CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 16-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2021 |
16-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3236 |
1.3265 |
0.0029 |
0.2% |
1.3245 |
| High |
1.3288 |
1.3378 |
0.0090 |
0.7% |
1.3295 |
| Low |
1.3176 |
1.3247 |
0.0071 |
0.5% |
1.3166 |
| Close |
1.3242 |
1.3311 |
0.0069 |
0.5% |
1.3262 |
| Range |
0.0112 |
0.0131 |
0.0019 |
17.0% |
0.0129 |
| ATR |
0.0082 |
0.0086 |
0.0004 |
4.7% |
0.0000 |
| Volume |
94,616 |
144,520 |
49,904 |
52.7% |
458,213 |
|
| Daily Pivots for day following 16-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3705 |
1.3639 |
1.3383 |
|
| R3 |
1.3574 |
1.3508 |
1.3347 |
|
| R2 |
1.3443 |
1.3443 |
1.3335 |
|
| R1 |
1.3377 |
1.3377 |
1.3323 |
1.3410 |
| PP |
1.3312 |
1.3312 |
1.3312 |
1.3329 |
| S1 |
1.3246 |
1.3246 |
1.3299 |
1.3279 |
| S2 |
1.3181 |
1.3181 |
1.3287 |
|
| S3 |
1.3050 |
1.3115 |
1.3275 |
|
| S4 |
1.2919 |
1.2984 |
1.3239 |
|
|
| Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3628 |
1.3574 |
1.3333 |
|
| R3 |
1.3499 |
1.3445 |
1.3297 |
|
| R2 |
1.3370 |
1.3370 |
1.3286 |
|
| R1 |
1.3316 |
1.3316 |
1.3274 |
1.3343 |
| PP |
1.3241 |
1.3241 |
1.3241 |
1.3255 |
| S1 |
1.3187 |
1.3187 |
1.3250 |
1.3214 |
| S2 |
1.3112 |
1.3112 |
1.3238 |
|
| S3 |
1.2983 |
1.3058 |
1.3227 |
|
| S4 |
1.2854 |
1.2929 |
1.3191 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3378 |
1.3176 |
0.0202 |
1.5% |
0.0092 |
0.7% |
67% |
True |
False |
99,678 |
| 10 |
1.3378 |
1.3166 |
0.0212 |
1.6% |
0.0086 |
0.6% |
68% |
True |
False |
85,898 |
| 20 |
1.3516 |
1.3166 |
0.0350 |
2.6% |
0.0083 |
0.6% |
41% |
False |
False |
43,812 |
| 40 |
1.3826 |
1.3166 |
0.0660 |
5.0% |
0.0081 |
0.6% |
22% |
False |
False |
22,027 |
| 60 |
1.3826 |
1.3166 |
0.0660 |
5.0% |
0.0082 |
0.6% |
22% |
False |
False |
14,804 |
| 80 |
1.3917 |
1.3166 |
0.0751 |
5.6% |
0.0080 |
0.6% |
19% |
False |
False |
11,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3935 |
|
2.618 |
1.3721 |
|
1.618 |
1.3590 |
|
1.000 |
1.3509 |
|
0.618 |
1.3459 |
|
HIGH |
1.3378 |
|
0.618 |
1.3328 |
|
0.500 |
1.3313 |
|
0.382 |
1.3297 |
|
LOW |
1.3247 |
|
0.618 |
1.3166 |
|
1.000 |
1.3116 |
|
1.618 |
1.3035 |
|
2.618 |
1.2904 |
|
4.250 |
1.2690 |
|
|
| Fisher Pivots for day following 16-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3313 |
1.3300 |
| PP |
1.3312 |
1.3288 |
| S1 |
1.3312 |
1.3277 |
|