CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 22-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2021 |
22-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3499 |
1.3456 |
-0.0043 |
-0.3% |
1.3418 |
| High |
1.3513 |
1.3456 |
-0.0057 |
-0.4% |
1.3516 |
| Low |
1.3413 |
1.3391 |
-0.0022 |
-0.2% |
1.3407 |
| Close |
1.3452 |
1.3391 |
-0.0061 |
-0.5% |
1.3452 |
| Range |
0.0100 |
0.0065 |
-0.0035 |
-35.0% |
0.0109 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
861 |
252 |
-609 |
-70.7% |
1,872 |
|
| Daily Pivots for day following 22-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3608 |
1.3564 |
1.3427 |
|
| R3 |
1.3543 |
1.3499 |
1.3409 |
|
| R2 |
1.3478 |
1.3478 |
1.3403 |
|
| R1 |
1.3434 |
1.3434 |
1.3397 |
1.3424 |
| PP |
1.3413 |
1.3413 |
1.3413 |
1.3407 |
| S1 |
1.3369 |
1.3369 |
1.3385 |
1.3359 |
| S2 |
1.3348 |
1.3348 |
1.3379 |
|
| S3 |
1.3283 |
1.3304 |
1.3373 |
|
| S4 |
1.3218 |
1.3239 |
1.3355 |
|
|
| Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3785 |
1.3728 |
1.3512 |
|
| R3 |
1.3676 |
1.3619 |
1.3482 |
|
| R2 |
1.3567 |
1.3567 |
1.3472 |
|
| R1 |
1.3510 |
1.3510 |
1.3462 |
1.3539 |
| PP |
1.3458 |
1.3458 |
1.3458 |
1.3473 |
| S1 |
1.3401 |
1.3401 |
1.3442 |
1.3430 |
| S2 |
1.3349 |
1.3349 |
1.3432 |
|
| S3 |
1.3240 |
1.3292 |
1.3422 |
|
| S4 |
1.3131 |
1.3183 |
1.3392 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3516 |
1.3391 |
0.0125 |
0.9% |
0.0070 |
0.5% |
0% |
False |
True |
374 |
| 10 |
1.3609 |
1.3359 |
0.0250 |
1.9% |
0.0076 |
0.6% |
13% |
False |
False |
312 |
| 20 |
1.3826 |
1.3359 |
0.0467 |
3.5% |
0.0084 |
0.6% |
7% |
False |
False |
306 |
| 40 |
1.3826 |
1.3359 |
0.0467 |
3.5% |
0.0081 |
0.6% |
7% |
False |
False |
331 |
| 60 |
1.3917 |
1.3359 |
0.0558 |
4.2% |
0.0078 |
0.6% |
6% |
False |
False |
237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3732 |
|
2.618 |
1.3626 |
|
1.618 |
1.3561 |
|
1.000 |
1.3521 |
|
0.618 |
1.3496 |
|
HIGH |
1.3456 |
|
0.618 |
1.3431 |
|
0.500 |
1.3424 |
|
0.382 |
1.3416 |
|
LOW |
1.3391 |
|
0.618 |
1.3351 |
|
1.000 |
1.3326 |
|
1.618 |
1.3286 |
|
2.618 |
1.3221 |
|
4.250 |
1.3115 |
|
|
| Fisher Pivots for day following 22-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3424 |
1.3454 |
| PP |
1.3413 |
1.3433 |
| S1 |
1.3402 |
1.3412 |
|