CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 23-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2022 |
23-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2471 |
1.2503 |
0.0032 |
0.3% |
1.2272 |
| High |
1.2510 |
1.2611 |
0.0101 |
0.8% |
1.2525 |
| Low |
1.2449 |
1.2503 |
0.0054 |
0.4% |
1.2255 |
| Close |
1.2482 |
1.2591 |
0.0109 |
0.9% |
1.2482 |
| Range |
0.0061 |
0.0108 |
0.0047 |
77.0% |
0.0270 |
| ATR |
0.0117 |
0.0118 |
0.0001 |
0.7% |
0.0000 |
| Volume |
1,073 |
663 |
-410 |
-38.2% |
4,292 |
|
| Daily Pivots for day following 23-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2892 |
1.2850 |
1.2650 |
|
| R3 |
1.2784 |
1.2742 |
1.2621 |
|
| R2 |
1.2676 |
1.2676 |
1.2611 |
|
| R1 |
1.2634 |
1.2634 |
1.2601 |
1.2655 |
| PP |
1.2568 |
1.2568 |
1.2568 |
1.2579 |
| S1 |
1.2526 |
1.2526 |
1.2581 |
1.2547 |
| S2 |
1.2460 |
1.2460 |
1.2571 |
|
| S3 |
1.2352 |
1.2418 |
1.2561 |
|
| S4 |
1.2244 |
1.2310 |
1.2532 |
|
|
| Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3231 |
1.3126 |
1.2631 |
|
| R3 |
1.2961 |
1.2856 |
1.2556 |
|
| R2 |
1.2691 |
1.2691 |
1.2532 |
|
| R1 |
1.2586 |
1.2586 |
1.2507 |
1.2639 |
| PP |
1.2421 |
1.2421 |
1.2421 |
1.2447 |
| S1 |
1.2316 |
1.2316 |
1.2457 |
1.2369 |
| S2 |
1.2151 |
1.2151 |
1.2433 |
|
| S3 |
1.1881 |
1.2046 |
1.2408 |
|
| S4 |
1.1611 |
1.1776 |
1.2334 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2611 |
1.2342 |
0.0269 |
2.1% |
0.0134 |
1.1% |
93% |
True |
False |
976 |
| 10 |
1.2611 |
1.2171 |
0.0440 |
3.5% |
0.0112 |
0.9% |
95% |
True |
False |
576 |
| 20 |
1.2726 |
1.2171 |
0.0555 |
4.4% |
0.0129 |
1.0% |
76% |
False |
False |
398 |
| 40 |
1.3180 |
1.2171 |
0.1009 |
8.0% |
0.0093 |
0.7% |
42% |
False |
False |
236 |
| 60 |
1.3422 |
1.2171 |
0.1251 |
9.9% |
0.0085 |
0.7% |
34% |
False |
False |
223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3070 |
|
2.618 |
1.2894 |
|
1.618 |
1.2786 |
|
1.000 |
1.2719 |
|
0.618 |
1.2678 |
|
HIGH |
1.2611 |
|
0.618 |
1.2570 |
|
0.500 |
1.2557 |
|
0.382 |
1.2544 |
|
LOW |
1.2503 |
|
0.618 |
1.2436 |
|
1.000 |
1.2395 |
|
1.618 |
1.2328 |
|
2.618 |
1.2220 |
|
4.250 |
1.2044 |
|
|
| Fisher Pivots for day following 23-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2580 |
1.2554 |
| PP |
1.2568 |
1.2518 |
| S1 |
1.2557 |
1.2481 |
|