CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 20-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2022 |
20-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1969 |
1.2014 |
0.0045 |
0.4% |
1.2052 |
| High |
1.2063 |
1.2053 |
-0.0010 |
-0.1% |
1.2054 |
| Low |
1.1940 |
1.1969 |
0.0029 |
0.2% |
1.1778 |
| Close |
1.2013 |
1.1982 |
-0.0031 |
-0.3% |
1.1872 |
| Range |
0.0123 |
0.0084 |
-0.0039 |
-31.7% |
0.0276 |
| ATR |
0.0141 |
0.0137 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
108,517 |
90,361 |
-18,156 |
-16.7% |
545,233 |
|
| Daily Pivots for day following 20-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2253 |
1.2202 |
1.2028 |
|
| R3 |
1.2169 |
1.2118 |
1.2005 |
|
| R2 |
1.2085 |
1.2085 |
1.1997 |
|
| R1 |
1.2034 |
1.2034 |
1.1990 |
1.2018 |
| PP |
1.2001 |
1.2001 |
1.2001 |
1.1993 |
| S1 |
1.1950 |
1.1950 |
1.1974 |
1.1934 |
| S2 |
1.1917 |
1.1917 |
1.1967 |
|
| S3 |
1.1833 |
1.1866 |
1.1959 |
|
| S4 |
1.1749 |
1.1782 |
1.1936 |
|
|
| Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2729 |
1.2577 |
1.2024 |
|
| R3 |
1.2453 |
1.2301 |
1.1948 |
|
| R2 |
1.2177 |
1.2177 |
1.1923 |
|
| R1 |
1.2025 |
1.2025 |
1.1897 |
1.1963 |
| PP |
1.1901 |
1.1901 |
1.1901 |
1.1871 |
| S1 |
1.1749 |
1.1749 |
1.1847 |
1.1687 |
| S2 |
1.1625 |
1.1625 |
1.1821 |
|
| S3 |
1.1349 |
1.1473 |
1.1796 |
|
| S4 |
1.1073 |
1.1197 |
1.1720 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2063 |
1.1778 |
0.0285 |
2.4% |
0.0116 |
1.0% |
72% |
False |
False |
104,481 |
| 10 |
1.2071 |
1.1778 |
0.0293 |
2.4% |
0.0126 |
1.0% |
70% |
False |
False |
104,358 |
| 20 |
1.2353 |
1.1778 |
0.0575 |
4.8% |
0.0131 |
1.1% |
35% |
False |
False |
105,125 |
| 40 |
1.2677 |
1.1778 |
0.0899 |
7.5% |
0.0139 |
1.2% |
23% |
False |
False |
89,219 |
| 60 |
1.2800 |
1.1778 |
0.1022 |
8.5% |
0.0135 |
1.1% |
20% |
False |
False |
59,602 |
| 80 |
1.3223 |
1.1778 |
0.1445 |
12.1% |
0.0115 |
1.0% |
14% |
False |
False |
44,719 |
| 100 |
1.3422 |
1.1778 |
0.1644 |
13.7% |
0.0106 |
0.9% |
12% |
False |
False |
35,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2410 |
|
2.618 |
1.2273 |
|
1.618 |
1.2189 |
|
1.000 |
1.2137 |
|
0.618 |
1.2105 |
|
HIGH |
1.2053 |
|
0.618 |
1.2021 |
|
0.500 |
1.2011 |
|
0.382 |
1.2001 |
|
LOW |
1.1969 |
|
0.618 |
1.1917 |
|
1.000 |
1.1885 |
|
1.618 |
1.1833 |
|
2.618 |
1.1749 |
|
4.250 |
1.1612 |
|
|
| Fisher Pivots for day following 20-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2011 |
1.1978 |
| PP |
1.2001 |
1.1974 |
| S1 |
1.1992 |
1.1971 |
|