CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 07-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2022 |
07-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.3550 |
1.3531 |
-0.0019 |
-0.1% |
1.3524 |
| High |
1.3555 |
1.3599 |
0.0044 |
0.3% |
1.3599 |
| Low |
1.3486 |
1.3523 |
0.0037 |
0.3% |
1.3426 |
| Close |
1.3521 |
1.3593 |
0.0072 |
0.5% |
1.3593 |
| Range |
0.0069 |
0.0076 |
0.0007 |
10.1% |
0.0173 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
72,955 |
62,269 |
-10,686 |
-14.6% |
365,697 |
|
| Daily Pivots for day following 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3800 |
1.3772 |
1.3635 |
|
| R3 |
1.3724 |
1.3696 |
1.3614 |
|
| R2 |
1.3648 |
1.3648 |
1.3607 |
|
| R1 |
1.3620 |
1.3620 |
1.3600 |
1.3634 |
| PP |
1.3572 |
1.3572 |
1.3572 |
1.3579 |
| S1 |
1.3544 |
1.3544 |
1.3586 |
1.3558 |
| S2 |
1.3496 |
1.3496 |
1.3579 |
|
| S3 |
1.3420 |
1.3468 |
1.3572 |
|
| S4 |
1.3344 |
1.3392 |
1.3551 |
|
|
| Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4058 |
1.3999 |
1.3688 |
|
| R3 |
1.3885 |
1.3826 |
1.3641 |
|
| R2 |
1.3712 |
1.3712 |
1.3625 |
|
| R1 |
1.3653 |
1.3653 |
1.3609 |
1.3683 |
| PP |
1.3539 |
1.3539 |
1.3539 |
1.3554 |
| S1 |
1.3480 |
1.3480 |
1.3577 |
1.3510 |
| S2 |
1.3366 |
1.3366 |
1.3561 |
|
| S3 |
1.3193 |
1.3307 |
1.3545 |
|
| S4 |
1.3020 |
1.3134 |
1.3498 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3599 |
1.3426 |
0.0173 |
1.3% |
0.0086 |
0.6% |
97% |
True |
False |
73,139 |
| 10 |
1.3599 |
1.3390 |
0.0209 |
1.5% |
0.0078 |
0.6% |
97% |
True |
False |
66,730 |
| 20 |
1.3599 |
1.3172 |
0.0427 |
3.1% |
0.0086 |
0.6% |
99% |
True |
False |
77,676 |
| 40 |
1.3599 |
1.3166 |
0.0433 |
3.2% |
0.0081 |
0.6% |
99% |
True |
False |
48,312 |
| 60 |
1.3826 |
1.3166 |
0.0660 |
4.9% |
0.0081 |
0.6% |
65% |
False |
False |
32,284 |
| 80 |
1.3858 |
1.3166 |
0.0692 |
5.1% |
0.0082 |
0.6% |
62% |
False |
False |
24,294 |
| 100 |
1.3917 |
1.3166 |
0.0751 |
5.5% |
0.0079 |
0.6% |
57% |
False |
False |
19,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3922 |
|
2.618 |
1.3798 |
|
1.618 |
1.3722 |
|
1.000 |
1.3675 |
|
0.618 |
1.3646 |
|
HIGH |
1.3599 |
|
0.618 |
1.3570 |
|
0.500 |
1.3561 |
|
0.382 |
1.3552 |
|
LOW |
1.3523 |
|
0.618 |
1.3476 |
|
1.000 |
1.3447 |
|
1.618 |
1.3400 |
|
2.618 |
1.3324 |
|
4.250 |
1.3200 |
|
|
| Fisher Pivots for day following 07-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.3582 |
1.3576 |
| PP |
1.3572 |
1.3559 |
| S1 |
1.3561 |
1.3543 |
|