CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 01-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2022 |
01-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.3391 |
1.3439 |
0.0048 |
0.4% |
1.3550 |
| High |
1.3456 |
1.3525 |
0.0069 |
0.5% |
1.3561 |
| Low |
1.3383 |
1.3430 |
0.0047 |
0.4% |
1.3354 |
| Close |
1.3455 |
1.3514 |
0.0059 |
0.4% |
1.3381 |
| Range |
0.0073 |
0.0095 |
0.0022 |
30.1% |
0.0207 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
0.9% |
0.0000 |
| Volume |
110,337 |
95,612 |
-14,725 |
-13.3% |
571,290 |
|
| Daily Pivots for day following 01-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3775 |
1.3739 |
1.3566 |
|
| R3 |
1.3680 |
1.3644 |
1.3540 |
|
| R2 |
1.3585 |
1.3585 |
1.3531 |
|
| R1 |
1.3549 |
1.3549 |
1.3523 |
1.3567 |
| PP |
1.3490 |
1.3490 |
1.3490 |
1.3499 |
| S1 |
1.3454 |
1.3454 |
1.3505 |
1.3472 |
| S2 |
1.3395 |
1.3395 |
1.3497 |
|
| S3 |
1.3300 |
1.3359 |
1.3488 |
|
| S4 |
1.3205 |
1.3264 |
1.3462 |
|
|
| 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 |
1.3525 |
1.3354 |
0.0171 |
1.3% |
0.0086 |
0.6% |
94% |
True |
False |
109,747 |
| 10 |
1.3659 |
1.3354 |
0.0305 |
2.3% |
0.0083 |
0.6% |
52% |
False |
False |
106,757 |
| 20 |
1.3745 |
1.3354 |
0.0391 |
2.9% |
0.0082 |
0.6% |
41% |
False |
False |
97,997 |
| 40 |
1.3745 |
1.3166 |
0.0579 |
4.3% |
0.0084 |
0.6% |
60% |
False |
False |
89,248 |
| 60 |
1.3745 |
1.3166 |
0.0579 |
4.3% |
0.0083 |
0.6% |
60% |
False |
False |
59,937 |
| 80 |
1.3826 |
1.3166 |
0.0660 |
4.9% |
0.0081 |
0.6% |
53% |
False |
False |
45,037 |
| 100 |
1.3917 |
1.3166 |
0.0751 |
5.6% |
0.0082 |
0.6% |
46% |
False |
False |
36,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3929 |
|
2.618 |
1.3774 |
|
1.618 |
1.3679 |
|
1.000 |
1.3620 |
|
0.618 |
1.3584 |
|
HIGH |
1.3525 |
|
0.618 |
1.3489 |
|
0.500 |
1.3478 |
|
0.382 |
1.3466 |
|
LOW |
1.3430 |
|
0.618 |
1.3371 |
|
1.000 |
1.3335 |
|
1.618 |
1.3276 |
|
2.618 |
1.3181 |
|
4.250 |
1.3026 |
|
|
| Fisher Pivots for day following 01-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.3502 |
1.3490 |
| PP |
1.3490 |
1.3466 |
| S1 |
1.3478 |
1.3443 |
|