CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 17-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2021 |
17-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3419 |
1.3434 |
0.0015 |
0.1% |
1.3493 |
| High |
1.3469 |
1.3497 |
0.0028 |
0.2% |
1.3609 |
| Low |
1.3419 |
1.3407 |
-0.0012 |
-0.1% |
1.3359 |
| Close |
1.3431 |
1.3489 |
0.0058 |
0.4% |
1.3419 |
| Range |
0.0050 |
0.0090 |
0.0040 |
80.0% |
0.0250 |
| ATR |
0.0082 |
0.0082 |
0.0001 |
0.7% |
0.0000 |
| Volume |
201 |
232 |
31 |
15.4% |
1,172 |
|
| Daily Pivots for day following 17-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3734 |
1.3702 |
1.3539 |
|
| R3 |
1.3644 |
1.3612 |
1.3514 |
|
| R2 |
1.3554 |
1.3554 |
1.3506 |
|
| R1 |
1.3522 |
1.3522 |
1.3497 |
1.3538 |
| PP |
1.3464 |
1.3464 |
1.3464 |
1.3473 |
| S1 |
1.3432 |
1.3432 |
1.3481 |
1.3448 |
| S2 |
1.3374 |
1.3374 |
1.3473 |
|
| S3 |
1.3284 |
1.3342 |
1.3464 |
|
| S4 |
1.3194 |
1.3252 |
1.3440 |
|
|
| 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 |
1.3497 |
1.3359 |
0.0138 |
1.0% |
0.0063 |
0.5% |
94% |
True |
False |
225 |
| 10 |
1.3692 |
1.3359 |
0.0333 |
2.5% |
0.0097 |
0.7% |
39% |
False |
False |
338 |
| 20 |
1.3826 |
1.3359 |
0.0467 |
3.5% |
0.0080 |
0.6% |
28% |
False |
False |
241 |
| 40 |
1.3826 |
1.3359 |
0.0467 |
3.5% |
0.0082 |
0.6% |
28% |
False |
False |
300 |
| 60 |
1.3917 |
1.3359 |
0.0558 |
4.1% |
0.0079 |
0.6% |
23% |
False |
False |
213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3880 |
|
2.618 |
1.3733 |
|
1.618 |
1.3643 |
|
1.000 |
1.3587 |
|
0.618 |
1.3553 |
|
HIGH |
1.3497 |
|
0.618 |
1.3463 |
|
0.500 |
1.3452 |
|
0.382 |
1.3441 |
|
LOW |
1.3407 |
|
0.618 |
1.3351 |
|
1.000 |
1.3317 |
|
1.618 |
1.3261 |
|
2.618 |
1.3171 |
|
4.250 |
1.3025 |
|
|
| Fisher Pivots for day following 17-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3477 |
1.3477 |
| PP |
1.3464 |
1.3464 |
| S1 |
1.3452 |
1.3452 |
|