CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 28-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2022 |
28-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.3460 |
1.3375 |
-0.0085 |
-0.6% |
1.3550 |
| High |
1.3464 |
1.3429 |
-0.0035 |
-0.3% |
1.3561 |
| Low |
1.3354 |
1.3360 |
0.0006 |
0.0% |
1.3354 |
| Close |
1.3369 |
1.3381 |
0.0012 |
0.1% |
1.3381 |
| Range |
0.0110 |
0.0069 |
-0.0041 |
-37.3% |
0.0207 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
136,611 |
113,061 |
-23,550 |
-17.2% |
571,290 |
|
| Daily Pivots for day following 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3597 |
1.3558 |
1.3419 |
|
| R3 |
1.3528 |
1.3489 |
1.3400 |
|
| R2 |
1.3459 |
1.3459 |
1.3394 |
|
| R1 |
1.3420 |
1.3420 |
1.3387 |
1.3440 |
| PP |
1.3390 |
1.3390 |
1.3390 |
1.3400 |
| S1 |
1.3351 |
1.3351 |
1.3375 |
1.3371 |
| S2 |
1.3321 |
1.3321 |
1.3368 |
|
| S3 |
1.3252 |
1.3282 |
1.3362 |
|
| S4 |
1.3183 |
1.3213 |
1.3343 |
|
|
| Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4053 |
1.3924 |
1.3495 |
|
| R3 |
1.3846 |
1.3717 |
1.3438 |
|
| R2 |
1.3639 |
1.3639 |
1.3419 |
|
| R1 |
1.3510 |
1.3510 |
1.3400 |
1.3471 |
| PP |
1.3432 |
1.3432 |
1.3432 |
1.3413 |
| S1 |
1.3303 |
1.3303 |
1.3362 |
1.3264 |
| S2 |
1.3225 |
1.3225 |
1.3343 |
|
| S3 |
1.3018 |
1.3096 |
1.3324 |
|
| S4 |
1.2811 |
1.2889 |
1.3267 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3561 |
1.3354 |
0.0207 |
1.5% |
0.0093 |
0.7% |
13% |
False |
False |
114,258 |
| 10 |
1.3740 |
1.3354 |
0.0386 |
2.9% |
0.0087 |
0.7% |
7% |
False |
False |
109,671 |
| 20 |
1.3745 |
1.3354 |
0.0391 |
2.9% |
0.0084 |
0.6% |
7% |
False |
False |
94,528 |
| 40 |
1.3745 |
1.3166 |
0.0579 |
4.3% |
0.0083 |
0.6% |
37% |
False |
False |
84,367 |
| 60 |
1.3745 |
1.3166 |
0.0579 |
4.3% |
0.0085 |
0.6% |
37% |
False |
False |
56,528 |
| 80 |
1.3826 |
1.3166 |
0.0660 |
4.9% |
0.0080 |
0.6% |
33% |
False |
False |
42,465 |
| 100 |
1.3917 |
1.3166 |
0.0751 |
5.6% |
0.0082 |
0.6% |
29% |
False |
False |
34,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3722 |
|
2.618 |
1.3610 |
|
1.618 |
1.3541 |
|
1.000 |
1.3498 |
|
0.618 |
1.3472 |
|
HIGH |
1.3429 |
|
0.618 |
1.3403 |
|
0.500 |
1.3395 |
|
0.382 |
1.3386 |
|
LOW |
1.3360 |
|
0.618 |
1.3317 |
|
1.000 |
1.3291 |
|
1.618 |
1.3248 |
|
2.618 |
1.3179 |
|
4.250 |
1.3067 |
|
|
| Fisher Pivots for day following 28-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.3395 |
1.3438 |
| PP |
1.3390 |
1.3419 |
| S1 |
1.3386 |
1.3400 |
|