CME British Pound Future March 2022
| Trading Metrics calculated at close of trading on 28-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2022 |
28-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.3375 |
1.3347 |
-0.0028 |
-0.2% |
1.3591 |
| High |
1.3438 |
1.3434 |
-0.0004 |
0.0% |
1.3637 |
| Low |
1.3365 |
1.3329 |
-0.0036 |
-0.3% |
1.3272 |
| Close |
1.3410 |
1.3415 |
0.0005 |
0.0% |
1.3410 |
| Range |
0.0073 |
0.0105 |
0.0032 |
43.8% |
0.0365 |
| ATR |
0.0095 |
0.0096 |
0.0001 |
0.7% |
0.0000 |
| Volume |
117,739 |
122,003 |
4,264 |
3.6% |
558,422 |
|
| Daily Pivots for day following 28-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3708 |
1.3666 |
1.3473 |
|
| R3 |
1.3603 |
1.3561 |
1.3444 |
|
| R2 |
1.3498 |
1.3498 |
1.3434 |
|
| R1 |
1.3456 |
1.3456 |
1.3425 |
1.3477 |
| PP |
1.3393 |
1.3393 |
1.3393 |
1.3403 |
| S1 |
1.3351 |
1.3351 |
1.3405 |
1.3372 |
| S2 |
1.3288 |
1.3288 |
1.3396 |
|
| S3 |
1.3183 |
1.3246 |
1.3386 |
|
| S4 |
1.3078 |
1.3141 |
1.3357 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4535 |
1.4337 |
1.3611 |
|
| R3 |
1.4170 |
1.3972 |
1.3510 |
|
| R2 |
1.3805 |
1.3805 |
1.3477 |
|
| R1 |
1.3607 |
1.3607 |
1.3443 |
1.3524 |
| PP |
1.3440 |
1.3440 |
1.3440 |
1.3398 |
| S1 |
1.3242 |
1.3242 |
1.3377 |
1.3159 |
| S2 |
1.3075 |
1.3075 |
1.3343 |
|
| S3 |
1.2710 |
1.2877 |
1.3310 |
|
| S4 |
1.2345 |
1.2512 |
1.3209 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3637 |
1.3272 |
0.0365 |
2.7% |
0.0128 |
1.0% |
39% |
False |
False |
136,085 |
| 10 |
1.3640 |
1.3272 |
0.0368 |
2.7% |
0.0101 |
0.8% |
39% |
False |
False |
111,989 |
| 20 |
1.3641 |
1.3272 |
0.0369 |
2.8% |
0.0093 |
0.7% |
39% |
False |
False |
110,236 |
| 40 |
1.3745 |
1.3272 |
0.0473 |
3.5% |
0.0088 |
0.7% |
30% |
False |
False |
102,382 |
| 60 |
1.3745 |
1.3166 |
0.0579 |
4.3% |
0.0086 |
0.6% |
43% |
False |
False |
92,990 |
| 80 |
1.3745 |
1.3166 |
0.0579 |
4.3% |
0.0087 |
0.6% |
43% |
False |
False |
69,955 |
| 100 |
1.3826 |
1.3166 |
0.0660 |
4.9% |
0.0082 |
0.6% |
38% |
False |
False |
56,019 |
| 120 |
1.3917 |
1.3166 |
0.0751 |
5.6% |
0.0084 |
0.6% |
33% |
False |
False |
46,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3880 |
|
2.618 |
1.3709 |
|
1.618 |
1.3604 |
|
1.000 |
1.3539 |
|
0.618 |
1.3499 |
|
HIGH |
1.3434 |
|
0.618 |
1.3394 |
|
0.500 |
1.3382 |
|
0.382 |
1.3369 |
|
LOW |
1.3329 |
|
0.618 |
1.3264 |
|
1.000 |
1.3224 |
|
1.618 |
1.3159 |
|
2.618 |
1.3054 |
|
4.250 |
1.2883 |
|
|
| Fisher Pivots for day following 28-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.3404 |
1.3413 |
| PP |
1.3393 |
1.3412 |
| S1 |
1.3382 |
1.3410 |
|