CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 31-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2022 |
31-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.3375 |
1.3391 |
0.0016 |
0.1% |
1.3550 |
| High |
1.3429 |
1.3456 |
0.0027 |
0.2% |
1.3561 |
| Low |
1.3360 |
1.3383 |
0.0023 |
0.2% |
1.3354 |
| Close |
1.3381 |
1.3455 |
0.0074 |
0.6% |
1.3381 |
| Range |
0.0069 |
0.0073 |
0.0004 |
5.8% |
0.0207 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
113,061 |
110,337 |
-2,724 |
-2.4% |
571,290 |
|
| Daily Pivots for day following 31-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3650 |
1.3626 |
1.3495 |
|
| R3 |
1.3577 |
1.3553 |
1.3475 |
|
| R2 |
1.3504 |
1.3504 |
1.3468 |
|
| R1 |
1.3480 |
1.3480 |
1.3462 |
1.3492 |
| PP |
1.3431 |
1.3431 |
1.3431 |
1.3438 |
| S1 |
1.3407 |
1.3407 |
1.3448 |
1.3419 |
| S2 |
1.3358 |
1.3358 |
1.3442 |
|
| S3 |
1.3285 |
1.3334 |
1.3435 |
|
| S4 |
1.3212 |
1.3261 |
1.3415 |
|
|
| Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4053 |
1.3924 |
1.3495 |
|
| R3 |
1.3846 |
1.3717 |
1.3438 |
|
| R2 |
1.3639 |
1.3639 |
1.3419 |
|
| R1 |
1.3510 |
1.3510 |
1.3400 |
1.3471 |
| PP |
1.3432 |
1.3432 |
1.3432 |
1.3413 |
| S1 |
1.3303 |
1.3303 |
1.3362 |
1.3264 |
| S2 |
1.3225 |
1.3225 |
1.3343 |
|
| S3 |
1.3018 |
1.3096 |
1.3324 |
|
| S4 |
1.2811 |
1.2889 |
1.3267 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3522 |
1.3354 |
0.0168 |
1.2% |
0.0083 |
0.6% |
60% |
False |
False |
111,066 |
| 10 |
1.3686 |
1.3354 |
0.0332 |
2.5% |
0.0085 |
0.6% |
30% |
False |
False |
111,797 |
| 20 |
1.3745 |
1.3354 |
0.0391 |
2.9% |
0.0083 |
0.6% |
26% |
False |
False |
96,644 |
| 40 |
1.3745 |
1.3166 |
0.0579 |
4.3% |
0.0084 |
0.6% |
50% |
False |
False |
87,032 |
| 60 |
1.3745 |
1.3166 |
0.0579 |
4.3% |
0.0085 |
0.6% |
50% |
False |
False |
58,365 |
| 80 |
1.3826 |
1.3166 |
0.0660 |
4.9% |
0.0080 |
0.6% |
44% |
False |
False |
43,843 |
| 100 |
1.3917 |
1.3166 |
0.0751 |
5.6% |
0.0082 |
0.6% |
38% |
False |
False |
35,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3766 |
|
2.618 |
1.3647 |
|
1.618 |
1.3574 |
|
1.000 |
1.3529 |
|
0.618 |
1.3501 |
|
HIGH |
1.3456 |
|
0.618 |
1.3428 |
|
0.500 |
1.3420 |
|
0.382 |
1.3411 |
|
LOW |
1.3383 |
|
0.618 |
1.3338 |
|
1.000 |
1.3310 |
|
1.618 |
1.3265 |
|
2.618 |
1.3192 |
|
4.250 |
1.3073 |
|
|
| Fisher Pivots for day following 31-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.3443 |
1.3440 |
| PP |
1.3431 |
1.3424 |
| S1 |
1.3420 |
1.3409 |
|