CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 27-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2021 |
27-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3353 |
1.3405 |
0.0052 |
0.4% |
1.3243 |
| High |
1.3436 |
1.3445 |
0.0009 |
0.1% |
1.3436 |
| Low |
1.3342 |
1.3390 |
0.0048 |
0.4% |
1.3172 |
| Close |
1.3416 |
1.3441 |
0.0025 |
0.2% |
1.3416 |
| Range |
0.0094 |
0.0055 |
-0.0039 |
-41.5% |
0.0264 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
79,227 |
47,775 |
-31,452 |
-39.7% |
301,535 |
|
| Daily Pivots for day following 27-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3590 |
1.3571 |
1.3471 |
|
| R3 |
1.3535 |
1.3516 |
1.3456 |
|
| R2 |
1.3480 |
1.3480 |
1.3451 |
|
| R1 |
1.3461 |
1.3461 |
1.3446 |
1.3471 |
| PP |
1.3425 |
1.3425 |
1.3425 |
1.3430 |
| S1 |
1.3406 |
1.3406 |
1.3436 |
1.3416 |
| S2 |
1.3370 |
1.3370 |
1.3431 |
|
| S3 |
1.3315 |
1.3351 |
1.3426 |
|
| S4 |
1.3260 |
1.3296 |
1.3411 |
|
|
| Weekly Pivots for week ending 24-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4133 |
1.4039 |
1.3561 |
|
| R3 |
1.3869 |
1.3775 |
1.3489 |
|
| R2 |
1.3605 |
1.3605 |
1.3464 |
|
| R1 |
1.3511 |
1.3511 |
1.3440 |
1.3558 |
| PP |
1.3341 |
1.3341 |
1.3341 |
1.3365 |
| S1 |
1.3247 |
1.3247 |
1.3392 |
1.3294 |
| S2 |
1.3077 |
1.3077 |
1.3368 |
|
| S3 |
1.2813 |
1.2983 |
1.3343 |
|
| S4 |
1.2549 |
1.2719 |
1.3271 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3445 |
1.3172 |
0.0273 |
2.0% |
0.0084 |
0.6% |
99% |
True |
False |
69,862 |
| 10 |
1.3445 |
1.3172 |
0.0273 |
2.0% |
0.0090 |
0.7% |
99% |
True |
False |
82,939 |
| 20 |
1.3445 |
1.3166 |
0.0279 |
2.1% |
0.0089 |
0.7% |
99% |
True |
False |
65,359 |
| 40 |
1.3788 |
1.3166 |
0.0622 |
4.6% |
0.0086 |
0.6% |
44% |
False |
False |
32,895 |
| 60 |
1.3826 |
1.3166 |
0.0660 |
4.9% |
0.0079 |
0.6% |
42% |
False |
False |
22,049 |
| 80 |
1.3917 |
1.3166 |
0.0751 |
5.6% |
0.0081 |
0.6% |
37% |
False |
False |
16,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3679 |
|
2.618 |
1.3589 |
|
1.618 |
1.3534 |
|
1.000 |
1.3500 |
|
0.618 |
1.3479 |
|
HIGH |
1.3445 |
|
0.618 |
1.3424 |
|
0.500 |
1.3418 |
|
0.382 |
1.3411 |
|
LOW |
1.3390 |
|
0.618 |
1.3356 |
|
1.000 |
1.3335 |
|
1.618 |
1.3301 |
|
2.618 |
1.3246 |
|
4.250 |
1.3156 |
|
|
| Fisher Pivots for day following 27-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3433 |
1.3408 |
| PP |
1.3425 |
1.3375 |
| S1 |
1.3418 |
1.3342 |
|