CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 13-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2022 |
13-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.3632 |
1.3700 |
0.0068 |
0.5% |
1.3524 |
| High |
1.3712 |
1.3745 |
0.0033 |
0.2% |
1.3599 |
| Low |
1.3618 |
1.3696 |
0.0078 |
0.6% |
1.3426 |
| Close |
1.3708 |
1.3716 |
0.0008 |
0.1% |
1.3593 |
| Range |
0.0094 |
0.0049 |
-0.0045 |
-47.9% |
0.0173 |
| ATR |
0.0084 |
0.0081 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
112,785 |
91,791 |
-20,994 |
-18.6% |
365,697 |
|
| Daily Pivots for day following 13-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3866 |
1.3840 |
1.3743 |
|
| R3 |
1.3817 |
1.3791 |
1.3729 |
|
| R2 |
1.3768 |
1.3768 |
1.3725 |
|
| R1 |
1.3742 |
1.3742 |
1.3720 |
1.3755 |
| PP |
1.3719 |
1.3719 |
1.3719 |
1.3726 |
| S1 |
1.3693 |
1.3693 |
1.3712 |
1.3706 |
| S2 |
1.3670 |
1.3670 |
1.3707 |
|
| S3 |
1.3621 |
1.3644 |
1.3703 |
|
| S4 |
1.3572 |
1.3595 |
1.3689 |
|
|
| 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 |
1.3745 |
1.3523 |
0.0222 |
1.6% |
0.0074 |
0.5% |
87% |
True |
False |
84,481 |
| 10 |
1.3745 |
1.3426 |
0.0319 |
2.3% |
0.0081 |
0.6% |
91% |
True |
False |
79,385 |
| 20 |
1.3745 |
1.3172 |
0.0573 |
4.2% |
0.0084 |
0.6% |
95% |
True |
False |
77,989 |
| 40 |
1.3745 |
1.3166 |
0.0579 |
4.2% |
0.0082 |
0.6% |
95% |
True |
False |
57,293 |
| 60 |
1.3826 |
1.3166 |
0.0660 |
4.8% |
0.0081 |
0.6% |
83% |
False |
False |
38,274 |
| 80 |
1.3826 |
1.3166 |
0.0660 |
4.8% |
0.0082 |
0.6% |
83% |
False |
False |
28,794 |
| 100 |
1.3917 |
1.3166 |
0.0751 |
5.5% |
0.0080 |
0.6% |
73% |
False |
False |
23,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3953 |
|
2.618 |
1.3873 |
|
1.618 |
1.3824 |
|
1.000 |
1.3794 |
|
0.618 |
1.3775 |
|
HIGH |
1.3745 |
|
0.618 |
1.3726 |
|
0.500 |
1.3721 |
|
0.382 |
1.3715 |
|
LOW |
1.3696 |
|
0.618 |
1.3666 |
|
1.000 |
1.3647 |
|
1.618 |
1.3617 |
|
2.618 |
1.3568 |
|
4.250 |
1.3488 |
|
|
| Fisher Pivots for day following 13-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.3721 |
1.3695 |
| PP |
1.3719 |
1.3673 |
| S1 |
1.3718 |
1.3652 |
|