CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 18-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2021 |
18-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3434 |
1.3491 |
0.0057 |
0.4% |
1.3493 |
| High |
1.3497 |
1.3516 |
0.0019 |
0.1% |
1.3609 |
| Low |
1.3407 |
1.3469 |
0.0062 |
0.5% |
1.3359 |
| Close |
1.3489 |
1.3502 |
0.0013 |
0.1% |
1.3419 |
| Range |
0.0090 |
0.0047 |
-0.0043 |
-47.8% |
0.0250 |
| ATR |
0.0082 |
0.0080 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
232 |
327 |
95 |
40.9% |
1,172 |
|
| Daily Pivots for day following 18-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3637 |
1.3616 |
1.3528 |
|
| R3 |
1.3590 |
1.3569 |
1.3515 |
|
| R2 |
1.3543 |
1.3543 |
1.3511 |
|
| R1 |
1.3522 |
1.3522 |
1.3506 |
1.3533 |
| PP |
1.3496 |
1.3496 |
1.3496 |
1.3501 |
| S1 |
1.3475 |
1.3475 |
1.3498 |
1.3486 |
| S2 |
1.3449 |
1.3449 |
1.3493 |
|
| S3 |
1.3402 |
1.3428 |
1.3489 |
|
| S4 |
1.3355 |
1.3381 |
1.3476 |
|
|
| 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 |
1.3516 |
1.3359 |
0.0157 |
1.2% |
0.0059 |
0.4% |
91% |
True |
False |
243 |
| 10 |
1.3609 |
1.3359 |
0.0250 |
1.9% |
0.0080 |
0.6% |
57% |
False |
False |
242 |
| 20 |
1.3826 |
1.3359 |
0.0467 |
3.5% |
0.0081 |
0.6% |
31% |
False |
False |
254 |
| 40 |
1.3826 |
1.3359 |
0.0467 |
3.5% |
0.0080 |
0.6% |
31% |
False |
False |
305 |
| 60 |
1.3917 |
1.3359 |
0.0558 |
4.1% |
0.0078 |
0.6% |
26% |
False |
False |
219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3716 |
|
2.618 |
1.3639 |
|
1.618 |
1.3592 |
|
1.000 |
1.3563 |
|
0.618 |
1.3545 |
|
HIGH |
1.3516 |
|
0.618 |
1.3498 |
|
0.500 |
1.3493 |
|
0.382 |
1.3487 |
|
LOW |
1.3469 |
|
0.618 |
1.3440 |
|
1.000 |
1.3422 |
|
1.618 |
1.3393 |
|
2.618 |
1.3346 |
|
4.250 |
1.3269 |
|
|
| Fisher Pivots for day following 18-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3499 |
1.3489 |
| PP |
1.3496 |
1.3475 |
| S1 |
1.3493 |
1.3462 |
|