CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 02-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2022 |
02-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1619 |
1.1545 |
-0.0074 |
-0.6% |
1.1732 |
| High |
1.1621 |
1.1594 |
-0.0027 |
-0.2% |
1.1765 |
| Low |
1.1501 |
1.1497 |
-0.0004 |
0.0% |
1.1497 |
| Close |
1.1540 |
1.1515 |
-0.0025 |
-0.2% |
1.1515 |
| Range |
0.0120 |
0.0097 |
-0.0023 |
-19.2% |
0.0268 |
| ATR |
0.0123 |
0.0121 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
126,750 |
135,300 |
8,550 |
6.7% |
606,505 |
|
| Daily Pivots for day following 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1826 |
1.1768 |
1.1568 |
|
| R3 |
1.1729 |
1.1671 |
1.1542 |
|
| R2 |
1.1632 |
1.1632 |
1.1533 |
|
| R1 |
1.1574 |
1.1574 |
1.1524 |
1.1555 |
| PP |
1.1535 |
1.1535 |
1.1535 |
1.1526 |
| S1 |
1.1477 |
1.1477 |
1.1506 |
1.1458 |
| S2 |
1.1438 |
1.1438 |
1.1497 |
|
| S3 |
1.1341 |
1.1380 |
1.1488 |
|
| S4 |
1.1244 |
1.1283 |
1.1462 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2396 |
1.2224 |
1.1662 |
|
| R3 |
1.2128 |
1.1956 |
1.1589 |
|
| R2 |
1.1860 |
1.1860 |
1.1564 |
|
| R1 |
1.1688 |
1.1688 |
1.1540 |
1.1640 |
| PP |
1.1592 |
1.1592 |
1.1592 |
1.1569 |
| S1 |
1.1420 |
1.1420 |
1.1490 |
1.1372 |
| S2 |
1.1324 |
1.1324 |
1.1466 |
|
| S3 |
1.1056 |
1.1152 |
1.1441 |
|
| S4 |
1.0788 |
1.0884 |
1.1368 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1765 |
1.1497 |
0.0268 |
2.3% |
0.0110 |
1.0% |
7% |
False |
True |
121,301 |
| 10 |
1.1905 |
1.1497 |
0.0408 |
3.5% |
0.0114 |
1.0% |
4% |
False |
True |
116,910 |
| 20 |
1.2286 |
1.1497 |
0.0789 |
6.9% |
0.0116 |
1.0% |
2% |
False |
True |
107,675 |
| 40 |
1.2306 |
1.1497 |
0.0809 |
7.0% |
0.0124 |
1.1% |
2% |
False |
True |
107,302 |
| 60 |
1.2567 |
1.1497 |
0.1070 |
9.3% |
0.0138 |
1.2% |
2% |
False |
True |
112,034 |
| 80 |
1.2677 |
1.1497 |
0.1180 |
10.2% |
0.0131 |
1.1% |
2% |
False |
True |
87,831 |
| 100 |
1.3151 |
1.1497 |
0.1654 |
14.4% |
0.0127 |
1.1% |
1% |
False |
True |
70,298 |
| 120 |
1.3271 |
1.1497 |
0.1774 |
15.4% |
0.0114 |
1.0% |
1% |
False |
True |
58,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2006 |
|
2.618 |
1.1848 |
|
1.618 |
1.1751 |
|
1.000 |
1.1691 |
|
0.618 |
1.1654 |
|
HIGH |
1.1594 |
|
0.618 |
1.1557 |
|
0.500 |
1.1546 |
|
0.382 |
1.1534 |
|
LOW |
1.1497 |
|
0.618 |
1.1437 |
|
1.000 |
1.1400 |
|
1.618 |
1.1340 |
|
2.618 |
1.1243 |
|
4.250 |
1.1085 |
|
|
| Fisher Pivots for day following 02-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1546 |
1.1597 |
| PP |
1.1535 |
1.1569 |
| S1 |
1.1525 |
1.1542 |
|