CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 27-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2022 |
27-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2060 |
1.2047 |
-0.0013 |
-0.1% |
1.1884 |
| High |
1.2106 |
1.2201 |
0.0095 |
0.8% |
1.2081 |
| Low |
1.1979 |
1.2035 |
0.0056 |
0.5% |
1.1878 |
| Close |
1.2043 |
1.2178 |
0.0135 |
1.1% |
1.1994 |
| Range |
0.0127 |
0.0166 |
0.0039 |
30.7% |
0.0203 |
| ATR |
0.0135 |
0.0137 |
0.0002 |
1.6% |
0.0000 |
| Volume |
99,461 |
103,542 |
4,081 |
4.1% |
542,388 |
|
| Daily Pivots for day following 27-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2636 |
1.2573 |
1.2269 |
|
| R3 |
1.2470 |
1.2407 |
1.2224 |
|
| R2 |
1.2304 |
1.2304 |
1.2208 |
|
| R1 |
1.2241 |
1.2241 |
1.2193 |
1.2273 |
| PP |
1.2138 |
1.2138 |
1.2138 |
1.2154 |
| S1 |
1.2075 |
1.2075 |
1.2163 |
1.2107 |
| S2 |
1.1972 |
1.1972 |
1.2148 |
|
| S3 |
1.1806 |
1.1909 |
1.2132 |
|
| S4 |
1.1640 |
1.1743 |
1.2087 |
|
|
| 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 |
1.2201 |
1.1905 |
0.0296 |
2.4% |
0.0137 |
1.1% |
92% |
True |
False |
107,418 |
| 10 |
1.2201 |
1.1778 |
0.0423 |
3.5% |
0.0127 |
1.0% |
95% |
True |
False |
105,950 |
| 20 |
1.2231 |
1.1778 |
0.0453 |
3.7% |
0.0137 |
1.1% |
88% |
False |
False |
110,687 |
| 40 |
1.2669 |
1.1778 |
0.0891 |
7.3% |
0.0145 |
1.2% |
45% |
False |
False |
102,339 |
| 60 |
1.2677 |
1.1778 |
0.0899 |
7.4% |
0.0136 |
1.1% |
44% |
False |
False |
68,533 |
| 80 |
1.3151 |
1.1778 |
0.1373 |
11.3% |
0.0121 |
1.0% |
29% |
False |
False |
51,431 |
| 100 |
1.3329 |
1.1778 |
0.1551 |
12.7% |
0.0109 |
0.9% |
26% |
False |
False |
41,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2907 |
|
2.618 |
1.2636 |
|
1.618 |
1.2470 |
|
1.000 |
1.2367 |
|
0.618 |
1.2304 |
|
HIGH |
1.2201 |
|
0.618 |
1.2138 |
|
0.500 |
1.2118 |
|
0.382 |
1.2098 |
|
LOW |
1.2035 |
|
0.618 |
1.1932 |
|
1.000 |
1.1869 |
|
1.618 |
1.1766 |
|
2.618 |
1.1600 |
|
4.250 |
1.1330 |
|
|
| Fisher Pivots for day following 27-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2158 |
1.2148 |
| PP |
1.2138 |
1.2118 |
| S1 |
1.2118 |
1.2088 |
|