CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 19-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2022 |
19-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1884 |
1.1969 |
0.0085 |
0.7% |
1.2052 |
| High |
1.2050 |
1.2063 |
0.0013 |
0.1% |
1.2054 |
| Low |
1.1878 |
1.1940 |
0.0062 |
0.5% |
1.1778 |
| Close |
1.1969 |
1.2013 |
0.0044 |
0.4% |
1.1872 |
| Range |
0.0172 |
0.0123 |
-0.0049 |
-28.5% |
0.0276 |
| ATR |
0.0142 |
0.0141 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
95,057 |
108,517 |
13,460 |
14.2% |
545,233 |
|
| Daily Pivots for day following 19-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2374 |
1.2317 |
1.2081 |
|
| R3 |
1.2251 |
1.2194 |
1.2047 |
|
| R2 |
1.2128 |
1.2128 |
1.2036 |
|
| R1 |
1.2071 |
1.2071 |
1.2024 |
1.2100 |
| PP |
1.2005 |
1.2005 |
1.2005 |
1.2020 |
| S1 |
1.1948 |
1.1948 |
1.2002 |
1.1977 |
| S2 |
1.1882 |
1.1882 |
1.1990 |
|
| S3 |
1.1759 |
1.1825 |
1.1979 |
|
| S4 |
1.1636 |
1.1702 |
1.1945 |
|
|
| Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2729 |
1.2577 |
1.2024 |
|
| R3 |
1.2453 |
1.2301 |
1.1948 |
|
| R2 |
1.2177 |
1.2177 |
1.1923 |
|
| R1 |
1.2025 |
1.2025 |
1.1897 |
1.1963 |
| PP |
1.1901 |
1.1901 |
1.1901 |
1.1871 |
| S1 |
1.1749 |
1.1749 |
1.1847 |
1.1687 |
| S2 |
1.1625 |
1.1625 |
1.1821 |
|
| S3 |
1.1349 |
1.1473 |
1.1796 |
|
| S4 |
1.1073 |
1.1197 |
1.1720 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2063 |
1.1778 |
0.0285 |
2.4% |
0.0127 |
1.1% |
82% |
True |
False |
112,768 |
| 10 |
1.2071 |
1.1778 |
0.0293 |
2.4% |
0.0129 |
1.1% |
80% |
False |
False |
107,605 |
| 20 |
1.2353 |
1.1778 |
0.0575 |
4.8% |
0.0133 |
1.1% |
41% |
False |
False |
106,594 |
| 40 |
1.2677 |
1.1778 |
0.0899 |
7.5% |
0.0138 |
1.2% |
26% |
False |
False |
86,986 |
| 60 |
1.3036 |
1.1778 |
0.1258 |
10.5% |
0.0137 |
1.1% |
19% |
False |
False |
58,102 |
| 80 |
1.3223 |
1.1778 |
0.1445 |
12.0% |
0.0115 |
1.0% |
16% |
False |
False |
43,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2586 |
|
2.618 |
1.2385 |
|
1.618 |
1.2262 |
|
1.000 |
1.2186 |
|
0.618 |
1.2139 |
|
HIGH |
1.2063 |
|
0.618 |
1.2016 |
|
0.500 |
1.2002 |
|
0.382 |
1.1987 |
|
LOW |
1.1940 |
|
0.618 |
1.1864 |
|
1.000 |
1.1817 |
|
1.618 |
1.1741 |
|
2.618 |
1.1618 |
|
4.250 |
1.1417 |
|
|
| Fisher Pivots for day following 19-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2009 |
1.1989 |
| PP |
1.2005 |
1.1966 |
| S1 |
1.2002 |
1.1942 |
|