CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 01-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2022 |
01-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2647 |
1.2614 |
-0.0033 |
-0.3% |
1.2503 |
| High |
1.2669 |
1.2622 |
-0.0047 |
-0.4% |
1.2677 |
| Low |
1.2571 |
1.2470 |
-0.0101 |
-0.8% |
1.2487 |
| Close |
1.2615 |
1.2503 |
-0.0112 |
-0.9% |
1.2637 |
| Range |
0.0098 |
0.0152 |
0.0054 |
55.1% |
0.0190 |
| ATR |
0.0109 |
0.0112 |
0.0003 |
2.8% |
0.0000 |
| Volume |
9,439 |
5,734 |
-3,705 |
-39.3% |
12,276 |
|
| Daily Pivots for day following 01-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2988 |
1.2897 |
1.2587 |
|
| R3 |
1.2836 |
1.2745 |
1.2545 |
|
| R2 |
1.2684 |
1.2684 |
1.2531 |
|
| R1 |
1.2593 |
1.2593 |
1.2517 |
1.2563 |
| PP |
1.2532 |
1.2532 |
1.2532 |
1.2516 |
| S1 |
1.2441 |
1.2441 |
1.2489 |
1.2411 |
| S2 |
1.2380 |
1.2380 |
1.2475 |
|
| S3 |
1.2228 |
1.2289 |
1.2461 |
|
| S4 |
1.2076 |
1.2137 |
1.2419 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3170 |
1.3094 |
1.2742 |
|
| R3 |
1.2980 |
1.2904 |
1.2689 |
|
| R2 |
1.2790 |
1.2790 |
1.2672 |
|
| R1 |
1.2714 |
1.2714 |
1.2654 |
1.2752 |
| PP |
1.2600 |
1.2600 |
1.2600 |
1.2620 |
| S1 |
1.2524 |
1.2524 |
1.2620 |
1.2562 |
| S2 |
1.2410 |
1.2410 |
1.2602 |
|
| S3 |
1.2220 |
1.2334 |
1.2585 |
|
| S4 |
1.2030 |
1.2144 |
1.2533 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2677 |
1.2470 |
0.0207 |
1.7% |
0.0098 |
0.8% |
16% |
False |
True |
4,794 |
| 10 |
1.2677 |
1.2344 |
0.0333 |
2.7% |
0.0111 |
0.9% |
48% |
False |
False |
2,973 |
| 20 |
1.2677 |
1.2171 |
0.0506 |
4.0% |
0.0122 |
1.0% |
66% |
False |
False |
1,676 |
| 40 |
1.3151 |
1.2171 |
0.0980 |
7.8% |
0.0102 |
0.8% |
34% |
False |
False |
898 |
| 60 |
1.3271 |
1.2171 |
0.1100 |
8.8% |
0.0085 |
0.7% |
30% |
False |
False |
661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3268 |
|
2.618 |
1.3020 |
|
1.618 |
1.2868 |
|
1.000 |
1.2774 |
|
0.618 |
1.2716 |
|
HIGH |
1.2622 |
|
0.618 |
1.2564 |
|
0.500 |
1.2546 |
|
0.382 |
1.2528 |
|
LOW |
1.2470 |
|
0.618 |
1.2376 |
|
1.000 |
1.2318 |
|
1.618 |
1.2224 |
|
2.618 |
1.2072 |
|
4.250 |
1.1824 |
|
|
| Fisher Pivots for day following 01-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2546 |
1.2574 |
| PP |
1.2532 |
1.2550 |
| S1 |
1.2517 |
1.2527 |
|