CME British Pound Future March 2022


Trading Metrics calculated at close of trading on 27-Sep-2021
Day Change Summary
Previous Current
24-Sep-2021 27-Sep-2021 Change Change % Previous Week
Open 1.3711 1.3665 -0.0046 -0.3% 1.3732
High 1.3739 1.3731 -0.0008 -0.1% 1.3753
Low 1.3663 1.3663 0.0000 0.0% 1.3617
Close 1.3663 1.3712 0.0049 0.4% 1.3663
Range 0.0076 0.0068 -0.0008 -10.5% 0.0136
ATR 0.0080 0.0079 -0.0001 -1.1% 0.0000
Volume 23 50 27 117.4% 184
Daily Pivots for day following 27-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.3906 1.3877 1.3749
R3 1.3838 1.3809 1.3731
R2 1.3770 1.3770 1.3724
R1 1.3741 1.3741 1.3718 1.3756
PP 1.3702 1.3702 1.3702 1.3709
S1 1.3673 1.3673 1.3706 1.3688
S2 1.3634 1.3634 1.3700
S3 1.3566 1.3605 1.3693
S4 1.3498 1.3537 1.3675
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% 0.0081 0.6% 70% False False 40
10 1.3917 1.3617 0.0300 2.2% 0.0083 0.6% 32% False False 58
20 1.3917 1.3617 0.0300 2.2% 0.0073 0.5% 32% False False 49
Crabel Price Patterns
NR True
NR4 True
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 0.0021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4020
2.618 1.3909
1.618 1.3841
1.000 1.3799
0.618 1.3773
HIGH 1.3731
0.618 1.3705
0.500 1.3697
0.382 1.3689
LOW 1.3663
0.618 1.3621
1.000 1.3595
1.618 1.3553
2.618 1.3485
4.250 1.3374
Fisher Pivots for day following 27-Sep-2021
Pivot 1 day 3 day
R1 1.3707 1.3703
PP 1.3702 1.3695
S1 1.3697 1.3686

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

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