CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 03-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2022 |
03-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2265 |
1.2175 |
-0.0090 |
-0.7% |
1.2020 |
| High |
1.2291 |
1.2220 |
-0.0071 |
-0.6% |
1.2259 |
| Low |
1.2170 |
1.2111 |
-0.0059 |
-0.5% |
1.1975 |
| Close |
1.2180 |
1.2156 |
-0.0024 |
-0.2% |
1.2188 |
| Range |
0.0121 |
0.0109 |
-0.0012 |
-9.9% |
0.0284 |
| ATR |
0.0136 |
0.0134 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
94,709 |
95,118 |
409 |
0.4% |
553,854 |
|
| Daily Pivots for day following 03-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2489 |
1.2432 |
1.2216 |
|
| R3 |
1.2380 |
1.2323 |
1.2186 |
|
| R2 |
1.2271 |
1.2271 |
1.2176 |
|
| R1 |
1.2214 |
1.2214 |
1.2166 |
1.2188 |
| PP |
1.2162 |
1.2162 |
1.2162 |
1.2150 |
| S1 |
1.2105 |
1.2105 |
1.2146 |
1.2079 |
| S2 |
1.2053 |
1.2053 |
1.2136 |
|
| S3 |
1.1944 |
1.1996 |
1.2126 |
|
| S4 |
1.1835 |
1.1887 |
1.2096 |
|
|
| 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 |
1.2076 |
0.0230 |
1.9% |
0.0128 |
1.1% |
35% |
False |
False |
109,669 |
| 10 |
1.2306 |
1.1905 |
0.0401 |
3.3% |
0.0133 |
1.1% |
63% |
False |
False |
108,543 |
| 20 |
1.2306 |
1.1778 |
0.0528 |
4.3% |
0.0129 |
1.1% |
72% |
False |
False |
106,450 |
| 40 |
1.2610 |
1.1778 |
0.0832 |
6.8% |
0.0146 |
1.2% |
45% |
False |
False |
114,375 |
| 60 |
1.2677 |
1.1778 |
0.0899 |
7.4% |
0.0134 |
1.1% |
42% |
False |
False |
77,656 |
| 80 |
1.3151 |
1.1778 |
0.1373 |
11.3% |
0.0127 |
1.0% |
28% |
False |
False |
58,280 |
| 100 |
1.3271 |
1.1778 |
0.1493 |
12.3% |
0.0112 |
0.9% |
25% |
False |
False |
46,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2683 |
|
2.618 |
1.2505 |
|
1.618 |
1.2396 |
|
1.000 |
1.2329 |
|
0.618 |
1.2287 |
|
HIGH |
1.2220 |
|
0.618 |
1.2178 |
|
0.500 |
1.2166 |
|
0.382 |
1.2153 |
|
LOW |
1.2111 |
|
0.618 |
1.2044 |
|
1.000 |
1.2002 |
|
1.618 |
1.1935 |
|
2.618 |
1.1826 |
|
4.250 |
1.1648 |
|
|
| Fisher Pivots for day following 03-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2166 |
1.2209 |
| PP |
1.2162 |
1.2191 |
| S1 |
1.2159 |
1.2174 |
|