CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 20-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2022 |
20-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.3593 |
1.3607 |
0.0014 |
0.1% |
1.3586 |
| High |
1.3645 |
1.3659 |
0.0014 |
0.1% |
1.3745 |
| Low |
1.3584 |
1.3582 |
-0.0002 |
0.0% |
1.3528 |
| Close |
1.3622 |
1.3609 |
-0.0013 |
-0.1% |
1.3673 |
| Range |
0.0061 |
0.0077 |
0.0016 |
26.2% |
0.0217 |
| ATR |
0.0083 |
0.0082 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
94,325 |
81,331 |
-12,994 |
-13.8% |
449,217 |
|
| Daily Pivots for day following 20-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3848 |
1.3805 |
1.3651 |
|
| R3 |
1.3771 |
1.3728 |
1.3630 |
|
| R2 |
1.3694 |
1.3694 |
1.3623 |
|
| R1 |
1.3651 |
1.3651 |
1.3616 |
1.3673 |
| PP |
1.3617 |
1.3617 |
1.3617 |
1.3627 |
| S1 |
1.3574 |
1.3574 |
1.3602 |
1.3596 |
| S2 |
1.3540 |
1.3540 |
1.3595 |
|
| S3 |
1.3463 |
1.3497 |
1.3588 |
|
| S4 |
1.3386 |
1.3420 |
1.3567 |
|
|
| 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 |
1.3568 |
0.0177 |
1.3% |
0.0079 |
0.6% |
23% |
False |
False |
100,507 |
| 10 |
1.3745 |
1.3486 |
0.0259 |
1.9% |
0.0078 |
0.6% |
47% |
False |
False |
90,610 |
| 20 |
1.3745 |
1.3238 |
0.0507 |
3.7% |
0.0082 |
0.6% |
73% |
False |
False |
79,550 |
| 40 |
1.3745 |
1.3166 |
0.0579 |
4.3% |
0.0083 |
0.6% |
77% |
False |
False |
67,520 |
| 60 |
1.3826 |
1.3166 |
0.0660 |
4.8% |
0.0084 |
0.6% |
67% |
False |
False |
45,115 |
| 80 |
1.3826 |
1.3166 |
0.0660 |
4.8% |
0.0082 |
0.6% |
67% |
False |
False |
33,926 |
| 100 |
1.3917 |
1.3166 |
0.0751 |
5.5% |
0.0080 |
0.6% |
59% |
False |
False |
27,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3986 |
|
2.618 |
1.3861 |
|
1.618 |
1.3784 |
|
1.000 |
1.3736 |
|
0.618 |
1.3707 |
|
HIGH |
1.3659 |
|
0.618 |
1.3630 |
|
0.500 |
1.3621 |
|
0.382 |
1.3611 |
|
LOW |
1.3582 |
|
0.618 |
1.3534 |
|
1.000 |
1.3505 |
|
1.618 |
1.3457 |
|
2.618 |
1.3380 |
|
4.250 |
1.3255 |
|
|
| Fisher Pivots for day following 20-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.3621 |
1.3627 |
| PP |
1.3617 |
1.3621 |
| S1 |
1.3613 |
1.3615 |
|