CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 04-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2022 |
04-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.3404 |
1.3344 |
-0.0060 |
-0.4% |
1.3347 |
| High |
1.3416 |
1.3350 |
-0.0066 |
-0.5% |
1.3439 |
| Low |
1.3316 |
1.3201 |
-0.0115 |
-0.9% |
1.3201 |
| Close |
1.3333 |
1.3217 |
-0.0116 |
-0.9% |
1.3217 |
| Range |
0.0100 |
0.0149 |
0.0049 |
49.0% |
0.0238 |
| ATR |
0.0102 |
0.0105 |
0.0003 |
3.3% |
0.0000 |
| Volume |
91,379 |
118,876 |
27,497 |
30.1% |
586,878 |
|
| Daily Pivots for day following 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3703 |
1.3609 |
1.3299 |
|
| R3 |
1.3554 |
1.3460 |
1.3258 |
|
| R2 |
1.3405 |
1.3405 |
1.3244 |
|
| R1 |
1.3311 |
1.3311 |
1.3231 |
1.3284 |
| PP |
1.3256 |
1.3256 |
1.3256 |
1.3242 |
| S1 |
1.3162 |
1.3162 |
1.3203 |
1.3135 |
| S2 |
1.3107 |
1.3107 |
1.3190 |
|
| S3 |
1.2958 |
1.3013 |
1.3176 |
|
| S4 |
1.2809 |
1.2864 |
1.3135 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4000 |
1.3846 |
1.3348 |
|
| R3 |
1.3762 |
1.3608 |
1.3282 |
|
| R2 |
1.3524 |
1.3524 |
1.3261 |
|
| R1 |
1.3370 |
1.3370 |
1.3239 |
1.3328 |
| PP |
1.3286 |
1.3286 |
1.3286 |
1.3265 |
| S1 |
1.3132 |
1.3132 |
1.3195 |
1.3090 |
| S2 |
1.3048 |
1.3048 |
1.3173 |
|
| S3 |
1.2810 |
1.2894 |
1.3152 |
|
| S4 |
1.2572 |
1.2656 |
1.3086 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3439 |
1.3201 |
0.0238 |
1.8% |
0.0126 |
1.0% |
7% |
False |
True |
117,375 |
| 10 |
1.3640 |
1.3201 |
0.0439 |
3.3% |
0.0123 |
0.9% |
4% |
False |
True |
122,193 |
| 20 |
1.3641 |
1.3201 |
0.0440 |
3.3% |
0.0102 |
0.8% |
4% |
False |
True |
110,773 |
| 40 |
1.3745 |
1.3201 |
0.0544 |
4.1% |
0.0092 |
0.7% |
3% |
False |
True |
106,542 |
| 60 |
1.3745 |
1.3166 |
0.0579 |
4.4% |
0.0090 |
0.7% |
9% |
False |
False |
99,178 |
| 80 |
1.3745 |
1.3166 |
0.0579 |
4.4% |
0.0087 |
0.7% |
9% |
False |
False |
75,744 |
| 100 |
1.3826 |
1.3166 |
0.0660 |
5.0% |
0.0085 |
0.6% |
8% |
False |
False |
60,638 |
| 120 |
1.3917 |
1.3166 |
0.0751 |
5.7% |
0.0086 |
0.6% |
7% |
False |
False |
50,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3983 |
|
2.618 |
1.3740 |
|
1.618 |
1.3591 |
|
1.000 |
1.3499 |
|
0.618 |
1.3442 |
|
HIGH |
1.3350 |
|
0.618 |
1.3293 |
|
0.500 |
1.3276 |
|
0.382 |
1.3258 |
|
LOW |
1.3201 |
|
0.618 |
1.3109 |
|
1.000 |
1.3052 |
|
1.618 |
1.2960 |
|
2.618 |
1.2811 |
|
4.250 |
1.2568 |
|
|
| Fisher Pivots for day following 04-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.3276 |
1.3309 |
| PP |
1.3256 |
1.3278 |
| S1 |
1.3237 |
1.3248 |
|