CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 13-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2022 |
13-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1907 |
1.1901 |
-0.0006 |
-0.1% |
1.2112 |
| High |
1.1932 |
1.1984 |
0.0052 |
0.4% |
1.2182 |
| Low |
1.1823 |
1.1844 |
0.0021 |
0.2% |
1.1892 |
| Close |
1.1915 |
1.1924 |
0.0009 |
0.1% |
1.2043 |
| Range |
0.0109 |
0.0140 |
0.0031 |
28.4% |
0.0290 |
| ATR |
0.0145 |
0.0145 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
91,735 |
131,795 |
40,060 |
43.7% |
498,252 |
|
| Daily Pivots for day following 13-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2337 |
1.2271 |
1.2001 |
|
| R3 |
1.2197 |
1.2131 |
1.1963 |
|
| R2 |
1.2057 |
1.2057 |
1.1950 |
|
| R1 |
1.1991 |
1.1991 |
1.1937 |
1.2024 |
| PP |
1.1917 |
1.1917 |
1.1917 |
1.1934 |
| S1 |
1.1851 |
1.1851 |
1.1911 |
1.1884 |
| S2 |
1.1777 |
1.1777 |
1.1898 |
|
| S3 |
1.1637 |
1.1711 |
1.1886 |
|
| S4 |
1.1497 |
1.1571 |
1.1847 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2909 |
1.2766 |
1.2203 |
|
| R3 |
1.2619 |
1.2476 |
1.2123 |
|
| R2 |
1.2329 |
1.2329 |
1.2096 |
|
| R1 |
1.2186 |
1.2186 |
1.2070 |
1.2113 |
| PP |
1.2039 |
1.2039 |
1.2039 |
1.2002 |
| S1 |
1.1896 |
1.1896 |
1.2016 |
1.1823 |
| S2 |
1.1749 |
1.1749 |
1.1990 |
|
| S3 |
1.1459 |
1.1606 |
1.1963 |
|
| S4 |
1.1169 |
1.1316 |
1.1884 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2071 |
1.1823 |
0.0248 |
2.1% |
0.0135 |
1.1% |
41% |
False |
False |
104,234 |
| 10 |
1.2231 |
1.1823 |
0.0408 |
3.4% |
0.0146 |
1.2% |
25% |
False |
False |
115,424 |
| 20 |
1.2426 |
1.1823 |
0.0603 |
5.1% |
0.0160 |
1.3% |
17% |
False |
False |
118,587 |
| 40 |
1.2677 |
1.1823 |
0.0854 |
7.2% |
0.0141 |
1.2% |
12% |
False |
False |
76,266 |
| 60 |
1.3081 |
1.1823 |
0.1258 |
10.6% |
0.0131 |
1.1% |
8% |
False |
False |
50,906 |
| 80 |
1.3271 |
1.1823 |
0.1448 |
12.1% |
0.0112 |
0.9% |
7% |
False |
False |
38,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2579 |
|
2.618 |
1.2351 |
|
1.618 |
1.2211 |
|
1.000 |
1.2124 |
|
0.618 |
1.2071 |
|
HIGH |
1.1984 |
|
0.618 |
1.1931 |
|
0.500 |
1.1914 |
|
0.382 |
1.1897 |
|
LOW |
1.1844 |
|
0.618 |
1.1757 |
|
1.000 |
1.1704 |
|
1.618 |
1.1617 |
|
2.618 |
1.1477 |
|
4.250 |
1.1249 |
|
|
| Fisher Pivots for day following 13-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1921 |
1.1939 |
| PP |
1.1917 |
1.1934 |
| S1 |
1.1914 |
1.1929 |
|