CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 11-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2022 |
11-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.3182 |
1.3091 |
-0.0091 |
-0.7% |
1.3228 |
| High |
1.3195 |
1.3124 |
-0.0071 |
-0.5% |
1.3236 |
| Low |
1.3078 |
1.3030 |
-0.0048 |
-0.4% |
1.3030 |
| Close |
1.3097 |
1.3039 |
-0.0058 |
-0.4% |
1.3039 |
| Range |
0.0117 |
0.0094 |
-0.0023 |
-19.7% |
0.0206 |
| ATR |
0.0105 |
0.0104 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
165,972 |
20,215 |
-145,757 |
-87.8% |
653,879 |
|
| Daily Pivots for day following 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3346 |
1.3287 |
1.3091 |
|
| R3 |
1.3252 |
1.3193 |
1.3065 |
|
| R2 |
1.3158 |
1.3158 |
1.3056 |
|
| R1 |
1.3099 |
1.3099 |
1.3048 |
1.3082 |
| PP |
1.3064 |
1.3064 |
1.3064 |
1.3056 |
| S1 |
1.3005 |
1.3005 |
1.3030 |
1.2988 |
| S2 |
1.2970 |
1.2970 |
1.3022 |
|
| S3 |
1.2876 |
1.2911 |
1.3013 |
|
| S4 |
1.2782 |
1.2817 |
1.2987 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3720 |
1.3585 |
1.3152 |
|
| R3 |
1.3514 |
1.3379 |
1.3096 |
|
| R2 |
1.3308 |
1.3308 |
1.3077 |
|
| R1 |
1.3173 |
1.3173 |
1.3058 |
1.3138 |
| PP |
1.3102 |
1.3102 |
1.3102 |
1.3084 |
| S1 |
1.2967 |
1.2967 |
1.3020 |
1.2932 |
| S2 |
1.2896 |
1.2896 |
1.3001 |
|
| S3 |
1.2690 |
1.2761 |
1.2982 |
|
| S4 |
1.2484 |
1.2555 |
1.2926 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3236 |
1.3030 |
0.0206 |
1.6% |
0.0102 |
0.8% |
4% |
False |
True |
130,775 |
| 10 |
1.3439 |
1.3030 |
0.0409 |
3.1% |
0.0114 |
0.9% |
2% |
False |
True |
124,075 |
| 20 |
1.3640 |
1.3030 |
0.0610 |
4.7% |
0.0107 |
0.8% |
1% |
False |
True |
118,017 |
| 40 |
1.3745 |
1.3030 |
0.0715 |
5.5% |
0.0095 |
0.7% |
1% |
False |
True |
112,799 |
| 60 |
1.3745 |
1.3030 |
0.0715 |
5.5% |
0.0092 |
0.7% |
1% |
False |
True |
101,243 |
| 80 |
1.3745 |
1.3030 |
0.0715 |
5.5% |
0.0089 |
0.7% |
1% |
False |
True |
83,901 |
| 100 |
1.3826 |
1.3030 |
0.0796 |
6.1% |
0.0087 |
0.7% |
1% |
False |
True |
67,168 |
| 120 |
1.3826 |
1.3030 |
0.0796 |
6.1% |
0.0086 |
0.7% |
1% |
False |
True |
56,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3524 |
|
2.618 |
1.3370 |
|
1.618 |
1.3276 |
|
1.000 |
1.3218 |
|
0.618 |
1.3182 |
|
HIGH |
1.3124 |
|
0.618 |
1.3088 |
|
0.500 |
1.3077 |
|
0.382 |
1.3066 |
|
LOW |
1.3030 |
|
0.618 |
1.2972 |
|
1.000 |
1.2936 |
|
1.618 |
1.2878 |
|
2.618 |
1.2784 |
|
4.250 |
1.2631 |
|
|
| Fisher Pivots for day following 11-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.3077 |
1.3113 |
| PP |
1.3064 |
1.3088 |
| S1 |
1.3052 |
1.3064 |
|