CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 17-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2022 |
17-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.3539 |
1.3579 |
0.0040 |
0.3% |
1.3527 |
| High |
1.3599 |
1.3636 |
0.0037 |
0.3% |
1.3641 |
| Low |
1.3536 |
1.3554 |
0.0018 |
0.1% |
1.3487 |
| Close |
1.3597 |
1.3620 |
0.0023 |
0.2% |
1.3547 |
| Range |
0.0063 |
0.0082 |
0.0019 |
30.2% |
0.0154 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
77,268 |
96,775 |
19,507 |
25.2% |
513,112 |
|
| Daily Pivots for day following 17-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3849 |
1.3817 |
1.3665 |
|
| R3 |
1.3767 |
1.3735 |
1.3643 |
|
| R2 |
1.3685 |
1.3685 |
1.3635 |
|
| R1 |
1.3653 |
1.3653 |
1.3628 |
1.3669 |
| PP |
1.3603 |
1.3603 |
1.3603 |
1.3612 |
| S1 |
1.3571 |
1.3571 |
1.3612 |
1.3587 |
| S2 |
1.3521 |
1.3521 |
1.3605 |
|
| S3 |
1.3439 |
1.3489 |
1.3597 |
|
| S4 |
1.3357 |
1.3407 |
1.3575 |
|
|
| 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 |
1.3636 |
1.3483 |
0.0153 |
1.1% |
0.0080 |
0.6% |
90% |
True |
False |
96,906 |
| 10 |
1.3641 |
1.3483 |
0.0158 |
1.2% |
0.0081 |
0.6% |
87% |
False |
False |
99,353 |
| 20 |
1.3641 |
1.3354 |
0.0287 |
2.1% |
0.0083 |
0.6% |
93% |
False |
False |
106,682 |
| 40 |
1.3745 |
1.3238 |
0.0507 |
3.7% |
0.0082 |
0.6% |
75% |
False |
False |
93,116 |
| 60 |
1.3745 |
1.3166 |
0.0579 |
4.3% |
0.0083 |
0.6% |
78% |
False |
False |
80,574 |
| 80 |
1.3826 |
1.3166 |
0.0660 |
4.8% |
0.0084 |
0.6% |
69% |
False |
False |
60,507 |
| 100 |
1.3826 |
1.3166 |
0.0660 |
4.8% |
0.0082 |
0.6% |
69% |
False |
False |
48,477 |
| 120 |
1.3917 |
1.3166 |
0.0751 |
5.5% |
0.0081 |
0.6% |
60% |
False |
False |
40,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3985 |
|
2.618 |
1.3851 |
|
1.618 |
1.3769 |
|
1.000 |
1.3718 |
|
0.618 |
1.3687 |
|
HIGH |
1.3636 |
|
0.618 |
1.3605 |
|
0.500 |
1.3595 |
|
0.382 |
1.3585 |
|
LOW |
1.3554 |
|
0.618 |
1.3503 |
|
1.000 |
1.3472 |
|
1.618 |
1.3421 |
|
2.618 |
1.3339 |
|
4.250 |
1.3206 |
|
|
| Fisher Pivots for day following 17-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.3612 |
1.3600 |
| PP |
1.3603 |
1.3580 |
| S1 |
1.3595 |
1.3560 |
|