CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 21-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2022 |
21-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.3607 |
1.3594 |
-0.0013 |
-0.1% |
1.3666 |
| High |
1.3659 |
1.3599 |
-0.0060 |
-0.4% |
1.3686 |
| Low |
1.3582 |
1.3541 |
-0.0041 |
-0.3% |
1.3541 |
| Close |
1.3609 |
1.3551 |
-0.0058 |
-0.4% |
1.3551 |
| Range |
0.0077 |
0.0058 |
-0.0019 |
-24.7% |
0.0145 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
81,331 |
114,677 |
33,346 |
41.0% |
436,343 |
|
| Daily Pivots for day following 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3738 |
1.3702 |
1.3583 |
|
| R3 |
1.3680 |
1.3644 |
1.3567 |
|
| R2 |
1.3622 |
1.3622 |
1.3562 |
|
| R1 |
1.3586 |
1.3586 |
1.3556 |
1.3575 |
| PP |
1.3564 |
1.3564 |
1.3564 |
1.3558 |
| S1 |
1.3528 |
1.3528 |
1.3546 |
1.3517 |
| S2 |
1.3506 |
1.3506 |
1.3540 |
|
| S3 |
1.3448 |
1.3470 |
1.3535 |
|
| S4 |
1.3390 |
1.3412 |
1.3519 |
|
|
| Weekly Pivots for week ending 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4028 |
1.3934 |
1.3631 |
|
| R3 |
1.3883 |
1.3789 |
1.3591 |
|
| R2 |
1.3738 |
1.3738 |
1.3578 |
|
| R1 |
1.3644 |
1.3644 |
1.3564 |
1.3619 |
| PP |
1.3593 |
1.3593 |
1.3593 |
1.3580 |
| S1 |
1.3499 |
1.3499 |
1.3538 |
1.3474 |
| S2 |
1.3448 |
1.3448 |
1.3524 |
|
| S3 |
1.3303 |
1.3354 |
1.3511 |
|
| S4 |
1.3158 |
1.3209 |
1.3471 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3740 |
1.3541 |
0.0199 |
1.5% |
0.0081 |
0.6% |
5% |
False |
True |
105,084 |
| 10 |
1.3745 |
1.3523 |
0.0222 |
1.6% |
0.0077 |
0.6% |
13% |
False |
False |
94,782 |
| 20 |
1.3745 |
1.3342 |
0.0403 |
3.0% |
0.0078 |
0.6% |
52% |
False |
False |
81,604 |
| 40 |
1.3745 |
1.3166 |
0.0579 |
4.3% |
0.0083 |
0.6% |
66% |
False |
False |
70,353 |
| 60 |
1.3806 |
1.3166 |
0.0640 |
4.7% |
0.0083 |
0.6% |
60% |
False |
False |
47,023 |
| 80 |
1.3826 |
1.3166 |
0.0660 |
4.9% |
0.0080 |
0.6% |
58% |
False |
False |
35,356 |
| 100 |
1.3917 |
1.3166 |
0.0751 |
5.5% |
0.0080 |
0.6% |
51% |
False |
False |
28,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3846 |
|
2.618 |
1.3751 |
|
1.618 |
1.3693 |
|
1.000 |
1.3657 |
|
0.618 |
1.3635 |
|
HIGH |
1.3599 |
|
0.618 |
1.3577 |
|
0.500 |
1.3570 |
|
0.382 |
1.3563 |
|
LOW |
1.3541 |
|
0.618 |
1.3505 |
|
1.000 |
1.3483 |
|
1.618 |
1.3447 |
|
2.618 |
1.3389 |
|
4.250 |
1.3295 |
|
|
| Fisher Pivots for day following 21-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.3570 |
1.3600 |
| PP |
1.3564 |
1.3584 |
| S1 |
1.3557 |
1.3567 |
|