CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 26-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2022 |
26-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2020 |
1.2060 |
0.0040 |
0.3% |
1.1884 |
| High |
1.2102 |
1.2106 |
0.0004 |
0.0% |
1.2081 |
| Low |
1.1975 |
1.1979 |
0.0004 |
0.0% |
1.1878 |
| Close |
1.2063 |
1.2043 |
-0.0020 |
-0.2% |
1.1994 |
| Range |
0.0127 |
0.0127 |
0.0000 |
0.0% |
0.0203 |
| ATR |
0.0136 |
0.0135 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
85,637 |
99,461 |
13,824 |
16.1% |
542,388 |
|
| Daily Pivots for day following 26-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2424 |
1.2360 |
1.2113 |
|
| R3 |
1.2297 |
1.2233 |
1.2078 |
|
| R2 |
1.2170 |
1.2170 |
1.2066 |
|
| R1 |
1.2106 |
1.2106 |
1.2055 |
1.2075 |
| PP |
1.2043 |
1.2043 |
1.2043 |
1.2027 |
| S1 |
1.1979 |
1.1979 |
1.2031 |
1.1948 |
| S2 |
1.1916 |
1.1916 |
1.2020 |
|
| S3 |
1.1789 |
1.1852 |
1.2008 |
|
| S4 |
1.1662 |
1.1725 |
1.1973 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2593 |
1.2497 |
1.2106 |
|
| R3 |
1.2390 |
1.2294 |
1.2050 |
|
| R2 |
1.2187 |
1.2187 |
1.2031 |
|
| R1 |
1.2091 |
1.2091 |
1.2013 |
1.2139 |
| PP |
1.1984 |
1.1984 |
1.1984 |
1.2009 |
| S1 |
1.1888 |
1.1888 |
1.1975 |
1.1936 |
| S2 |
1.1781 |
1.1781 |
1.1957 |
|
| S3 |
1.1578 |
1.1685 |
1.1938 |
|
| S4 |
1.1375 |
1.1482 |
1.1882 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2106 |
1.1905 |
0.0201 |
1.7% |
0.0121 |
1.0% |
69% |
True |
False |
104,782 |
| 10 |
1.2106 |
1.1778 |
0.0328 |
2.7% |
0.0124 |
1.0% |
81% |
True |
False |
108,775 |
| 20 |
1.2312 |
1.1778 |
0.0534 |
4.4% |
0.0134 |
1.1% |
50% |
False |
False |
109,610 |
| 40 |
1.2677 |
1.1778 |
0.0899 |
7.5% |
0.0142 |
1.2% |
29% |
False |
False |
99,822 |
| 60 |
1.2677 |
1.1778 |
0.0899 |
7.5% |
0.0136 |
1.1% |
29% |
False |
False |
66,808 |
| 80 |
1.3160 |
1.1778 |
0.1382 |
11.5% |
0.0119 |
1.0% |
19% |
False |
False |
50,137 |
| 100 |
1.3395 |
1.1778 |
0.1617 |
13.4% |
0.0108 |
0.9% |
16% |
False |
False |
40,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2646 |
|
2.618 |
1.2438 |
|
1.618 |
1.2311 |
|
1.000 |
1.2233 |
|
0.618 |
1.2184 |
|
HIGH |
1.2106 |
|
0.618 |
1.2057 |
|
0.500 |
1.2043 |
|
0.382 |
1.2028 |
|
LOW |
1.1979 |
|
0.618 |
1.1901 |
|
1.000 |
1.1852 |
|
1.618 |
1.1774 |
|
2.618 |
1.1647 |
|
4.250 |
1.1439 |
|
|
| Fisher Pivots for day following 26-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2043 |
1.2035 |
| PP |
1.2043 |
1.2027 |
| S1 |
1.2043 |
1.2019 |
|