CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 12-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2022 |
12-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1526 |
1.1650 |
0.0124 |
1.1% |
1.1508 |
| High |
1.1668 |
1.1732 |
0.0064 |
0.5% |
1.1668 |
| Low |
1.1526 |
1.1622 |
0.0096 |
0.8% |
1.1427 |
| Close |
1.1610 |
1.1701 |
0.0091 |
0.8% |
1.1610 |
| Range |
0.0142 |
0.0110 |
-0.0032 |
-22.5% |
0.0241 |
| ATR |
0.0118 |
0.0118 |
0.0000 |
0.2% |
0.0000 |
| Volume |
43,333 |
61,660 |
18,327 |
42.3% |
108,184 |
|
| Daily Pivots for day following 12-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2015 |
1.1968 |
1.1762 |
|
| R3 |
1.1905 |
1.1858 |
1.1731 |
|
| R2 |
1.1795 |
1.1795 |
1.1721 |
|
| R1 |
1.1748 |
1.1748 |
1.1711 |
1.1772 |
| PP |
1.1685 |
1.1685 |
1.1685 |
1.1697 |
| S1 |
1.1638 |
1.1638 |
1.1691 |
1.1662 |
| S2 |
1.1575 |
1.1575 |
1.1681 |
|
| S3 |
1.1465 |
1.1528 |
1.1671 |
|
| S4 |
1.1355 |
1.1418 |
1.1641 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2291 |
1.2192 |
1.1743 |
|
| R3 |
1.2050 |
1.1951 |
1.1676 |
|
| R2 |
1.1809 |
1.1809 |
1.1654 |
|
| R1 |
1.1710 |
1.1710 |
1.1632 |
1.1760 |
| PP |
1.1568 |
1.1568 |
1.1568 |
1.1593 |
| S1 |
1.1469 |
1.1469 |
1.1588 |
1.1519 |
| S2 |
1.1327 |
1.1327 |
1.1566 |
|
| S3 |
1.1086 |
1.1228 |
1.1544 |
|
| S4 |
1.0845 |
1.0987 |
1.1477 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1732 |
1.1427 |
0.0305 |
2.6% |
0.0129 |
1.1% |
90% |
True |
False |
33,968 |
| 10 |
1.1778 |
1.1427 |
0.0351 |
3.0% |
0.0117 |
1.0% |
78% |
False |
False |
19,224 |
| 20 |
1.2180 |
1.1427 |
0.0753 |
6.4% |
0.0116 |
1.0% |
36% |
False |
False |
10,528 |
| 40 |
1.2327 |
1.1427 |
0.0900 |
7.7% |
0.0112 |
1.0% |
30% |
False |
False |
5,484 |
| 60 |
1.2436 |
1.1427 |
0.1009 |
8.6% |
0.0114 |
1.0% |
27% |
False |
False |
3,761 |
| 80 |
1.2691 |
1.1427 |
0.1264 |
10.8% |
0.0109 |
0.9% |
22% |
False |
False |
2,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2200 |
|
2.618 |
1.2020 |
|
1.618 |
1.1910 |
|
1.000 |
1.1842 |
|
0.618 |
1.1800 |
|
HIGH |
1.1732 |
|
0.618 |
1.1690 |
|
0.500 |
1.1677 |
|
0.382 |
1.1664 |
|
LOW |
1.1622 |
|
0.618 |
1.1554 |
|
1.000 |
1.1512 |
|
1.618 |
1.1444 |
|
2.618 |
1.1334 |
|
4.250 |
1.1155 |
|
|
| Fisher Pivots for day following 12-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1693 |
1.1670 |
| PP |
1.1685 |
1.1638 |
| S1 |
1.1677 |
1.1607 |
|