CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 06-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2022 |
06-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.3525 |
1.3550 |
0.0025 |
0.2% |
1.3405 |
| High |
1.3594 |
1.3555 |
-0.0039 |
-0.3% |
1.3547 |
| Low |
1.3518 |
1.3486 |
-0.0032 |
-0.2% |
1.3390 |
| Close |
1.3557 |
1.3521 |
-0.0036 |
-0.3% |
1.3531 |
| Range |
0.0076 |
0.0069 |
-0.0007 |
-9.2% |
0.0157 |
| ATR |
0.0086 |
0.0084 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
78,113 |
72,955 |
-5,158 |
-6.6% |
301,609 |
|
| Daily Pivots for day following 06-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3728 |
1.3693 |
1.3559 |
|
| R3 |
1.3659 |
1.3624 |
1.3540 |
|
| R2 |
1.3590 |
1.3590 |
1.3534 |
|
| R1 |
1.3555 |
1.3555 |
1.3527 |
1.3538 |
| PP |
1.3521 |
1.3521 |
1.3521 |
1.3512 |
| S1 |
1.3486 |
1.3486 |
1.3515 |
1.3469 |
| S2 |
1.3452 |
1.3452 |
1.3508 |
|
| S3 |
1.3383 |
1.3417 |
1.3502 |
|
| S4 |
1.3314 |
1.3348 |
1.3483 |
|
|
| 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 |
1.3594 |
1.3426 |
0.0168 |
1.2% |
0.0087 |
0.6% |
57% |
False |
False |
74,289 |
| 10 |
1.3594 |
1.3342 |
0.0252 |
1.9% |
0.0079 |
0.6% |
71% |
False |
False |
68,426 |
| 20 |
1.3594 |
1.3172 |
0.0422 |
3.1% |
0.0084 |
0.6% |
83% |
False |
False |
81,876 |
| 40 |
1.3594 |
1.3166 |
0.0428 |
3.2% |
0.0083 |
0.6% |
83% |
False |
False |
46,766 |
| 60 |
1.3826 |
1.3166 |
0.0660 |
4.9% |
0.0081 |
0.6% |
54% |
False |
False |
31,249 |
| 80 |
1.3858 |
1.3166 |
0.0692 |
5.1% |
0.0082 |
0.6% |
51% |
False |
False |
23,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3848 |
|
2.618 |
1.3736 |
|
1.618 |
1.3667 |
|
1.000 |
1.3624 |
|
0.618 |
1.3598 |
|
HIGH |
1.3555 |
|
0.618 |
1.3529 |
|
0.500 |
1.3521 |
|
0.382 |
1.3512 |
|
LOW |
1.3486 |
|
0.618 |
1.3443 |
|
1.000 |
1.3417 |
|
1.618 |
1.3374 |
|
2.618 |
1.3305 |
|
4.250 |
1.3193 |
|
|
| Fisher Pivots for day following 06-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.3521 |
1.3525 |
| PP |
1.3521 |
1.3524 |
| S1 |
1.3521 |
1.3522 |
|