CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 02-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2021 |
02-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3309 |
1.3284 |
-0.0025 |
-0.2% |
1.3456 |
| High |
1.3360 |
1.3339 |
-0.0021 |
-0.2% |
1.3456 |
| Low |
1.3270 |
1.3282 |
0.0012 |
0.1% |
1.3286 |
| Close |
1.3287 |
1.3304 |
0.0017 |
0.1% |
1.3340 |
| Range |
0.0090 |
0.0057 |
-0.0033 |
-36.7% |
0.0170 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
5,051 |
3,732 |
-1,319 |
-26.1% |
3,470 |
|
| Daily Pivots for day following 02-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3479 |
1.3449 |
1.3335 |
|
| R3 |
1.3422 |
1.3392 |
1.3320 |
|
| R2 |
1.3365 |
1.3365 |
1.3314 |
|
| R1 |
1.3335 |
1.3335 |
1.3309 |
1.3350 |
| PP |
1.3308 |
1.3308 |
1.3308 |
1.3316 |
| S1 |
1.3278 |
1.3278 |
1.3299 |
1.3293 |
| S2 |
1.3251 |
1.3251 |
1.3294 |
|
| S3 |
1.3194 |
1.3221 |
1.3288 |
|
| S4 |
1.3137 |
1.3164 |
1.3273 |
|
|
| 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 |
1.3375 |
1.3205 |
0.0170 |
1.3% |
0.0092 |
0.7% |
58% |
False |
False |
2,750 |
| 10 |
1.3516 |
1.3205 |
0.0311 |
2.3% |
0.0080 |
0.6% |
32% |
False |
False |
1,726 |
| 20 |
1.3692 |
1.3205 |
0.0487 |
3.7% |
0.0088 |
0.7% |
20% |
False |
False |
1,032 |
| 40 |
1.3826 |
1.3205 |
0.0621 |
4.7% |
0.0076 |
0.6% |
16% |
False |
False |
654 |
| 60 |
1.3917 |
1.3205 |
0.0712 |
5.4% |
0.0081 |
0.6% |
14% |
False |
False |
500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3581 |
|
2.618 |
1.3488 |
|
1.618 |
1.3431 |
|
1.000 |
1.3396 |
|
0.618 |
1.3374 |
|
HIGH |
1.3339 |
|
0.618 |
1.3317 |
|
0.500 |
1.3311 |
|
0.382 |
1.3304 |
|
LOW |
1.3282 |
|
0.618 |
1.3247 |
|
1.000 |
1.3225 |
|
1.618 |
1.3190 |
|
2.618 |
1.3133 |
|
4.250 |
1.3040 |
|
|
| Fisher Pivots for day following 02-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3311 |
1.3299 |
| PP |
1.3308 |
1.3295 |
| S1 |
1.3306 |
1.3290 |
|