CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 29-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2021 |
29-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3334 |
1.3335 |
0.0001 |
0.0% |
1.3456 |
| High |
1.3359 |
1.3369 |
0.0010 |
0.1% |
1.3456 |
| Low |
1.3286 |
1.3297 |
0.0011 |
0.1% |
1.3286 |
| Close |
1.3340 |
1.3299 |
-0.0041 |
-0.3% |
1.3340 |
| Range |
0.0073 |
0.0072 |
-0.0001 |
-1.4% |
0.0170 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
1,141 |
782 |
-359 |
-31.5% |
3,470 |
|
| Daily Pivots for day following 29-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3538 |
1.3490 |
1.3339 |
|
| R3 |
1.3466 |
1.3418 |
1.3319 |
|
| R2 |
1.3394 |
1.3394 |
1.3312 |
|
| R1 |
1.3346 |
1.3346 |
1.3306 |
1.3334 |
| PP |
1.3322 |
1.3322 |
1.3322 |
1.3316 |
| S1 |
1.3274 |
1.3274 |
1.3292 |
1.3262 |
| S2 |
1.3250 |
1.3250 |
1.3286 |
|
| S3 |
1.3178 |
1.3202 |
1.3279 |
|
| S4 |
1.3106 |
1.3130 |
1.3259 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3871 |
1.3775 |
1.3434 |
|
| R3 |
1.3701 |
1.3605 |
1.3387 |
|
| R2 |
1.3531 |
1.3531 |
1.3371 |
|
| R1 |
1.3435 |
1.3435 |
1.3356 |
1.3398 |
| PP |
1.3361 |
1.3361 |
1.3361 |
1.3342 |
| S1 |
1.3265 |
1.3265 |
1.3324 |
1.3228 |
| S2 |
1.3191 |
1.3191 |
1.3309 |
|
| S3 |
1.3021 |
1.3095 |
1.3293 |
|
| S4 |
1.2851 |
1.2925 |
1.3247 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3456 |
1.3286 |
0.0170 |
1.3% |
0.0067 |
0.5% |
8% |
False |
False |
850 |
| 10 |
1.3516 |
1.3286 |
0.0230 |
1.7% |
0.0066 |
0.5% |
6% |
False |
False |
612 |
| 20 |
1.3692 |
1.3286 |
0.0406 |
3.1% |
0.0081 |
0.6% |
3% |
False |
False |
461 |
| 40 |
1.3826 |
1.3286 |
0.0540 |
4.1% |
0.0073 |
0.5% |
2% |
False |
False |
413 |
| 60 |
1.3917 |
1.3286 |
0.0631 |
4.7% |
0.0079 |
0.6% |
2% |
False |
False |
303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3675 |
|
2.618 |
1.3557 |
|
1.618 |
1.3485 |
|
1.000 |
1.3441 |
|
0.618 |
1.3413 |
|
HIGH |
1.3369 |
|
0.618 |
1.3341 |
|
0.500 |
1.3333 |
|
0.382 |
1.3325 |
|
LOW |
1.3297 |
|
0.618 |
1.3253 |
|
1.000 |
1.3225 |
|
1.618 |
1.3181 |
|
2.618 |
1.3109 |
|
4.250 |
1.2991 |
|
|
| Fisher Pivots for day following 29-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3333 |
1.3338 |
| PP |
1.3322 |
1.3325 |
| S1 |
1.3310 |
1.3312 |
|