |
|
2.618 |
1.3752 |
|
1.618 |
1.3642 |
|
1.000 |
1.3574 |
|
0.618 |
1.3532 |
|
HIGH |
1.3464 |
|
0.618 |
1.3422 |
|
0.500 |
1.3409 |
|
0.382 |
1.3396 |
|
LOW |
1.3354 |
|
0.618 |
1.3286 |
|
1.000 |
1.3244 |
|
1.618 |
1.3176 |
|
2.618 |
1.3066 |
|
4.250 |
1.2887 |
|
|
| Fisher Pivots for day following 27-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.3409 |
1.3438 |
| PP |
1.3396 |
1.3415 |
| S1 |
1.3382 |
1.3392 |
|