CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 15-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2022 |
15-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2207 |
1.2141 |
-0.0066 |
-0.5% |
1.2077 |
| High |
1.2227 |
1.2156 |
-0.0071 |
-0.6% |
1.2286 |
| Low |
1.2107 |
1.2057 |
-0.0050 |
-0.4% |
1.2057 |
| Close |
1.2148 |
1.2061 |
-0.0087 |
-0.7% |
1.2148 |
| Range |
0.0120 |
0.0099 |
-0.0021 |
-17.5% |
0.0229 |
| ATR |
0.0131 |
0.0128 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
95,339 |
83,075 |
-12,264 |
-12.9% |
472,936 |
|
| Daily Pivots for day following 15-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2388 |
1.2324 |
1.2115 |
|
| R3 |
1.2289 |
1.2225 |
1.2088 |
|
| R2 |
1.2190 |
1.2190 |
1.2079 |
|
| R1 |
1.2126 |
1.2126 |
1.2070 |
1.2109 |
| PP |
1.2091 |
1.2091 |
1.2091 |
1.2083 |
| S1 |
1.2027 |
1.2027 |
1.2052 |
1.2010 |
| S2 |
1.1992 |
1.1992 |
1.2043 |
|
| S3 |
1.1893 |
1.1928 |
1.2034 |
|
| S4 |
1.1794 |
1.1829 |
1.2007 |
|
|
| Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2851 |
1.2728 |
1.2274 |
|
| R3 |
1.2622 |
1.2499 |
1.2211 |
|
| R2 |
1.2393 |
1.2393 |
1.2190 |
|
| R1 |
1.2270 |
1.2270 |
1.2169 |
1.2332 |
| PP |
1.2164 |
1.2164 |
1.2164 |
1.2194 |
| S1 |
1.2041 |
1.2041 |
1.2127 |
1.2103 |
| S2 |
1.1935 |
1.1935 |
1.2106 |
|
| S3 |
1.1706 |
1.1812 |
1.2085 |
|
| S4 |
1.1477 |
1.1583 |
1.2022 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2286 |
1.2057 |
0.0229 |
1.9% |
0.0113 |
0.9% |
2% |
False |
True |
95,074 |
| 10 |
1.2291 |
1.2012 |
0.0279 |
2.3% |
0.0121 |
1.0% |
18% |
False |
False |
95,981 |
| 20 |
1.2306 |
1.1905 |
0.0401 |
3.3% |
0.0126 |
1.0% |
39% |
False |
False |
102,715 |
| 40 |
1.2379 |
1.1778 |
0.0601 |
5.0% |
0.0131 |
1.1% |
47% |
False |
False |
104,864 |
| 60 |
1.2677 |
1.1778 |
0.0899 |
7.5% |
0.0135 |
1.1% |
31% |
False |
False |
90,426 |
| 80 |
1.3081 |
1.1778 |
0.1303 |
10.8% |
0.0133 |
1.1% |
22% |
False |
False |
67,901 |
| 100 |
1.3271 |
1.1778 |
0.1493 |
12.4% |
0.0116 |
1.0% |
19% |
False |
False |
54,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2577 |
|
2.618 |
1.2415 |
|
1.618 |
1.2316 |
|
1.000 |
1.2255 |
|
0.618 |
1.2217 |
|
HIGH |
1.2156 |
|
0.618 |
1.2118 |
|
0.500 |
1.2107 |
|
0.382 |
1.2095 |
|
LOW |
1.2057 |
|
0.618 |
1.1996 |
|
1.000 |
1.1958 |
|
1.618 |
1.1897 |
|
2.618 |
1.1798 |
|
4.250 |
1.1636 |
|
|
| Fisher Pivots for day following 15-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2107 |
1.2158 |
| PP |
1.2091 |
1.2125 |
| S1 |
1.2076 |
1.2093 |
|