CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 28-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2022 |
28-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2291 |
1.2288 |
-0.0003 |
0.0% |
1.2241 |
| High |
1.2353 |
1.2312 |
-0.0041 |
-0.3% |
1.2345 |
| Low |
1.2257 |
1.2197 |
-0.0060 |
-0.5% |
1.2180 |
| Close |
1.2296 |
1.2201 |
-0.0095 |
-0.8% |
1.2289 |
| Range |
0.0096 |
0.0115 |
0.0019 |
19.8% |
0.0165 |
| ATR |
0.0146 |
0.0143 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
72,921 |
82,001 |
9,080 |
12.5% |
390,671 |
|
| Daily Pivots for day following 28-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2582 |
1.2506 |
1.2264 |
|
| R3 |
1.2467 |
1.2391 |
1.2233 |
|
| R2 |
1.2352 |
1.2352 |
1.2222 |
|
| R1 |
1.2276 |
1.2276 |
1.2212 |
1.2257 |
| PP |
1.2237 |
1.2237 |
1.2237 |
1.2227 |
| S1 |
1.2161 |
1.2161 |
1.2190 |
1.2142 |
| S2 |
1.2122 |
1.2122 |
1.2180 |
|
| S3 |
1.2007 |
1.2046 |
1.2169 |
|
| S4 |
1.1892 |
1.1931 |
1.2138 |
|
|
| Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2766 |
1.2693 |
1.2380 |
|
| R3 |
1.2601 |
1.2528 |
1.2334 |
|
| R2 |
1.2436 |
1.2436 |
1.2319 |
|
| R1 |
1.2363 |
1.2363 |
1.2304 |
1.2400 |
| PP |
1.2271 |
1.2271 |
1.2271 |
1.2290 |
| S1 |
1.2198 |
1.2198 |
1.2274 |
1.2235 |
| S2 |
1.2106 |
1.2106 |
1.2259 |
|
| S3 |
1.1941 |
1.2033 |
1.2244 |
|
| S4 |
1.1776 |
1.1868 |
1.2198 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2353 |
1.2180 |
0.0173 |
1.4% |
0.0114 |
0.9% |
12% |
False |
False |
85,171 |
| 10 |
1.2426 |
1.1952 |
0.0474 |
3.9% |
0.0174 |
1.4% |
53% |
False |
False |
121,750 |
| 20 |
1.2669 |
1.1952 |
0.0717 |
5.9% |
0.0153 |
1.3% |
35% |
False |
False |
93,991 |
| 40 |
1.2677 |
1.1952 |
0.0725 |
5.9% |
0.0136 |
1.1% |
34% |
False |
False |
47,455 |
| 60 |
1.3151 |
1.1952 |
0.1199 |
9.8% |
0.0116 |
0.9% |
21% |
False |
False |
31,679 |
| 80 |
1.3329 |
1.1952 |
0.1377 |
11.3% |
0.0102 |
0.8% |
18% |
False |
False |
23,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2801 |
|
2.618 |
1.2613 |
|
1.618 |
1.2498 |
|
1.000 |
1.2427 |
|
0.618 |
1.2383 |
|
HIGH |
1.2312 |
|
0.618 |
1.2268 |
|
0.500 |
1.2255 |
|
0.382 |
1.2241 |
|
LOW |
1.2197 |
|
0.618 |
1.2126 |
|
1.000 |
1.2082 |
|
1.618 |
1.2011 |
|
2.618 |
1.1896 |
|
4.250 |
1.1708 |
|
|
| Fisher Pivots for day following 28-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2255 |
1.2275 |
| PP |
1.2237 |
1.2250 |
| S1 |
1.2219 |
1.2226 |
|