CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 01-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2022 |
01-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2187 |
1.2188 |
0.0001 |
0.0% |
1.2020 |
| High |
1.2259 |
1.2306 |
0.0047 |
0.4% |
1.2259 |
| Low |
1.2076 |
1.2168 |
0.0092 |
0.8% |
1.1975 |
| Close |
1.2188 |
1.2266 |
0.0078 |
0.6% |
1.2188 |
| Range |
0.0183 |
0.0138 |
-0.0045 |
-24.6% |
0.0284 |
| ATR |
0.0137 |
0.0137 |
0.0000 |
0.0% |
0.0000 |
| Volume |
148,712 |
93,305 |
-55,407 |
-37.3% |
553,854 |
|
| Daily Pivots for day following 01-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2661 |
1.2601 |
1.2342 |
|
| R3 |
1.2523 |
1.2463 |
1.2304 |
|
| R2 |
1.2385 |
1.2385 |
1.2291 |
|
| R1 |
1.2325 |
1.2325 |
1.2279 |
1.2355 |
| PP |
1.2247 |
1.2247 |
1.2247 |
1.2262 |
| S1 |
1.2187 |
1.2187 |
1.2253 |
1.2217 |
| S2 |
1.2109 |
1.2109 |
1.2241 |
|
| S3 |
1.1971 |
1.2049 |
1.2228 |
|
| S4 |
1.1833 |
1.1911 |
1.2190 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2993 |
1.2874 |
1.2344 |
|
| R3 |
1.2709 |
1.2590 |
1.2266 |
|
| R2 |
1.2425 |
1.2425 |
1.2240 |
|
| R1 |
1.2306 |
1.2306 |
1.2214 |
1.2366 |
| PP |
1.2141 |
1.2141 |
1.2141 |
1.2170 |
| S1 |
1.2022 |
1.2022 |
1.2162 |
1.2082 |
| S2 |
1.1857 |
1.1857 |
1.2136 |
|
| S3 |
1.1573 |
1.1738 |
1.2110 |
|
| S4 |
1.1289 |
1.1454 |
1.2032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2306 |
1.1979 |
0.0327 |
2.7% |
0.0141 |
1.1% |
88% |
True |
False |
112,304 |
| 10 |
1.2306 |
1.1905 |
0.0401 |
3.3% |
0.0130 |
1.1% |
90% |
True |
False |
109,449 |
| 20 |
1.2306 |
1.1778 |
0.0528 |
4.3% |
0.0137 |
1.1% |
92% |
True |
False |
111,651 |
| 40 |
1.2610 |
1.1778 |
0.0832 |
6.8% |
0.0146 |
1.2% |
59% |
False |
False |
110,848 |
| 60 |
1.2677 |
1.1778 |
0.0899 |
7.3% |
0.0137 |
1.1% |
54% |
False |
False |
74,506 |
| 80 |
1.3151 |
1.1778 |
0.1373 |
11.2% |
0.0124 |
1.0% |
36% |
False |
False |
55,908 |
| 100 |
1.3271 |
1.1778 |
0.1493 |
12.2% |
0.0110 |
0.9% |
33% |
False |
False |
44,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2893 |
|
2.618 |
1.2667 |
|
1.618 |
1.2529 |
|
1.000 |
1.2444 |
|
0.618 |
1.2391 |
|
HIGH |
1.2306 |
|
0.618 |
1.2253 |
|
0.500 |
1.2237 |
|
0.382 |
1.2221 |
|
LOW |
1.2168 |
|
0.618 |
1.2083 |
|
1.000 |
1.2030 |
|
1.618 |
1.1945 |
|
2.618 |
1.1807 |
|
4.250 |
1.1582 |
|
|
| Fisher Pivots for day following 01-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2256 |
1.2241 |
| PP |
1.2247 |
1.2216 |
| S1 |
1.2237 |
1.2191 |
|