CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 06-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2022 |
06-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1565 |
1.1508 |
-0.0057 |
-0.5% |
1.1756 |
| High |
1.1608 |
1.1624 |
0.0016 |
0.1% |
1.1778 |
| Low |
1.1515 |
1.1465 |
-0.0050 |
-0.4% |
1.1515 |
| Close |
1.1531 |
1.1543 |
0.0012 |
0.1% |
1.1531 |
| Range |
0.0093 |
0.0159 |
0.0066 |
71.0% |
0.0263 |
| ATR |
0.0112 |
0.0115 |
0.0003 |
3.0% |
0.0000 |
| Volume |
7,933 |
19,296 |
11,363 |
143.2% |
22,398 |
|
| Daily Pivots for day following 06-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2021 |
1.1941 |
1.1630 |
|
| R3 |
1.1862 |
1.1782 |
1.1587 |
|
| R2 |
1.1703 |
1.1703 |
1.1572 |
|
| R1 |
1.1623 |
1.1623 |
1.1558 |
1.1663 |
| PP |
1.1544 |
1.1544 |
1.1544 |
1.1564 |
| S1 |
1.1464 |
1.1464 |
1.1528 |
1.1504 |
| S2 |
1.1385 |
1.1385 |
1.1514 |
|
| S3 |
1.1226 |
1.1305 |
1.1499 |
|
| S4 |
1.1067 |
1.1146 |
1.1456 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2397 |
1.2227 |
1.1676 |
|
| R3 |
1.2134 |
1.1964 |
1.1603 |
|
| R2 |
1.1871 |
1.1871 |
1.1579 |
|
| R1 |
1.1701 |
1.1701 |
1.1555 |
1.1655 |
| PP |
1.1608 |
1.1608 |
1.1608 |
1.1585 |
| S1 |
1.1438 |
1.1438 |
1.1507 |
1.1392 |
| S2 |
1.1345 |
1.1345 |
1.1483 |
|
| S3 |
1.1082 |
1.1175 |
1.1459 |
|
| S4 |
1.0819 |
1.0912 |
1.1386 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1778 |
1.1465 |
0.0313 |
2.7% |
0.0119 |
1.0% |
25% |
False |
True |
7,973 |
| 10 |
1.1923 |
1.1465 |
0.0458 |
4.0% |
0.0115 |
1.0% |
17% |
False |
True |
5,233 |
| 20 |
1.2307 |
1.1465 |
0.0842 |
7.3% |
0.0113 |
1.0% |
9% |
False |
True |
3,050 |
| 40 |
1.2327 |
1.1465 |
0.0862 |
7.5% |
0.0108 |
0.9% |
9% |
False |
True |
1,740 |
| 60 |
1.2536 |
1.1465 |
0.1071 |
9.3% |
0.0117 |
1.0% |
7% |
False |
True |
1,283 |
| 80 |
1.2691 |
1.1465 |
0.1226 |
10.6% |
0.0107 |
0.9% |
6% |
False |
True |
1,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2300 |
|
2.618 |
1.2040 |
|
1.618 |
1.1881 |
|
1.000 |
1.1783 |
|
0.618 |
1.1722 |
|
HIGH |
1.1624 |
|
0.618 |
1.1563 |
|
0.500 |
1.1545 |
|
0.382 |
1.1526 |
|
LOW |
1.1465 |
|
0.618 |
1.1367 |
|
1.000 |
1.1306 |
|
1.618 |
1.1208 |
|
2.618 |
1.1049 |
|
4.250 |
1.0789 |
|
|
| Fisher Pivots for day following 06-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1545 |
1.1551 |
| PP |
1.1544 |
1.1548 |
| S1 |
1.1544 |
1.1546 |
|