CME British Pound Future June 2022
| Trading Metrics calculated at close of trading on 16-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2022 |
16-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2995 |
1.3034 |
0.0039 |
0.3% |
1.3220 |
| High |
1.3083 |
1.3149 |
0.0066 |
0.5% |
1.3234 |
| Low |
1.2994 |
1.3029 |
0.0035 |
0.3% |
1.3021 |
| Close |
1.3026 |
1.3109 |
0.0083 |
0.6% |
1.3032 |
| Range |
0.0089 |
0.0120 |
0.0031 |
34.8% |
0.0213 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
2.0% |
0.0000 |
| Volume |
78,572 |
99,173 |
20,601 |
26.2% |
405,926 |
|
| Daily Pivots for day following 16-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3456 |
1.3402 |
1.3175 |
|
| R3 |
1.3336 |
1.3282 |
1.3142 |
|
| R2 |
1.3216 |
1.3216 |
1.3131 |
|
| R1 |
1.3162 |
1.3162 |
1.3120 |
1.3189 |
| PP |
1.3096 |
1.3096 |
1.3096 |
1.3109 |
| S1 |
1.3042 |
1.3042 |
1.3098 |
1.3069 |
| S2 |
1.2976 |
1.2976 |
1.3087 |
|
| S3 |
1.2856 |
1.2922 |
1.3076 |
|
| S4 |
1.2736 |
1.2802 |
1.3043 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3735 |
1.3596 |
1.3149 |
|
| R3 |
1.3522 |
1.3383 |
1.3091 |
|
| R2 |
1.3309 |
1.3309 |
1.3071 |
|
| R1 |
1.3170 |
1.3170 |
1.3052 |
1.3133 |
| PP |
1.3096 |
1.3096 |
1.3096 |
1.3077 |
| S1 |
1.2957 |
1.2957 |
1.3012 |
1.2920 |
| S2 |
1.2883 |
1.2883 |
1.2993 |
|
| S3 |
1.2670 |
1.2744 |
1.2973 |
|
| S4 |
1.2457 |
1.2531 |
1.2915 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3189 |
1.2994 |
0.0195 |
1.5% |
0.0101 |
0.8% |
59% |
False |
False |
95,302 |
| 10 |
1.3408 |
1.2994 |
0.0414 |
3.2% |
0.0104 |
0.8% |
28% |
False |
False |
68,097 |
| 20 |
1.3630 |
1.2994 |
0.0636 |
4.9% |
0.0105 |
0.8% |
18% |
False |
False |
35,444 |
| 40 |
1.3636 |
1.2994 |
0.0642 |
4.9% |
0.0087 |
0.7% |
18% |
False |
False |
17,975 |
| 60 |
1.3737 |
1.2994 |
0.0743 |
5.7% |
0.0080 |
0.6% |
15% |
False |
False |
12,023 |
| 80 |
1.3737 |
1.2994 |
0.0743 |
5.7% |
0.0071 |
0.5% |
15% |
False |
False |
9,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3659 |
|
2.618 |
1.3463 |
|
1.618 |
1.3343 |
|
1.000 |
1.3269 |
|
0.618 |
1.3223 |
|
HIGH |
1.3149 |
|
0.618 |
1.3103 |
|
0.500 |
1.3089 |
|
0.382 |
1.3075 |
|
LOW |
1.3029 |
|
0.618 |
1.2955 |
|
1.000 |
1.2909 |
|
1.618 |
1.2835 |
|
2.618 |
1.2715 |
|
4.250 |
1.2519 |
|
|
| Fisher Pivots for day following 16-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.3102 |
1.3097 |
| PP |
1.3096 |
1.3084 |
| S1 |
1.3089 |
1.3072 |
|