CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 21-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2022 |
21-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2374 |
1.2241 |
-0.0133 |
-1.1% |
1.2320 |
| High |
1.2379 |
1.2345 |
-0.0034 |
-0.3% |
1.2426 |
| Low |
1.2192 |
1.2219 |
0.0027 |
0.2% |
1.1952 |
| Close |
1.2230 |
1.2295 |
0.0065 |
0.5% |
1.2230 |
| Range |
0.0187 |
0.0126 |
-0.0061 |
-32.6% |
0.0474 |
| ATR |
0.0160 |
0.0157 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
116,926 |
119,737 |
2,811 |
2.4% |
816,181 |
|
| Daily Pivots for day following 21-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2664 |
1.2606 |
1.2364 |
|
| R3 |
1.2538 |
1.2480 |
1.2330 |
|
| R2 |
1.2412 |
1.2412 |
1.2318 |
|
| R1 |
1.2354 |
1.2354 |
1.2307 |
1.2383 |
| PP |
1.2286 |
1.2286 |
1.2286 |
1.2301 |
| S1 |
1.2228 |
1.2228 |
1.2283 |
1.2257 |
| S2 |
1.2160 |
1.2160 |
1.2272 |
|
| S3 |
1.2034 |
1.2102 |
1.2260 |
|
| S4 |
1.1908 |
1.1976 |
1.2226 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3625 |
1.3401 |
1.2491 |
|
| R3 |
1.3151 |
1.2927 |
1.2360 |
|
| R2 |
1.2677 |
1.2677 |
1.2317 |
|
| R1 |
1.2453 |
1.2453 |
1.2273 |
1.2328 |
| PP |
1.2203 |
1.2203 |
1.2203 |
1.2140 |
| S1 |
1.1979 |
1.1979 |
1.2187 |
1.1854 |
| S2 |
1.1729 |
1.1729 |
1.2143 |
|
| S3 |
1.1255 |
1.1505 |
1.2100 |
|
| S4 |
1.0781 |
1.1031 |
1.1969 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2426 |
1.1952 |
0.0474 |
3.9% |
0.0233 |
1.9% |
72% |
False |
False |
158,329 |
| 10 |
1.2610 |
1.1952 |
0.0658 |
5.4% |
0.0191 |
1.6% |
52% |
False |
False |
138,709 |
| 20 |
1.2677 |
1.1952 |
0.0725 |
5.9% |
0.0147 |
1.2% |
47% |
False |
False |
73,312 |
| 40 |
1.2800 |
1.1952 |
0.0848 |
6.9% |
0.0138 |
1.1% |
40% |
False |
False |
36,841 |
| 60 |
1.3223 |
1.1952 |
0.1271 |
10.3% |
0.0110 |
0.9% |
27% |
False |
False |
24,584 |
| 80 |
1.3422 |
1.1952 |
0.1470 |
12.0% |
0.0100 |
0.8% |
23% |
False |
False |
18,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2881 |
|
2.618 |
1.2675 |
|
1.618 |
1.2549 |
|
1.000 |
1.2471 |
|
0.618 |
1.2423 |
|
HIGH |
1.2345 |
|
0.618 |
1.2297 |
|
0.500 |
1.2282 |
|
0.382 |
1.2267 |
|
LOW |
1.2219 |
|
0.618 |
1.2141 |
|
1.000 |
1.2093 |
|
1.618 |
1.2015 |
|
2.618 |
1.1889 |
|
4.250 |
1.1684 |
|
|
| Fisher Pivots for day following 21-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2291 |
1.2278 |
| PP |
1.2286 |
1.2261 |
| S1 |
1.2282 |
1.2244 |
|