CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 24-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2022 |
24-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2503 |
1.2572 |
0.0069 |
0.6% |
1.2272 |
| High |
1.2611 |
1.2601 |
-0.0010 |
-0.1% |
1.2525 |
| Low |
1.2503 |
1.2487 |
-0.0016 |
-0.1% |
1.2255 |
| Close |
1.2591 |
1.2525 |
-0.0066 |
-0.5% |
1.2482 |
| Range |
0.0108 |
0.0114 |
0.0006 |
5.6% |
0.0270 |
| ATR |
0.0118 |
0.0118 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
663 |
2,813 |
2,150 |
324.3% |
4,292 |
|
| Daily Pivots for day following 24-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2880 |
1.2816 |
1.2588 |
|
| R3 |
1.2766 |
1.2702 |
1.2556 |
|
| R2 |
1.2652 |
1.2652 |
1.2546 |
|
| R1 |
1.2588 |
1.2588 |
1.2535 |
1.2563 |
| PP |
1.2538 |
1.2538 |
1.2538 |
1.2525 |
| S1 |
1.2474 |
1.2474 |
1.2515 |
1.2449 |
| S2 |
1.2424 |
1.2424 |
1.2504 |
|
| S3 |
1.2310 |
1.2360 |
1.2494 |
|
| S4 |
1.2196 |
1.2246 |
1.2462 |
|
|
| 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 |
1.2344 |
0.0267 |
2.1% |
0.0124 |
1.0% |
68% |
False |
False |
1,151 |
| 10 |
1.2611 |
1.2171 |
0.0440 |
3.5% |
0.0118 |
0.9% |
80% |
False |
False |
834 |
| 20 |
1.2645 |
1.2171 |
0.0474 |
3.8% |
0.0127 |
1.0% |
75% |
False |
False |
508 |
| 40 |
1.3180 |
1.2171 |
0.1009 |
8.1% |
0.0095 |
0.8% |
35% |
False |
False |
305 |
| 60 |
1.3422 |
1.2171 |
0.1251 |
10.0% |
0.0087 |
0.7% |
28% |
False |
False |
270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3086 |
|
2.618 |
1.2899 |
|
1.618 |
1.2785 |
|
1.000 |
1.2715 |
|
0.618 |
1.2671 |
|
HIGH |
1.2601 |
|
0.618 |
1.2557 |
|
0.500 |
1.2544 |
|
0.382 |
1.2531 |
|
LOW |
1.2487 |
|
0.618 |
1.2417 |
|
1.000 |
1.2373 |
|
1.618 |
1.2303 |
|
2.618 |
1.2189 |
|
4.250 |
1.2003 |
|
|
| Fisher Pivots for day following 24-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2544 |
1.2530 |
| PP |
1.2538 |
1.2528 |
| S1 |
1.2531 |
1.2527 |
|