CME British Pound Future March 2022


Trading Metrics calculated at close of trading on 11-Oct-2021
Day Change Summary
Previous Current
08-Oct-2021 11-Oct-2021 Change Change % Previous Week
Open 1.3622 1.3639 0.0017 0.1% 1.3573
High 1.3645 1.3670 0.0025 0.2% 1.3645
Low 1.3591 1.3592 0.0001 0.0% 1.3539
Close 1.3620 1.3605 -0.0015 -0.1% 1.3620
Range 0.0054 0.0078 0.0024 44.4% 0.0106
ATR 0.0085 0.0084 0.0000 -0.6% 0.0000
Volume 41 2,709 2,668 6,507.3% 2,324
Daily Pivots for day following 11-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.3856 1.3809 1.3648
R3 1.3778 1.3731 1.3626
R2 1.3700 1.3700 1.3619
R1 1.3653 1.3653 1.3612 1.3638
PP 1.3622 1.3622 1.3622 1.3615
S1 1.3575 1.3575 1.3598 1.3560
S2 1.3544 1.3544 1.3591
S3 1.3466 1.3497 1.3584
S4 1.3388 1.3419 1.3562
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% 0.0058 0.4% 46% True False 638
10 1.3720 1.3415 0.0305 2.2% 0.0094 0.7% 62% False False 578
20 1.3917 1.3415 0.0502 3.7% 0.0088 0.7% 38% False False 318
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.4002
2.618 1.3874
1.618 1.3796
1.000 1.3748
0.618 1.3718
HIGH 1.3670
0.618 1.3640
0.500 1.3631
0.382 1.3622
LOW 1.3592
0.618 1.3544
1.000 1.3514
1.618 1.3466
2.618 1.3388
4.250 1.3261
Fisher Pivots for day following 11-Oct-2021
Pivot 1 day 3 day
R1 1.3631 1.3623
PP 1.3622 1.3617
S1 1.3614 1.3611

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

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