CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 24-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2022 |
24-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.3594 |
1.3550 |
-0.0044 |
-0.3% |
1.3666 |
| High |
1.3599 |
1.3561 |
-0.0038 |
-0.3% |
1.3686 |
| Low |
1.3541 |
1.3436 |
-0.0105 |
-0.8% |
1.3541 |
| Close |
1.3551 |
1.3478 |
-0.0073 |
-0.5% |
1.3551 |
| Range |
0.0058 |
0.0125 |
0.0067 |
115.5% |
0.0145 |
| ATR |
0.0081 |
0.0084 |
0.0003 |
3.9% |
0.0000 |
| Volume |
114,677 |
126,293 |
11,616 |
10.1% |
436,343 |
|
| Daily Pivots for day following 24-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3867 |
1.3797 |
1.3547 |
|
| R3 |
1.3742 |
1.3672 |
1.3512 |
|
| R2 |
1.3617 |
1.3617 |
1.3501 |
|
| R1 |
1.3547 |
1.3547 |
1.3489 |
1.3520 |
| PP |
1.3492 |
1.3492 |
1.3492 |
1.3478 |
| S1 |
1.3422 |
1.3422 |
1.3467 |
1.3395 |
| S2 |
1.3367 |
1.3367 |
1.3455 |
|
| S3 |
1.3242 |
1.3297 |
1.3444 |
|
| S4 |
1.3117 |
1.3172 |
1.3409 |
|
|
| 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 |
1.3686 |
1.3436 |
0.0250 |
1.9% |
0.0088 |
0.7% |
17% |
False |
True |
112,527 |
| 10 |
1.3745 |
1.3436 |
0.0309 |
2.3% |
0.0082 |
0.6% |
14% |
False |
True |
101,185 |
| 20 |
1.3745 |
1.3390 |
0.0355 |
2.6% |
0.0080 |
0.6% |
25% |
False |
False |
83,957 |
| 40 |
1.3745 |
1.3166 |
0.0579 |
4.3% |
0.0085 |
0.6% |
54% |
False |
False |
73,492 |
| 60 |
1.3806 |
1.3166 |
0.0640 |
4.7% |
0.0084 |
0.6% |
49% |
False |
False |
49,122 |
| 80 |
1.3826 |
1.3166 |
0.0660 |
4.9% |
0.0080 |
0.6% |
47% |
False |
False |
36,932 |
| 100 |
1.3917 |
1.3166 |
0.0751 |
5.6% |
0.0081 |
0.6% |
42% |
False |
False |
29,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4092 |
|
2.618 |
1.3888 |
|
1.618 |
1.3763 |
|
1.000 |
1.3686 |
|
0.618 |
1.3638 |
|
HIGH |
1.3561 |
|
0.618 |
1.3513 |
|
0.500 |
1.3499 |
|
0.382 |
1.3484 |
|
LOW |
1.3436 |
|
0.618 |
1.3359 |
|
1.000 |
1.3311 |
|
1.618 |
1.3234 |
|
2.618 |
1.3109 |
|
4.250 |
1.2905 |
|
|
| Fisher Pivots for day following 24-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.3499 |
1.3548 |
| PP |
1.3492 |
1.3524 |
| S1 |
1.3485 |
1.3501 |
|