CME British Pound Future March 2022


Trading Metrics calculated at close of trading on 12-Oct-2021
Day Change Summary
Previous Current
11-Oct-2021 12-Oct-2021 Change Change % Previous Week
Open 1.3639 1.3590 -0.0049 -0.4% 1.3573
High 1.3670 1.3630 -0.0040 -0.3% 1.3645
Low 1.3592 1.3569 -0.0023 -0.2% 1.3539
Close 1.3605 1.3592 -0.0013 -0.1% 1.3620
Range 0.0078 0.0061 -0.0017 -21.8% 0.0106
ATR 0.0084 0.0083 -0.0002 -2.0% 0.0000
Volume 2,709 199 -2,510 -92.7% 2,324
Daily Pivots for day following 12-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.3780 1.3747 1.3626
R3 1.3719 1.3686 1.3609
R2 1.3658 1.3658 1.3603
R1 1.3625 1.3625 1.3598 1.3642
PP 1.3597 1.3597 1.3597 1.3605
S1 1.3564 1.3564 1.3586 1.3581
S2 1.3536 1.3536 1.3581
S3 1.3475 1.3503 1.3575
S4 1.3414 1.3442 1.3558
Weekly Pivots for week ending 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.3919 1.3876 1.3678
R3 1.3813 1.3770 1.3649
R2 1.3707 1.3707 1.3639
R1 1.3664 1.3664 1.3630 1.3686
PP 1.3601 1.3601 1.3601 1.3612
S1 1.3558 1.3558 1.3610 1.3580
S2 1.3495 1.3495 1.3601
S3 1.3389 1.3452 1.3591
S4 1.3283 1.3346 1.3562
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3670 1.3550 0.0120 0.9% 0.0062 0.5% 35% False False 629
10 1.3670 1.3415 0.0255 1.9% 0.0081 0.6% 69% False False 574
20 1.3858 1.3415 0.0443 3.3% 0.0086 0.6% 40% False False 316
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3889
2.618 1.3790
1.618 1.3729
1.000 1.3691
0.618 1.3668
HIGH 1.3630
0.618 1.3607
0.500 1.3600
0.382 1.3592
LOW 1.3569
0.618 1.3531
1.000 1.3508
1.618 1.3470
2.618 1.3409
4.250 1.3310
Fisher Pivots for day following 12-Oct-2021
Pivot 1 day 3 day
R1 1.3600 1.3620
PP 1.3597 1.3610
S1 1.3595 1.3601

These figures are updated between 7pm and 10pm EST after a trading day.

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