CME British Pound Future June 2022
| Trading Metrics calculated at close of trading on 31-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2022 |
31-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.3092 |
1.3132 |
0.0040 |
0.3% |
1.3168 |
| High |
1.3179 |
1.3171 |
-0.0008 |
-0.1% |
1.3294 |
| Low |
1.3085 |
1.3101 |
0.0016 |
0.1% |
1.3115 |
| Close |
1.3133 |
1.3131 |
-0.0002 |
0.0% |
1.3180 |
| Range |
0.0094 |
0.0070 |
-0.0024 |
-25.5% |
0.0179 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
104,387 |
117,977 |
13,590 |
13.0% |
479,503 |
|
| Daily Pivots for day following 31-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3344 |
1.3308 |
1.3170 |
|
| R3 |
1.3274 |
1.3238 |
1.3150 |
|
| R2 |
1.3204 |
1.3204 |
1.3144 |
|
| R1 |
1.3168 |
1.3168 |
1.3137 |
1.3151 |
| PP |
1.3134 |
1.3134 |
1.3134 |
1.3126 |
| S1 |
1.3098 |
1.3098 |
1.3125 |
1.3081 |
| S2 |
1.3064 |
1.3064 |
1.3118 |
|
| S3 |
1.2994 |
1.3028 |
1.3112 |
|
| S4 |
1.2924 |
1.2958 |
1.3093 |
|
|
| Weekly Pivots for week ending 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3733 |
1.3636 |
1.3278 |
|
| R3 |
1.3554 |
1.3457 |
1.3229 |
|
| R2 |
1.3375 |
1.3375 |
1.3213 |
|
| R1 |
1.3278 |
1.3278 |
1.3196 |
1.3327 |
| PP |
1.3196 |
1.3196 |
1.3196 |
1.3221 |
| S1 |
1.3099 |
1.3099 |
1.3164 |
1.3148 |
| S2 |
1.3017 |
1.3017 |
1.3147 |
|
| S3 |
1.2838 |
1.2920 |
1.3131 |
|
| S4 |
1.2659 |
1.2741 |
1.3082 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3222 |
1.3047 |
0.0175 |
1.3% |
0.0092 |
0.7% |
48% |
False |
False |
112,645 |
| 10 |
1.3294 |
1.3047 |
0.0247 |
1.9% |
0.0096 |
0.7% |
34% |
False |
False |
100,657 |
| 20 |
1.3343 |
1.2994 |
0.0349 |
2.7% |
0.0101 |
0.8% |
39% |
False |
False |
90,317 |
| 40 |
1.3630 |
1.2994 |
0.0636 |
4.8% |
0.0095 |
0.7% |
22% |
False |
False |
46,150 |
| 60 |
1.3737 |
1.2994 |
0.0743 |
5.7% |
0.0085 |
0.6% |
18% |
False |
False |
30,851 |
| 80 |
1.3737 |
1.2994 |
0.0743 |
5.7% |
0.0080 |
0.6% |
18% |
False |
False |
23,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3469 |
|
2.618 |
1.3354 |
|
1.618 |
1.3284 |
|
1.000 |
1.3241 |
|
0.618 |
1.3214 |
|
HIGH |
1.3171 |
|
0.618 |
1.3144 |
|
0.500 |
1.3136 |
|
0.382 |
1.3128 |
|
LOW |
1.3101 |
|
0.618 |
1.3058 |
|
1.000 |
1.3031 |
|
1.618 |
1.2988 |
|
2.618 |
1.2918 |
|
4.250 |
1.2804 |
|
|
| Fisher Pivots for day following 31-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.3136 |
1.3125 |
| PP |
1.3134 |
1.3119 |
| S1 |
1.3133 |
1.3113 |
|