CME British Pound Future June 2022
| Trading Metrics calculated at close of trading on 21-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2022 |
21-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.3143 |
1.3168 |
0.0025 |
0.2% |
1.3030 |
| High |
1.3191 |
1.3204 |
0.0013 |
0.1% |
1.3202 |
| Low |
1.3106 |
1.3122 |
0.0016 |
0.1% |
1.2994 |
| Close |
1.3182 |
1.3155 |
-0.0027 |
-0.2% |
1.3182 |
| Range |
0.0085 |
0.0082 |
-0.0003 |
-3.5% |
0.0208 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
73,474 |
75,834 |
2,360 |
3.2% |
453,354 |
|
| Daily Pivots for day following 21-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3406 |
1.3363 |
1.3200 |
|
| R3 |
1.3324 |
1.3281 |
1.3178 |
|
| R2 |
1.3242 |
1.3242 |
1.3170 |
|
| R1 |
1.3199 |
1.3199 |
1.3163 |
1.3180 |
| PP |
1.3160 |
1.3160 |
1.3160 |
1.3151 |
| S1 |
1.3117 |
1.3117 |
1.3147 |
1.3098 |
| S2 |
1.3078 |
1.3078 |
1.3140 |
|
| S3 |
1.2996 |
1.3035 |
1.3132 |
|
| S4 |
1.2914 |
1.2953 |
1.3110 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3750 |
1.3674 |
1.3296 |
|
| R3 |
1.3542 |
1.3466 |
1.3239 |
|
| R2 |
1.3334 |
1.3334 |
1.3220 |
|
| R1 |
1.3258 |
1.3258 |
1.3201 |
1.3296 |
| PP |
1.3126 |
1.3126 |
1.3126 |
1.3145 |
| S1 |
1.3050 |
1.3050 |
1.3163 |
1.3088 |
| S2 |
1.2918 |
1.2918 |
1.3144 |
|
| S3 |
1.2710 |
1.2842 |
1.3125 |
|
| S4 |
1.2502 |
1.2634 |
1.3068 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3204 |
1.2994 |
0.0210 |
1.6% |
0.0099 |
0.8% |
77% |
True |
False |
90,117 |
| 10 |
1.3204 |
1.2994 |
0.0210 |
1.6% |
0.0095 |
0.7% |
77% |
True |
False |
91,395 |
| 20 |
1.3621 |
1.2994 |
0.0627 |
4.8% |
0.0110 |
0.8% |
26% |
False |
False |
48,983 |
| 40 |
1.3630 |
1.2994 |
0.0636 |
4.8% |
0.0091 |
0.7% |
25% |
False |
False |
24,787 |
| 60 |
1.3737 |
1.2994 |
0.0743 |
5.6% |
0.0081 |
0.6% |
22% |
False |
False |
16,569 |
| 80 |
1.3737 |
1.2994 |
0.0743 |
5.6% |
0.0073 |
0.6% |
22% |
False |
False |
12,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3553 |
|
2.618 |
1.3419 |
|
1.618 |
1.3337 |
|
1.000 |
1.3286 |
|
0.618 |
1.3255 |
|
HIGH |
1.3204 |
|
0.618 |
1.3173 |
|
0.500 |
1.3163 |
|
0.382 |
1.3153 |
|
LOW |
1.3122 |
|
0.618 |
1.3071 |
|
1.000 |
1.3040 |
|
1.618 |
1.2989 |
|
2.618 |
1.2907 |
|
4.250 |
1.2774 |
|
|
| Fisher Pivots for day following 21-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.3163 |
1.3151 |
| PP |
1.3160 |
1.3147 |
| S1 |
1.3158 |
1.3143 |
|