CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 03-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2022 |
03-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.3324 |
1.3404 |
0.0080 |
0.6% |
1.3591 |
| High |
1.3408 |
1.3416 |
0.0008 |
0.1% |
1.3637 |
| Low |
1.3271 |
1.3316 |
0.0045 |
0.3% |
1.3272 |
| Close |
1.3372 |
1.3333 |
-0.0039 |
-0.3% |
1.3410 |
| Range |
0.0137 |
0.0100 |
-0.0037 |
-27.0% |
0.0365 |
| ATR |
0.0102 |
0.0102 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
122,869 |
91,379 |
-31,490 |
-25.6% |
558,422 |
|
| Daily Pivots for day following 03-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3655 |
1.3594 |
1.3388 |
|
| R3 |
1.3555 |
1.3494 |
1.3361 |
|
| R2 |
1.3455 |
1.3455 |
1.3351 |
|
| R1 |
1.3394 |
1.3394 |
1.3342 |
1.3375 |
| PP |
1.3355 |
1.3355 |
1.3355 |
1.3345 |
| S1 |
1.3294 |
1.3294 |
1.3324 |
1.3275 |
| S2 |
1.3255 |
1.3255 |
1.3315 |
|
| S3 |
1.3155 |
1.3194 |
1.3306 |
|
| S4 |
1.3055 |
1.3094 |
1.3278 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4535 |
1.4337 |
1.3611 |
|
| R3 |
1.4170 |
1.3972 |
1.3510 |
|
| R2 |
1.3805 |
1.3805 |
1.3477 |
|
| R1 |
1.3607 |
1.3607 |
1.3443 |
1.3524 |
| PP |
1.3440 |
1.3440 |
1.3440 |
1.3398 |
| S1 |
1.3242 |
1.3242 |
1.3377 |
1.3159 |
| S2 |
1.3075 |
1.3075 |
1.3343 |
|
| S3 |
1.2710 |
1.2877 |
1.3310 |
|
| S4 |
1.2345 |
1.2512 |
1.3209 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3439 |
1.3271 |
0.0168 |
1.3% |
0.0110 |
0.8% |
37% |
False |
False |
117,148 |
| 10 |
1.3640 |
1.3271 |
0.0369 |
2.8% |
0.0117 |
0.9% |
17% |
False |
False |
119,983 |
| 20 |
1.3641 |
1.3271 |
0.0370 |
2.8% |
0.0099 |
0.7% |
17% |
False |
False |
112,635 |
| 40 |
1.3745 |
1.3271 |
0.0474 |
3.6% |
0.0090 |
0.7% |
13% |
False |
False |
105,523 |
| 60 |
1.3745 |
1.3166 |
0.0579 |
4.3% |
0.0089 |
0.7% |
29% |
False |
False |
97,923 |
| 80 |
1.3745 |
1.3166 |
0.0579 |
4.3% |
0.0087 |
0.7% |
29% |
False |
False |
74,260 |
| 100 |
1.3826 |
1.3166 |
0.0660 |
5.0% |
0.0084 |
0.6% |
25% |
False |
False |
59,477 |
| 120 |
1.3917 |
1.3166 |
0.0751 |
5.6% |
0.0085 |
0.6% |
22% |
False |
False |
49,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3841 |
|
2.618 |
1.3678 |
|
1.618 |
1.3578 |
|
1.000 |
1.3516 |
|
0.618 |
1.3478 |
|
HIGH |
1.3416 |
|
0.618 |
1.3378 |
|
0.500 |
1.3366 |
|
0.382 |
1.3354 |
|
LOW |
1.3316 |
|
0.618 |
1.3254 |
|
1.000 |
1.3216 |
|
1.618 |
1.3154 |
|
2.618 |
1.3054 |
|
4.250 |
1.2891 |
|
|
| Fisher Pivots for day following 03-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.3366 |
1.3355 |
| PP |
1.3355 |
1.3348 |
| S1 |
1.3344 |
1.3340 |
|