CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 26-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2022 |
26-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1801 |
1.1840 |
0.0039 |
0.3% |
1.1830 |
| High |
1.1868 |
1.1905 |
0.0037 |
0.3% |
1.1905 |
| Low |
1.1788 |
1.1737 |
-0.0051 |
-0.4% |
1.1722 |
| Close |
1.1831 |
1.1747 |
-0.0084 |
-0.7% |
1.1747 |
| Range |
0.0080 |
0.0168 |
0.0088 |
110.0% |
0.0183 |
| ATR |
0.0123 |
0.0126 |
0.0003 |
2.6% |
0.0000 |
| Volume |
92,936 |
138,385 |
45,449 |
48.9% |
562,598 |
|
| Daily Pivots for day following 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2300 |
1.2192 |
1.1839 |
|
| R3 |
1.2132 |
1.2024 |
1.1793 |
|
| R2 |
1.1964 |
1.1964 |
1.1778 |
|
| R1 |
1.1856 |
1.1856 |
1.1762 |
1.1826 |
| PP |
1.1796 |
1.1796 |
1.1796 |
1.1782 |
| S1 |
1.1688 |
1.1688 |
1.1732 |
1.1658 |
| S2 |
1.1628 |
1.1628 |
1.1716 |
|
| S3 |
1.1460 |
1.1520 |
1.1701 |
|
| S4 |
1.1292 |
1.1352 |
1.1655 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2340 |
1.2227 |
1.1848 |
|
| R3 |
1.2157 |
1.2044 |
1.1797 |
|
| R2 |
1.1974 |
1.1974 |
1.1781 |
|
| R1 |
1.1861 |
1.1861 |
1.1764 |
1.1826 |
| PP |
1.1791 |
1.1791 |
1.1791 |
1.1774 |
| S1 |
1.1678 |
1.1678 |
1.1730 |
1.1643 |
| S2 |
1.1608 |
1.1608 |
1.1713 |
|
| S3 |
1.1425 |
1.1495 |
1.1697 |
|
| S4 |
1.1242 |
1.1312 |
1.1646 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1905 |
1.1722 |
0.0183 |
1.6% |
0.0117 |
1.0% |
14% |
True |
False |
112,519 |
| 10 |
1.2156 |
1.1722 |
0.0434 |
3.7% |
0.0122 |
1.0% |
6% |
False |
False |
107,406 |
| 20 |
1.2306 |
1.1722 |
0.0584 |
5.0% |
0.0123 |
1.1% |
4% |
False |
False |
102,205 |
| 40 |
1.2306 |
1.1722 |
0.0584 |
5.0% |
0.0132 |
1.1% |
4% |
False |
False |
107,791 |
| 60 |
1.2610 |
1.1722 |
0.0888 |
7.6% |
0.0138 |
1.2% |
3% |
False |
False |
106,462 |
| 80 |
1.2677 |
1.1722 |
0.0955 |
8.1% |
0.0134 |
1.1% |
3% |
False |
False |
80,265 |
| 100 |
1.3151 |
1.1722 |
0.1429 |
12.2% |
0.0123 |
1.1% |
2% |
False |
False |
64,236 |
| 120 |
1.3271 |
1.1722 |
0.1549 |
13.2% |
0.0111 |
0.9% |
2% |
False |
False |
53,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2619 |
|
2.618 |
1.2345 |
|
1.618 |
1.2177 |
|
1.000 |
1.2073 |
|
0.618 |
1.2009 |
|
HIGH |
1.1905 |
|
0.618 |
1.1841 |
|
0.500 |
1.1821 |
|
0.382 |
1.1801 |
|
LOW |
1.1737 |
|
0.618 |
1.1633 |
|
1.000 |
1.1569 |
|
1.618 |
1.1465 |
|
2.618 |
1.1297 |
|
4.250 |
1.1023 |
|
|
| Fisher Pivots for day following 26-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1821 |
1.1821 |
| PP |
1.1796 |
1.1796 |
| S1 |
1.1772 |
1.1772 |
|