CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 17-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2022 |
17-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2063 |
1.2102 |
0.0039 |
0.3% |
1.2077 |
| High |
1.2125 |
1.2151 |
0.0026 |
0.2% |
1.2286 |
| Low |
1.2014 |
1.2035 |
0.0021 |
0.2% |
1.2057 |
| Close |
1.2096 |
1.2070 |
-0.0026 |
-0.2% |
1.2148 |
| Range |
0.0111 |
0.0116 |
0.0005 |
4.5% |
0.0229 |
| ATR |
0.0127 |
0.0126 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
100,286 |
95,784 |
-4,502 |
-4.5% |
472,936 |
|
| Daily Pivots for day following 17-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2433 |
1.2368 |
1.2134 |
|
| R3 |
1.2317 |
1.2252 |
1.2102 |
|
| R2 |
1.2201 |
1.2201 |
1.2091 |
|
| R1 |
1.2136 |
1.2136 |
1.2081 |
1.2111 |
| PP |
1.2085 |
1.2085 |
1.2085 |
1.2073 |
| S1 |
1.2020 |
1.2020 |
1.2059 |
1.1995 |
| S2 |
1.1969 |
1.1969 |
1.2049 |
|
| S3 |
1.1853 |
1.1904 |
1.2038 |
|
| S4 |
1.1737 |
1.1788 |
1.2006 |
|
|
| Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2851 |
1.2728 |
1.2274 |
|
| R3 |
1.2622 |
1.2499 |
1.2211 |
|
| R2 |
1.2393 |
1.2393 |
1.2190 |
|
| R1 |
1.2270 |
1.2270 |
1.2169 |
1.2332 |
| PP |
1.2164 |
1.2164 |
1.2164 |
1.2194 |
| S1 |
1.2041 |
1.2041 |
1.2127 |
1.2103 |
| S2 |
1.1935 |
1.1935 |
1.2106 |
|
| S3 |
1.1706 |
1.1812 |
1.2085 |
|
| S4 |
1.1477 |
1.1583 |
1.2022 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2258 |
1.2014 |
0.0244 |
2.0% |
0.0103 |
0.9% |
23% |
False |
False |
94,035 |
| 10 |
1.2286 |
1.2012 |
0.0274 |
2.3% |
0.0121 |
1.0% |
21% |
False |
False |
96,605 |
| 20 |
1.2306 |
1.1905 |
0.0401 |
3.3% |
0.0127 |
1.1% |
41% |
False |
False |
102,574 |
| 40 |
1.2353 |
1.1778 |
0.0575 |
4.8% |
0.0129 |
1.1% |
51% |
False |
False |
103,850 |
| 60 |
1.2677 |
1.1778 |
0.0899 |
7.4% |
0.0135 |
1.1% |
32% |
False |
False |
93,670 |
| 80 |
1.2800 |
1.1778 |
0.1022 |
8.5% |
0.0133 |
1.1% |
29% |
False |
False |
70,345 |
| 100 |
1.3223 |
1.1778 |
0.1445 |
12.0% |
0.0118 |
1.0% |
20% |
False |
False |
56,290 |
| 120 |
1.3422 |
1.1778 |
0.1644 |
13.6% |
0.0109 |
0.9% |
18% |
False |
False |
46,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2644 |
|
2.618 |
1.2455 |
|
1.618 |
1.2339 |
|
1.000 |
1.2267 |
|
0.618 |
1.2223 |
|
HIGH |
1.2151 |
|
0.618 |
1.2107 |
|
0.500 |
1.2093 |
|
0.382 |
1.2079 |
|
LOW |
1.2035 |
|
0.618 |
1.1963 |
|
1.000 |
1.1919 |
|
1.618 |
1.1847 |
|
2.618 |
1.1731 |
|
4.250 |
1.1542 |
|
|
| Fisher Pivots for day following 17-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2093 |
1.2085 |
| PP |
1.2085 |
1.2080 |
| S1 |
1.2078 |
1.2075 |
|