CME British Pound Future December 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 |
1.1518 |
1.1567 |
0.0049 |
0.4% |
1.1508 |
| High |
1.1615 |
1.1572 |
-0.0043 |
-0.4% |
1.1668 |
| Low |
1.1505 |
1.1478 |
-0.0027 |
-0.2% |
1.1427 |
| Close |
1.1565 |
1.1490 |
-0.0075 |
-0.6% |
1.1610 |
| Range |
0.0110 |
0.0094 |
-0.0016 |
-14.5% |
0.0241 |
| ATR |
0.0126 |
0.0124 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
130,457 |
83,077 |
-47,380 |
-36.3% |
108,184 |
|
| Daily Pivots for day following 15-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1795 |
1.1737 |
1.1542 |
|
| R3 |
1.1701 |
1.1643 |
1.1516 |
|
| R2 |
1.1607 |
1.1607 |
1.1507 |
|
| R1 |
1.1549 |
1.1549 |
1.1499 |
1.1531 |
| PP |
1.1513 |
1.1513 |
1.1513 |
1.1505 |
| S1 |
1.1455 |
1.1455 |
1.1481 |
1.1437 |
| S2 |
1.1419 |
1.1419 |
1.1473 |
|
| S3 |
1.1325 |
1.1361 |
1.1464 |
|
| S4 |
1.1231 |
1.1267 |
1.1438 |
|
|
| 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 |
1.1759 |
1.1478 |
0.0281 |
2.4% |
0.0139 |
1.2% |
4% |
False |
True |
88,072 |
| 10 |
1.1759 |
1.1427 |
0.0332 |
2.9% |
0.0130 |
1.1% |
19% |
False |
False |
51,800 |
| 20 |
1.2100 |
1.1427 |
0.0673 |
5.9% |
0.0123 |
1.1% |
9% |
False |
False |
27,116 |
| 40 |
1.2327 |
1.1427 |
0.0900 |
7.8% |
0.0117 |
1.0% |
7% |
False |
False |
13,848 |
| 60 |
1.2373 |
1.1427 |
0.0946 |
8.2% |
0.0111 |
1.0% |
7% |
False |
False |
9,339 |
| 80 |
1.2691 |
1.1427 |
0.1264 |
11.0% |
0.0110 |
1.0% |
5% |
False |
False |
7,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1972 |
|
2.618 |
1.1818 |
|
1.618 |
1.1724 |
|
1.000 |
1.1666 |
|
0.618 |
1.1630 |
|
HIGH |
1.1572 |
|
0.618 |
1.1536 |
|
0.500 |
1.1525 |
|
0.382 |
1.1514 |
|
LOW |
1.1478 |
|
0.618 |
1.1420 |
|
1.000 |
1.1384 |
|
1.618 |
1.1326 |
|
2.618 |
1.1232 |
|
4.250 |
1.1079 |
|
|
| Fisher Pivots for day following 15-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1525 |
1.1619 |
| PP |
1.1513 |
1.1576 |
| S1 |
1.1502 |
1.1533 |
|