CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 03-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2021 |
03-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.3496 |
1.3524 |
0.0028 |
0.2% |
1.3405 |
| High |
1.3547 |
1.3536 |
-0.0011 |
-0.1% |
1.3547 |
| Low |
1.3462 |
1.3426 |
-0.0036 |
-0.3% |
1.3390 |
| Close |
1.3531 |
1.3481 |
-0.0050 |
-0.4% |
1.3531 |
| Range |
0.0085 |
0.0110 |
0.0025 |
29.4% |
0.0157 |
| ATR |
0.0084 |
0.0085 |
0.0002 |
2.3% |
0.0000 |
| Volume |
68,017 |
68,537 |
520 |
0.8% |
301,609 |
|
| Daily Pivots for day following 03-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3811 |
1.3756 |
1.3542 |
|
| R3 |
1.3701 |
1.3646 |
1.3511 |
|
| R2 |
1.3591 |
1.3591 |
1.3501 |
|
| R1 |
1.3536 |
1.3536 |
1.3491 |
1.3509 |
| PP |
1.3481 |
1.3481 |
1.3481 |
1.3467 |
| S1 |
1.3426 |
1.3426 |
1.3471 |
1.3399 |
| S2 |
1.3371 |
1.3371 |
1.3461 |
|
| S3 |
1.3261 |
1.3316 |
1.3451 |
|
| S4 |
1.3151 |
1.3206 |
1.3421 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3960 |
1.3903 |
1.3617 |
|
| R3 |
1.3803 |
1.3746 |
1.3574 |
|
| R2 |
1.3646 |
1.3646 |
1.3560 |
|
| R1 |
1.3589 |
1.3589 |
1.3545 |
1.3618 |
| PP |
1.3489 |
1.3489 |
1.3489 |
1.3504 |
| S1 |
1.3432 |
1.3432 |
1.3517 |
1.3461 |
| S2 |
1.3332 |
1.3332 |
1.3502 |
|
| S3 |
1.3175 |
1.3275 |
1.3488 |
|
| S4 |
1.3018 |
1.3118 |
1.3445 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3547 |
1.3407 |
0.0140 |
1.0% |
0.0080 |
0.6% |
53% |
False |
False |
64,474 |
| 10 |
1.3547 |
1.3172 |
0.0375 |
2.8% |
0.0082 |
0.6% |
82% |
False |
False |
67,168 |
| 20 |
1.3547 |
1.3166 |
0.0381 |
2.8% |
0.0085 |
0.6% |
83% |
False |
False |
80,498 |
| 40 |
1.3609 |
1.3166 |
0.0443 |
3.3% |
0.0083 |
0.6% |
71% |
False |
False |
40,907 |
| 60 |
1.3826 |
1.3166 |
0.0660 |
4.9% |
0.0080 |
0.6% |
48% |
False |
False |
27,383 |
| 80 |
1.3917 |
1.3166 |
0.0751 |
5.6% |
0.0082 |
0.6% |
42% |
False |
False |
20,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4004 |
|
2.618 |
1.3824 |
|
1.618 |
1.3714 |
|
1.000 |
1.3646 |
|
0.618 |
1.3604 |
|
HIGH |
1.3536 |
|
0.618 |
1.3494 |
|
0.500 |
1.3481 |
|
0.382 |
1.3468 |
|
LOW |
1.3426 |
|
0.618 |
1.3358 |
|
1.000 |
1.3316 |
|
1.618 |
1.3248 |
|
2.618 |
1.3138 |
|
4.250 |
1.2959 |
|
|
| Fisher Pivots for day following 03-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.3481 |
1.3487 |
| PP |
1.3481 |
1.3485 |
| S1 |
1.3481 |
1.3483 |
|