CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 18-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2022 |
18-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.3706 |
1.3666 |
-0.0040 |
-0.3% |
1.3586 |
| High |
1.3740 |
1.3686 |
-0.0054 |
-0.4% |
1.3745 |
| Low |
1.3650 |
1.3568 |
-0.0082 |
-0.6% |
1.3528 |
| Close |
1.3673 |
1.3593 |
-0.0080 |
-0.6% |
1.3673 |
| Range |
0.0090 |
0.0118 |
0.0028 |
31.1% |
0.0217 |
| ATR |
0.0082 |
0.0084 |
0.0003 |
3.2% |
0.0000 |
| Volume |
89,078 |
146,010 |
56,932 |
63.9% |
449,217 |
|
| Daily Pivots for day following 18-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3970 |
1.3899 |
1.3658 |
|
| R3 |
1.3852 |
1.3781 |
1.3625 |
|
| R2 |
1.3734 |
1.3734 |
1.3615 |
|
| R1 |
1.3663 |
1.3663 |
1.3604 |
1.3640 |
| PP |
1.3616 |
1.3616 |
1.3616 |
1.3604 |
| S1 |
1.3545 |
1.3545 |
1.3582 |
1.3522 |
| S2 |
1.3498 |
1.3498 |
1.3571 |
|
| S3 |
1.3380 |
1.3427 |
1.3561 |
|
| S4 |
1.3262 |
1.3309 |
1.3528 |
|
|
| Weekly Pivots for week ending 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4300 |
1.4203 |
1.3792 |
|
| R3 |
1.4083 |
1.3986 |
1.3733 |
|
| R2 |
1.3866 |
1.3866 |
1.3713 |
|
| R1 |
1.3769 |
1.3769 |
1.3693 |
1.3818 |
| PP |
1.3649 |
1.3649 |
1.3649 |
1.3673 |
| S1 |
1.3552 |
1.3552 |
1.3653 |
1.3601 |
| S2 |
1.3432 |
1.3432 |
1.3633 |
|
| S3 |
1.3215 |
1.3335 |
1.3613 |
|
| S4 |
1.2998 |
1.3118 |
1.3554 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3745 |
1.3558 |
0.0187 |
1.4% |
0.0085 |
0.6% |
19% |
False |
False |
105,219 |
| 10 |
1.3745 |
1.3456 |
0.0289 |
2.1% |
0.0082 |
0.6% |
47% |
False |
False |
89,238 |
| 20 |
1.3745 |
1.3172 |
0.0573 |
4.2% |
0.0082 |
0.6% |
73% |
False |
False |
78,203 |
| 40 |
1.3745 |
1.3166 |
0.0579 |
4.3% |
0.0084 |
0.6% |
74% |
False |
False |
63,157 |
| 60 |
1.3826 |
1.3166 |
0.0660 |
4.9% |
0.0083 |
0.6% |
65% |
False |
False |
42,189 |
| 80 |
1.3826 |
1.3166 |
0.0660 |
4.9% |
0.0082 |
0.6% |
65% |
False |
False |
31,731 |
| 100 |
1.3917 |
1.3166 |
0.0751 |
5.5% |
0.0081 |
0.6% |
57% |
False |
False |
25,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4188 |
|
2.618 |
1.3995 |
|
1.618 |
1.3877 |
|
1.000 |
1.3804 |
|
0.618 |
1.3759 |
|
HIGH |
1.3686 |
|
0.618 |
1.3641 |
|
0.500 |
1.3627 |
|
0.382 |
1.3613 |
|
LOW |
1.3568 |
|
0.618 |
1.3495 |
|
1.000 |
1.3450 |
|
1.618 |
1.3377 |
|
2.618 |
1.3259 |
|
4.250 |
1.3067 |
|
|
| Fisher Pivots for day following 18-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.3627 |
1.3657 |
| PP |
1.3616 |
1.3635 |
| S1 |
1.3604 |
1.3614 |
|