CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 11-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2022 |
11-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.3531 |
1.3560 |
0.0029 |
0.2% |
1.3527 |
| High |
1.3641 |
1.3607 |
-0.0034 |
-0.2% |
1.3641 |
| Low |
1.3520 |
1.3512 |
-0.0008 |
-0.1% |
1.3487 |
| Close |
1.3572 |
1.3547 |
-0.0025 |
-0.2% |
1.3547 |
| Range |
0.0121 |
0.0095 |
-0.0026 |
-21.5% |
0.0154 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
1.0% |
0.0000 |
| Volume |
139,686 |
121,698 |
-17,988 |
-12.9% |
513,112 |
|
| Daily Pivots for day following 11-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3840 |
1.3789 |
1.3599 |
|
| R3 |
1.3745 |
1.3694 |
1.3573 |
|
| R2 |
1.3650 |
1.3650 |
1.3564 |
|
| R1 |
1.3599 |
1.3599 |
1.3556 |
1.3577 |
| PP |
1.3555 |
1.3555 |
1.3555 |
1.3545 |
| S1 |
1.3504 |
1.3504 |
1.3538 |
1.3482 |
| S2 |
1.3460 |
1.3460 |
1.3530 |
|
| S3 |
1.3365 |
1.3409 |
1.3521 |
|
| S4 |
1.3270 |
1.3314 |
1.3495 |
|
|
| Weekly Pivots for week ending 11-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4020 |
1.3938 |
1.3632 |
|
| R3 |
1.3866 |
1.3784 |
1.3589 |
|
| R2 |
1.3712 |
1.3712 |
1.3575 |
|
| R1 |
1.3630 |
1.3630 |
1.3561 |
1.3671 |
| PP |
1.3558 |
1.3558 |
1.3558 |
1.3579 |
| S1 |
1.3476 |
1.3476 |
1.3533 |
1.3517 |
| S2 |
1.3404 |
1.3404 |
1.3519 |
|
| S3 |
1.3250 |
1.3322 |
1.3505 |
|
| S4 |
1.3096 |
1.3168 |
1.3462 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3641 |
1.3487 |
0.0154 |
1.1% |
0.0079 |
0.6% |
39% |
False |
False |
102,622 |
| 10 |
1.3641 |
1.3383 |
0.0258 |
1.9% |
0.0084 |
0.6% |
64% |
False |
False |
108,483 |
| 20 |
1.3740 |
1.3354 |
0.0386 |
2.8% |
0.0085 |
0.6% |
50% |
False |
False |
109,077 |
| 40 |
1.3745 |
1.3172 |
0.0573 |
4.2% |
0.0084 |
0.6% |
65% |
False |
False |
93,533 |
| 60 |
1.3745 |
1.3166 |
0.0579 |
4.3% |
0.0083 |
0.6% |
66% |
False |
False |
74,555 |
| 80 |
1.3826 |
1.3166 |
0.0660 |
4.9% |
0.0082 |
0.6% |
58% |
False |
False |
55,975 |
| 100 |
1.3826 |
1.3166 |
0.0660 |
4.9% |
0.0083 |
0.6% |
58% |
False |
False |
44,851 |
| 120 |
1.3917 |
1.3166 |
0.0751 |
5.5% |
0.0081 |
0.6% |
51% |
False |
False |
37,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4011 |
|
2.618 |
1.3856 |
|
1.618 |
1.3761 |
|
1.000 |
1.3702 |
|
0.618 |
1.3666 |
|
HIGH |
1.3607 |
|
0.618 |
1.3571 |
|
0.500 |
1.3560 |
|
0.382 |
1.3548 |
|
LOW |
1.3512 |
|
0.618 |
1.3453 |
|
1.000 |
1.3417 |
|
1.618 |
1.3358 |
|
2.618 |
1.3263 |
|
4.250 |
1.3108 |
|
|
| Fisher Pivots for day following 11-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.3560 |
1.3577 |
| PP |
1.3555 |
1.3567 |
| S1 |
1.3551 |
1.3557 |
|