CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 15-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2022 |
15-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1497 |
1.1542 |
0.0045 |
0.4% |
1.1491 |
| High |
1.1591 |
1.1550 |
-0.0041 |
-0.4% |
1.1649 |
| Low |
1.1481 |
1.1448 |
-0.0033 |
-0.3% |
1.1407 |
| Close |
1.1542 |
1.1467 |
-0.0075 |
-0.6% |
1.1591 |
| Range |
0.0110 |
0.0102 |
-0.0008 |
-7.3% |
0.0242 |
| ATR |
0.0132 |
0.0130 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
198,516 |
125,974 |
-72,542 |
-36.5% |
617,126 |
|
| Daily Pivots for day following 15-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1794 |
1.1733 |
1.1523 |
|
| R3 |
1.1692 |
1.1631 |
1.1495 |
|
| R2 |
1.1590 |
1.1590 |
1.1486 |
|
| R1 |
1.1529 |
1.1529 |
1.1476 |
1.1509 |
| PP |
1.1488 |
1.1488 |
1.1488 |
1.1478 |
| S1 |
1.1427 |
1.1427 |
1.1458 |
1.1407 |
| S2 |
1.1386 |
1.1386 |
1.1448 |
|
| S3 |
1.1284 |
1.1325 |
1.1439 |
|
| S4 |
1.1182 |
1.1223 |
1.1411 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2275 |
1.2175 |
1.1724 |
|
| R3 |
1.2033 |
1.1933 |
1.1658 |
|
| R2 |
1.1791 |
1.1791 |
1.1635 |
|
| R1 |
1.1691 |
1.1691 |
1.1613 |
1.1741 |
| PP |
1.1549 |
1.1549 |
1.1549 |
1.1574 |
| S1 |
1.1449 |
1.1449 |
1.1569 |
1.1499 |
| S2 |
1.1307 |
1.1307 |
1.1547 |
|
| S3 |
1.1065 |
1.1207 |
1.1524 |
|
| S4 |
1.0823 |
1.0965 |
1.1458 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1740 |
1.1448 |
0.0292 |
2.5% |
0.0143 |
1.3% |
7% |
False |
True |
177,053 |
| 10 |
1.1740 |
1.1407 |
0.0333 |
2.9% |
0.0134 |
1.2% |
18% |
False |
False |
161,648 |
| 20 |
1.2086 |
1.1407 |
0.0679 |
5.9% |
0.0128 |
1.1% |
9% |
False |
False |
137,793 |
| 40 |
1.2306 |
1.1407 |
0.0899 |
7.8% |
0.0127 |
1.1% |
7% |
False |
False |
120,183 |
| 60 |
1.2353 |
1.1407 |
0.0946 |
8.2% |
0.0129 |
1.1% |
6% |
False |
False |
115,164 |
| 80 |
1.2677 |
1.1407 |
0.1270 |
11.1% |
0.0133 |
1.2% |
5% |
False |
False |
104,701 |
| 100 |
1.2800 |
1.1407 |
0.1393 |
12.1% |
0.0132 |
1.2% |
4% |
False |
False |
83,835 |
| 120 |
1.3223 |
1.1407 |
0.1816 |
15.8% |
0.0119 |
1.0% |
3% |
False |
False |
69,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1984 |
|
2.618 |
1.1817 |
|
1.618 |
1.1715 |
|
1.000 |
1.1652 |
|
0.618 |
1.1613 |
|
HIGH |
1.1550 |
|
0.618 |
1.1511 |
|
0.500 |
1.1499 |
|
0.382 |
1.1487 |
|
LOW |
1.1448 |
|
0.618 |
1.1385 |
|
1.000 |
1.1346 |
|
1.618 |
1.1283 |
|
2.618 |
1.1181 |
|
4.250 |
1.1015 |
|
|
| Fisher Pivots for day following 15-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1499 |
1.1594 |
| PP |
1.1488 |
1.1552 |
| S1 |
1.1478 |
1.1509 |
|