CME British Pound Future June 2022
| Trading Metrics calculated at close of trading on 23-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2022 |
23-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.3163 |
1.3252 |
0.0089 |
0.7% |
1.3030 |
| High |
1.3268 |
1.3294 |
0.0026 |
0.2% |
1.3202 |
| Low |
1.3115 |
1.3170 |
0.0055 |
0.4% |
1.2994 |
| Close |
1.3249 |
1.3200 |
-0.0049 |
-0.4% |
1.3182 |
| Range |
0.0153 |
0.0124 |
-0.0029 |
-19.0% |
0.0208 |
| ATR |
0.0101 |
0.0103 |
0.0002 |
1.6% |
0.0000 |
| Volume |
104,530 |
99,307 |
-5,223 |
-5.0% |
453,354 |
|
| Daily Pivots for day following 23-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3593 |
1.3521 |
1.3268 |
|
| R3 |
1.3469 |
1.3397 |
1.3234 |
|
| R2 |
1.3345 |
1.3345 |
1.3223 |
|
| R1 |
1.3273 |
1.3273 |
1.3211 |
1.3247 |
| PP |
1.3221 |
1.3221 |
1.3221 |
1.3209 |
| S1 |
1.3149 |
1.3149 |
1.3189 |
1.3123 |
| S2 |
1.3097 |
1.3097 |
1.3177 |
|
| S3 |
1.2973 |
1.3025 |
1.3166 |
|
| S4 |
1.2849 |
1.2901 |
1.3132 |
|
|
| 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 |
1.3294 |
1.3082 |
0.0212 |
1.6% |
0.0113 |
0.9% |
56% |
True |
False |
95,336 |
| 10 |
1.3294 |
1.2994 |
0.0300 |
2.3% |
0.0107 |
0.8% |
69% |
True |
False |
95,319 |
| 20 |
1.3540 |
1.2994 |
0.0546 |
4.1% |
0.0115 |
0.9% |
38% |
False |
False |
58,977 |
| 40 |
1.3630 |
1.2994 |
0.0636 |
4.8% |
0.0093 |
0.7% |
32% |
False |
False |
29,877 |
| 60 |
1.3737 |
1.2994 |
0.0743 |
5.6% |
0.0084 |
0.6% |
28% |
False |
False |
19,965 |
| 80 |
1.3737 |
1.2994 |
0.0743 |
5.6% |
0.0075 |
0.6% |
28% |
False |
False |
14,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3821 |
|
2.618 |
1.3619 |
|
1.618 |
1.3495 |
|
1.000 |
1.3418 |
|
0.618 |
1.3371 |
|
HIGH |
1.3294 |
|
0.618 |
1.3247 |
|
0.500 |
1.3232 |
|
0.382 |
1.3217 |
|
LOW |
1.3170 |
|
0.618 |
1.3093 |
|
1.000 |
1.3046 |
|
1.618 |
1.2969 |
|
2.618 |
1.2845 |
|
4.250 |
1.2643 |
|
|
| Fisher Pivots for day following 23-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.3232 |
1.3205 |
| PP |
1.3221 |
1.3203 |
| S1 |
1.3211 |
1.3202 |
|