CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 26-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2022 |
26-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2558 |
1.2597 |
0.0039 |
0.3% |
1.2272 |
| High |
1.2602 |
1.2630 |
0.0028 |
0.2% |
1.2525 |
| Low |
1.2500 |
1.2569 |
0.0069 |
0.6% |
1.2255 |
| Close |
1.2598 |
1.2607 |
0.0009 |
0.1% |
1.2482 |
| Range |
0.0102 |
0.0061 |
-0.0041 |
-40.2% |
0.0270 |
| ATR |
0.0117 |
0.0113 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
1,567 |
4,355 |
2,788 |
177.9% |
4,292 |
|
| Daily Pivots for day following 26-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2785 |
1.2757 |
1.2641 |
|
| R3 |
1.2724 |
1.2696 |
1.2624 |
|
| R2 |
1.2663 |
1.2663 |
1.2618 |
|
| R1 |
1.2635 |
1.2635 |
1.2613 |
1.2649 |
| PP |
1.2602 |
1.2602 |
1.2602 |
1.2609 |
| S1 |
1.2574 |
1.2574 |
1.2601 |
1.2588 |
| S2 |
1.2541 |
1.2541 |
1.2596 |
|
| S3 |
1.2480 |
1.2513 |
1.2590 |
|
| S4 |
1.2419 |
1.2452 |
1.2573 |
|
|
| 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 |
1.2630 |
1.2449 |
0.0181 |
1.4% |
0.0089 |
0.7% |
87% |
True |
False |
2,094 |
| 10 |
1.2630 |
1.2171 |
0.0459 |
3.6% |
0.0113 |
0.9% |
95% |
True |
False |
1,394 |
| 20 |
1.2645 |
1.2171 |
0.0474 |
3.8% |
0.0123 |
1.0% |
92% |
False |
False |
780 |
| 40 |
1.3160 |
1.2171 |
0.0989 |
7.8% |
0.0096 |
0.8% |
44% |
False |
False |
451 |
| 60 |
1.3395 |
1.2171 |
0.1224 |
9.7% |
0.0085 |
0.7% |
36% |
False |
False |
367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2889 |
|
2.618 |
1.2790 |
|
1.618 |
1.2729 |
|
1.000 |
1.2691 |
|
0.618 |
1.2668 |
|
HIGH |
1.2630 |
|
0.618 |
1.2607 |
|
0.500 |
1.2600 |
|
0.382 |
1.2592 |
|
LOW |
1.2569 |
|
0.618 |
1.2531 |
|
1.000 |
1.2508 |
|
1.618 |
1.2470 |
|
2.618 |
1.2409 |
|
4.250 |
1.2310 |
|
|
| Fisher Pivots for day following 26-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2605 |
1.2591 |
| PP |
1.2602 |
1.2575 |
| S1 |
1.2600 |
1.2559 |
|