CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 05-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2022 |
05-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2159 |
1.2166 |
0.0007 |
0.1% |
1.2188 |
| High |
1.2231 |
1.2178 |
-0.0053 |
-0.4% |
1.2306 |
| Low |
1.2069 |
1.2012 |
-0.0057 |
-0.5% |
1.2012 |
| Close |
1.2185 |
1.2073 |
-0.0112 |
-0.9% |
1.2073 |
| Range |
0.0162 |
0.0166 |
0.0004 |
2.5% |
0.0294 |
| ATR |
0.0136 |
0.0139 |
0.0003 |
1.9% |
0.0000 |
| Volume |
117,755 |
96,223 |
-21,532 |
-18.3% |
497,110 |
|
| Daily Pivots for day following 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2586 |
1.2495 |
1.2164 |
|
| R3 |
1.2420 |
1.2329 |
1.2119 |
|
| R2 |
1.2254 |
1.2254 |
1.2103 |
|
| R1 |
1.2163 |
1.2163 |
1.2088 |
1.2126 |
| PP |
1.2088 |
1.2088 |
1.2088 |
1.2069 |
| S1 |
1.1997 |
1.1997 |
1.2058 |
1.1960 |
| S2 |
1.1922 |
1.1922 |
1.2043 |
|
| S3 |
1.1756 |
1.1831 |
1.2027 |
|
| S4 |
1.1590 |
1.1665 |
1.1982 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3012 |
1.2837 |
1.2235 |
|
| R3 |
1.2718 |
1.2543 |
1.2154 |
|
| R2 |
1.2424 |
1.2424 |
1.2127 |
|
| R1 |
1.2249 |
1.2249 |
1.2100 |
1.2190 |
| PP |
1.2130 |
1.2130 |
1.2130 |
1.2101 |
| S1 |
1.1955 |
1.1955 |
1.2046 |
1.1896 |
| S2 |
1.1836 |
1.1836 |
1.2019 |
|
| S3 |
1.1542 |
1.1661 |
1.1992 |
|
| S4 |
1.1248 |
1.1367 |
1.1911 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2306 |
1.2012 |
0.0294 |
2.4% |
0.0139 |
1.2% |
21% |
False |
True |
99,422 |
| 10 |
1.2306 |
1.1975 |
0.0331 |
2.7% |
0.0139 |
1.1% |
30% |
False |
False |
105,096 |
| 20 |
1.2306 |
1.1778 |
0.0528 |
4.4% |
0.0133 |
1.1% |
56% |
False |
False |
106,929 |
| 40 |
1.2567 |
1.1778 |
0.0789 |
6.5% |
0.0148 |
1.2% |
37% |
False |
False |
114,214 |
| 60 |
1.2677 |
1.1778 |
0.0899 |
7.4% |
0.0136 |
1.1% |
33% |
False |
False |
81,217 |
| 80 |
1.3151 |
1.1778 |
0.1373 |
11.4% |
0.0129 |
1.1% |
21% |
False |
False |
60,954 |
| 100 |
1.3271 |
1.1778 |
0.1493 |
12.4% |
0.0114 |
0.9% |
20% |
False |
False |
48,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2884 |
|
2.618 |
1.2613 |
|
1.618 |
1.2447 |
|
1.000 |
1.2344 |
|
0.618 |
1.2281 |
|
HIGH |
1.2178 |
|
0.618 |
1.2115 |
|
0.500 |
1.2095 |
|
0.382 |
1.2075 |
|
LOW |
1.2012 |
|
0.618 |
1.1909 |
|
1.000 |
1.1846 |
|
1.618 |
1.1743 |
|
2.618 |
1.1577 |
|
4.250 |
1.1307 |
|
|
| Fisher Pivots for day following 05-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2095 |
1.2122 |
| PP |
1.2088 |
1.2105 |
| S1 |
1.2080 |
1.2089 |
|