CME British Pound Future March 2022


Trading Metrics calculated at close of trading on 12-Nov-2021
Day Change Summary
Previous Current
11-Nov-2021 12-Nov-2021 Change Change % Previous Week
Open 1.3413 1.3367 -0.0046 -0.3% 1.3493
High 1.3434 1.3425 -0.0009 -0.1% 1.3609
Low 1.3364 1.3359 -0.0005 0.0% 1.3359
Close 1.3367 1.3419 0.0052 0.4% 1.3419
Range 0.0070 0.0066 -0.0004 -5.7% 0.0250
ATR 0.0089 0.0087 -0.0002 -1.8% 0.0000
Volume 234 208 -26 -11.1% 1,172
Daily Pivots for day following 12-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.3599 1.3575 1.3455
R3 1.3533 1.3509 1.3437
R2 1.3467 1.3467 1.3431
R1 1.3443 1.3443 1.3425 1.3455
PP 1.3401 1.3401 1.3401 1.3407
S1 1.3377 1.3377 1.3413 1.3389
S2 1.3335 1.3335 1.3407
S3 1.3269 1.3311 1.3401
S4 1.3203 1.3245 1.3383
Weekly Pivots for week ending 12-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.4212 1.4066 1.3557
R3 1.3962 1.3816 1.3488
R2 1.3712 1.3712 1.3465
R1 1.3566 1.3566 1.3442 1.3514
PP 1.3462 1.3462 1.3462 1.3437
S1 1.3316 1.3316 1.3396 1.3264
S2 1.3212 1.3212 1.3373
S3 1.2962 1.3066 1.3350
S4 1.2712 1.2816 1.3282
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3609 1.3359 0.0250 1.9% 0.0097 0.7% 24% False True 234
10 1.3692 1.3359 0.0333 2.5% 0.0096 0.7% 18% False True 311
20 1.3826 1.3359 0.0467 3.5% 0.0081 0.6% 13% False True 238
40 1.3826 1.3359 0.0467 3.5% 0.0083 0.6% 13% False True 284
60 1.3917 1.3359 0.0558 4.2% 0.0079 0.6% 11% False True 203
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 1.3706
2.618 1.3598
1.618 1.3532
1.000 1.3491
0.618 1.3466
HIGH 1.3425
0.618 1.3400
0.500 1.3392
0.382 1.3384
LOW 1.3359
0.618 1.3318
1.000 1.3293
1.618 1.3252
2.618 1.3186
4.250 1.3079
Fisher Pivots for day following 12-Nov-2021
Pivot 1 day 3 day
R1 1.3410 1.3460
PP 1.3401 1.3446
S1 1.3392 1.3433

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

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