CME British Pound Future March 2022


Trading Metrics calculated at close of trading on 11-Jan-2022
Day Change Summary
Previous Current
10-Jan-2022 11-Jan-2022 Change Change % Previous Week
Open 1.3586 1.3574 -0.0012 -0.1% 1.3524
High 1.3601 1.3634 0.0033 0.2% 1.3599
Low 1.3528 1.3558 0.0030 0.2% 1.3426
Close 1.3566 1.3625 0.0059 0.4% 1.3593
Range 0.0073 0.0076 0.0003 4.1% 0.0173
ATR 0.0083 0.0083 -0.0001 -0.6% 0.0000
Volume 69,128 86,435 17,307 25.0% 365,697
Daily Pivots for day following 11-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.3834 1.3805 1.3667
R3 1.3758 1.3729 1.3646
R2 1.3682 1.3682 1.3639
R1 1.3653 1.3653 1.3632 1.3668
PP 1.3606 1.3606 1.3606 1.3613
S1 1.3577 1.3577 1.3618 1.3592
S2 1.3530 1.3530 1.3611
S3 1.3454 1.3501 1.3604
S4 1.3378 1.3425 1.3583
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 1.3634 1.3486 0.0148 1.1% 0.0074 0.5% 94% True False 73,780
10 1.3634 1.3407 0.0227 1.7% 0.0082 0.6% 96% True False 73,384
20 1.3634 1.3172 0.0462 3.4% 0.0085 0.6% 98% True False 76,371
40 1.3634 1.3166 0.0468 3.4% 0.0081 0.6% 98% True False 52,190
60 1.3826 1.3166 0.0660 4.8% 0.0081 0.6% 70% False False 34,873
80 1.3826 1.3166 0.0660 4.8% 0.0082 0.6% 70% False False 26,237
100 1.3917 1.3166 0.0751 5.5% 0.0080 0.6% 61% False False 20,998
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3957
2.618 1.3833
1.618 1.3757
1.000 1.3710
0.618 1.3681
HIGH 1.3634
0.618 1.3605
0.500 1.3596
0.382 1.3587
LOW 1.3558
0.618 1.3511
1.000 1.3482
1.618 1.3435
2.618 1.3359
4.250 1.3235
Fisher Pivots for day following 11-Jan-2022
Pivot 1 day 3 day
R1 1.3615 1.3610
PP 1.3606 1.3594
S1 1.3596 1.3579

These figures are updated between 7pm and 10pm EST after a trading day.

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