CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 06-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2021 |
06-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3303 |
1.3245 |
-0.0058 |
-0.4% |
1.3335 |
| High |
1.3314 |
1.3292 |
-0.0022 |
-0.2% |
1.3375 |
| Low |
1.3215 |
1.3228 |
0.0013 |
0.1% |
1.3205 |
| Close |
1.3236 |
1.3264 |
0.0028 |
0.2% |
1.3236 |
| Range |
0.0099 |
0.0064 |
-0.0035 |
-35.4% |
0.0170 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
6,980 |
39,304 |
32,324 |
463.1% |
19,589 |
|
| Daily Pivots for day following 06-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3453 |
1.3423 |
1.3299 |
|
| R3 |
1.3389 |
1.3359 |
1.3282 |
|
| R2 |
1.3325 |
1.3325 |
1.3276 |
|
| R1 |
1.3295 |
1.3295 |
1.3270 |
1.3310 |
| PP |
1.3261 |
1.3261 |
1.3261 |
1.3269 |
| S1 |
1.3231 |
1.3231 |
1.3258 |
1.3246 |
| S2 |
1.3197 |
1.3197 |
1.3252 |
|
| S3 |
1.3133 |
1.3167 |
1.3246 |
|
| S4 |
1.3069 |
1.3103 |
1.3229 |
|
|
| Weekly Pivots for week ending 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3782 |
1.3679 |
1.3330 |
|
| R3 |
1.3612 |
1.3509 |
1.3283 |
|
| R2 |
1.3442 |
1.3442 |
1.3267 |
|
| R1 |
1.3339 |
1.3339 |
1.3252 |
1.3306 |
| PP |
1.3272 |
1.3272 |
1.3272 |
1.3255 |
| S1 |
1.3169 |
1.3169 |
1.3220 |
1.3136 |
| S2 |
1.3102 |
1.3102 |
1.3205 |
|
| S3 |
1.2932 |
1.2999 |
1.3189 |
|
| S4 |
1.2762 |
1.2829 |
1.3143 |
|
|
| 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% |
0.0096 |
0.7% |
35% |
False |
False |
11,622 |
| 10 |
1.3456 |
1.3205 |
0.0251 |
1.9% |
0.0081 |
0.6% |
24% |
False |
False |
6,236 |
| 20 |
1.3609 |
1.3205 |
0.0404 |
3.0% |
0.0081 |
0.6% |
15% |
False |
False |
3,270 |
| 40 |
1.3826 |
1.3205 |
0.0621 |
4.7% |
0.0078 |
0.6% |
10% |
False |
False |
1,807 |
| 60 |
1.3917 |
1.3205 |
0.0712 |
5.4% |
0.0081 |
0.6% |
8% |
False |
False |
1,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3564 |
|
2.618 |
1.3460 |
|
1.618 |
1.3396 |
|
1.000 |
1.3356 |
|
0.618 |
1.3332 |
|
HIGH |
1.3292 |
|
0.618 |
1.3268 |
|
0.500 |
1.3260 |
|
0.382 |
1.3252 |
|
LOW |
1.3228 |
|
0.618 |
1.3188 |
|
1.000 |
1.3164 |
|
1.618 |
1.3124 |
|
2.618 |
1.3060 |
|
4.250 |
1.2956 |
|
|
| Fisher Pivots for day following 06-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3263 |
1.3277 |
| PP |
1.3261 |
1.3273 |
| S1 |
1.3260 |
1.3268 |
|