CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 23-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2022 |
23-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2300 |
1.2285 |
-0.0015 |
-0.1% |
1.2320 |
| High |
1.2334 |
1.2315 |
-0.0019 |
-0.2% |
1.2426 |
| Low |
1.2180 |
1.2188 |
0.0008 |
0.1% |
1.1952 |
| Close |
1.2282 |
1.2272 |
-0.0010 |
-0.1% |
1.2230 |
| Range |
0.0154 |
0.0127 |
-0.0027 |
-17.5% |
0.0474 |
| ATR |
0.0157 |
0.0155 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
93,972 |
94,381 |
409 |
0.4% |
816,181 |
|
| Daily Pivots for day following 23-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2639 |
1.2583 |
1.2342 |
|
| R3 |
1.2512 |
1.2456 |
1.2307 |
|
| R2 |
1.2385 |
1.2385 |
1.2295 |
|
| R1 |
1.2329 |
1.2329 |
1.2284 |
1.2294 |
| PP |
1.2258 |
1.2258 |
1.2258 |
1.2241 |
| S1 |
1.2202 |
1.2202 |
1.2260 |
1.2167 |
| S2 |
1.2131 |
1.2131 |
1.2249 |
|
| S3 |
1.2004 |
1.2075 |
1.2237 |
|
| S4 |
1.1877 |
1.1948 |
1.2202 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3625 |
1.3401 |
1.2491 |
|
| R3 |
1.3151 |
1.2927 |
1.2360 |
|
| R2 |
1.2677 |
1.2677 |
1.2317 |
|
| R1 |
1.2453 |
1.2453 |
1.2273 |
1.2328 |
| PP |
1.2203 |
1.2203 |
1.2203 |
1.2140 |
| S1 |
1.1979 |
1.1979 |
1.2187 |
1.1854 |
| S2 |
1.1729 |
1.1729 |
1.2143 |
|
| S3 |
1.1255 |
1.1505 |
1.2100 |
|
| S4 |
1.0781 |
1.1031 |
1.1969 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2426 |
1.2061 |
0.0365 |
3.0% |
0.0192 |
1.6% |
58% |
False |
False |
126,632 |
| 10 |
1.2567 |
1.1952 |
0.0615 |
5.0% |
0.0194 |
1.6% |
52% |
False |
False |
135,499 |
| 20 |
1.2677 |
1.1952 |
0.0725 |
5.9% |
0.0150 |
1.2% |
44% |
False |
False |
82,556 |
| 40 |
1.2677 |
1.1952 |
0.0725 |
5.9% |
0.0139 |
1.1% |
44% |
False |
False |
41,532 |
| 60 |
1.3180 |
1.1952 |
0.1228 |
10.0% |
0.0114 |
0.9% |
26% |
False |
False |
27,722 |
| 80 |
1.3422 |
1.1952 |
0.1470 |
12.0% |
0.0103 |
0.8% |
22% |
False |
False |
20,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2855 |
|
2.618 |
1.2647 |
|
1.618 |
1.2520 |
|
1.000 |
1.2442 |
|
0.618 |
1.2393 |
|
HIGH |
1.2315 |
|
0.618 |
1.2266 |
|
0.500 |
1.2252 |
|
0.382 |
1.2237 |
|
LOW |
1.2188 |
|
0.618 |
1.2110 |
|
1.000 |
1.2061 |
|
1.618 |
1.1983 |
|
2.618 |
1.1856 |
|
4.250 |
1.1648 |
|
|
| Fisher Pivots for day following 23-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2265 |
1.2269 |
| PP |
1.2258 |
1.2266 |
| S1 |
1.2252 |
1.2263 |
|