CME British Pound Future March 2022


Trading Metrics calculated at close of trading on 24-Sep-2021
Day Change Summary
Previous Current
23-Sep-2021 24-Sep-2021 Change Change % Previous Week
Open 1.3670 1.3711 0.0041 0.3% 1.3732
High 1.3753 1.3739 -0.0014 -0.1% 1.3753
Low 1.3619 1.3663 0.0044 0.3% 1.3617
Close 1.3737 1.3663 -0.0074 -0.5% 1.3663
Range 0.0134 0.0076 -0.0058 -43.3% 0.0136
ATR 0.0081 0.0080 0.0000 -0.4% 0.0000
Volume 109 23 -86 -78.9% 184
Daily Pivots for day following 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.3916 1.3866 1.3705
R3 1.3840 1.3790 1.3684
R2 1.3764 1.3764 1.3677
R1 1.3714 1.3714 1.3670 1.3701
PP 1.3688 1.3688 1.3688 1.3682
S1 1.3638 1.3638 1.3656 1.3625
S2 1.3612 1.3612 1.3649
S3 1.3536 1.3562 1.3642
S4 1.3460 1.3486 1.3621
Weekly Pivots for week ending 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.4086 1.4010 1.3738
R3 1.3950 1.3874 1.3700
R2 1.3814 1.3814 1.3688
R1 1.3738 1.3738 1.3675 1.3708
PP 1.3678 1.3678 1.3678 1.3663
S1 1.3602 1.3602 1.3651 1.3572
S2 1.3542 1.3542 1.3638
S3 1.3406 1.3466 1.3626
S4 1.3270 1.3330 1.3588
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3753 1.3617 0.0136 1.0% 0.0085 0.6% 34% False False 36
10 1.3917 1.3617 0.0300 2.2% 0.0085 0.6% 15% False False 54
20 1.3917 1.3617 0.0300 2.2% 0.0075 0.5% 15% False False 46
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4062
2.618 1.3938
1.618 1.3862
1.000 1.3815
0.618 1.3786
HIGH 1.3739
0.618 1.3710
0.500 1.3701
0.382 1.3692
LOW 1.3663
0.618 1.3616
1.000 1.3587
1.618 1.3540
2.618 1.3464
4.250 1.3340
Fisher Pivots for day following 24-Sep-2021
Pivot 1 day 3 day
R1 1.3701 1.3685
PP 1.3688 1.3678
S1 1.3676 1.3670

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

View Archives - Comment on this page... - Back to Index of Symbols