CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 22-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2021 |
22-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3206 |
1.3266 |
0.0060 |
0.5% |
1.3265 |
| High |
1.3269 |
1.3362 |
0.0093 |
0.7% |
1.3378 |
| Low |
1.3194 |
1.3238 |
0.0044 |
0.3% |
1.3176 |
| Close |
1.3262 |
1.3357 |
0.0095 |
0.7% |
1.3252 |
| Range |
0.0075 |
0.0124 |
0.0049 |
65.3% |
0.0202 |
| ATR |
0.0086 |
0.0089 |
0.0003 |
3.1% |
0.0000 |
| Volume |
66,713 |
73,602 |
6,889 |
10.3% |
480,082 |
|
| Daily Pivots for day following 22-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3691 |
1.3648 |
1.3425 |
|
| R3 |
1.3567 |
1.3524 |
1.3391 |
|
| R2 |
1.3443 |
1.3443 |
1.3380 |
|
| R1 |
1.3400 |
1.3400 |
1.3368 |
1.3422 |
| PP |
1.3319 |
1.3319 |
1.3319 |
1.3330 |
| S1 |
1.3276 |
1.3276 |
1.3346 |
1.3298 |
| S2 |
1.3195 |
1.3195 |
1.3334 |
|
| S3 |
1.3071 |
1.3152 |
1.3323 |
|
| S4 |
1.2947 |
1.3028 |
1.3289 |
|
|
| Weekly Pivots for week ending 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3875 |
1.3765 |
1.3363 |
|
| R3 |
1.3673 |
1.3563 |
1.3308 |
|
| R2 |
1.3471 |
1.3471 |
1.3289 |
|
| R1 |
1.3361 |
1.3361 |
1.3271 |
1.3315 |
| PP |
1.3269 |
1.3269 |
1.3269 |
1.3246 |
| S1 |
1.3159 |
1.3159 |
1.3233 |
1.3113 |
| S2 |
1.3067 |
1.3067 |
1.3215 |
|
| S3 |
1.2865 |
1.2957 |
1.3196 |
|
| S4 |
1.2663 |
1.2755 |
1.3141 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3378 |
1.3172 |
0.0206 |
1.5% |
0.0102 |
0.8% |
90% |
False |
False |
90,623 |
| 10 |
1.3378 |
1.3172 |
0.0206 |
1.5% |
0.0089 |
0.7% |
90% |
False |
False |
95,325 |
| 20 |
1.3390 |
1.3166 |
0.0224 |
1.7% |
0.0088 |
0.7% |
85% |
False |
False |
59,103 |
| 40 |
1.3806 |
1.3166 |
0.0640 |
4.8% |
0.0086 |
0.6% |
30% |
False |
False |
29,732 |
| 60 |
1.3826 |
1.3166 |
0.0660 |
4.9% |
0.0081 |
0.6% |
29% |
False |
False |
19,940 |
| 80 |
1.3917 |
1.3166 |
0.0751 |
5.6% |
0.0081 |
0.6% |
25% |
False |
False |
14,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3889 |
|
2.618 |
1.3687 |
|
1.618 |
1.3563 |
|
1.000 |
1.3486 |
|
0.618 |
1.3439 |
|
HIGH |
1.3362 |
|
0.618 |
1.3315 |
|
0.500 |
1.3300 |
|
0.382 |
1.3285 |
|
LOW |
1.3238 |
|
0.618 |
1.3161 |
|
1.000 |
1.3114 |
|
1.618 |
1.3037 |
|
2.618 |
1.2913 |
|
4.250 |
1.2711 |
|
|
| Fisher Pivots for day following 22-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3338 |
1.3327 |
| PP |
1.3319 |
1.3297 |
| S1 |
1.3300 |
1.3267 |
|