CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 04-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2022 |
04-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.3524 |
1.3475 |
-0.0049 |
-0.4% |
1.3405 |
| High |
1.3536 |
1.3553 |
0.0017 |
0.1% |
1.3547 |
| Low |
1.3426 |
1.3456 |
0.0030 |
0.2% |
1.3390 |
| Close |
1.3481 |
1.3531 |
0.0050 |
0.4% |
1.3531 |
| Range |
0.0110 |
0.0097 |
-0.0013 |
-11.8% |
0.0157 |
| ATR |
0.0085 |
0.0086 |
0.0001 |
1.0% |
0.0000 |
| Volume |
68,537 |
83,823 |
15,286 |
22.3% |
301,609 |
|
| Daily Pivots for day following 04-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3804 |
1.3765 |
1.3584 |
|
| R3 |
1.3707 |
1.3668 |
1.3558 |
|
| R2 |
1.3610 |
1.3610 |
1.3549 |
|
| R1 |
1.3571 |
1.3571 |
1.3540 |
1.3591 |
| PP |
1.3513 |
1.3513 |
1.3513 |
1.3523 |
| S1 |
1.3474 |
1.3474 |
1.3522 |
1.3494 |
| S2 |
1.3416 |
1.3416 |
1.3513 |
|
| S3 |
1.3319 |
1.3377 |
1.3504 |
|
| S4 |
1.3222 |
1.3280 |
1.3478 |
|
|
| 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 |
1.3553 |
1.3407 |
0.0146 |
1.1% |
0.0091 |
0.7% |
85% |
True |
False |
72,988 |
| 10 |
1.3553 |
1.3194 |
0.0359 |
2.7% |
0.0085 |
0.6% |
94% |
True |
False |
67,351 |
| 20 |
1.3553 |
1.3166 |
0.0387 |
2.9% |
0.0086 |
0.6% |
94% |
True |
False |
82,724 |
| 40 |
1.3609 |
1.3166 |
0.0443 |
3.3% |
0.0084 |
0.6% |
82% |
False |
False |
42,997 |
| 60 |
1.3826 |
1.3166 |
0.0660 |
4.9% |
0.0081 |
0.6% |
55% |
False |
False |
28,780 |
| 80 |
1.3917 |
1.3166 |
0.0751 |
5.6% |
0.0083 |
0.6% |
49% |
False |
False |
21,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3965 |
|
2.618 |
1.3807 |
|
1.618 |
1.3710 |
|
1.000 |
1.3650 |
|
0.618 |
1.3613 |
|
HIGH |
1.3553 |
|
0.618 |
1.3516 |
|
0.500 |
1.3505 |
|
0.382 |
1.3493 |
|
LOW |
1.3456 |
|
0.618 |
1.3396 |
|
1.000 |
1.3359 |
|
1.618 |
1.3299 |
|
2.618 |
1.3202 |
|
4.250 |
1.3044 |
|
|
| Fisher Pivots for day following 04-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.3522 |
1.3517 |
| PP |
1.3513 |
1.3503 |
| S1 |
1.3505 |
1.3490 |
|