CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 19-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2022 |
19-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1492 |
1.1445 |
-0.0047 |
-0.4% |
1.1650 |
| High |
1.1504 |
1.1466 |
-0.0038 |
-0.3% |
1.1759 |
| Low |
1.1374 |
1.1380 |
0.0006 |
0.1% |
1.1374 |
| Close |
1.1436 |
1.1443 |
0.0007 |
0.1% |
1.1436 |
| Range |
0.0130 |
0.0086 |
-0.0044 |
-33.8% |
0.0385 |
| ATR |
0.0124 |
0.0121 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
141,223 |
49,941 |
-91,282 |
-64.6% |
538,250 |
|
| Daily Pivots for day following 19-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1688 |
1.1651 |
1.1490 |
|
| R3 |
1.1602 |
1.1565 |
1.1467 |
|
| R2 |
1.1516 |
1.1516 |
1.1459 |
|
| R1 |
1.1479 |
1.1479 |
1.1451 |
1.1455 |
| PP |
1.1430 |
1.1430 |
1.1430 |
1.1417 |
| S1 |
1.1393 |
1.1393 |
1.1435 |
1.1369 |
| S2 |
1.1344 |
1.1344 |
1.1427 |
|
| S3 |
1.1258 |
1.1307 |
1.1419 |
|
| S4 |
1.1172 |
1.1221 |
1.1396 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2678 |
1.2442 |
1.1648 |
|
| R3 |
1.2293 |
1.2057 |
1.1542 |
|
| R2 |
1.1908 |
1.1908 |
1.1507 |
|
| R1 |
1.1672 |
1.1672 |
1.1471 |
1.1598 |
| PP |
1.1523 |
1.1523 |
1.1523 |
1.1486 |
| S1 |
1.1287 |
1.1287 |
1.1401 |
1.1213 |
| S2 |
1.1138 |
1.1138 |
1.1365 |
|
| S3 |
1.0753 |
1.0902 |
1.1330 |
|
| S4 |
1.0368 |
1.0517 |
1.1224 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1759 |
1.1374 |
0.0385 |
3.4% |
0.0132 |
1.2% |
18% |
False |
False |
105,306 |
| 10 |
1.1759 |
1.1374 |
0.0385 |
3.4% |
0.0131 |
1.1% |
18% |
False |
False |
69,637 |
| 20 |
1.1923 |
1.1374 |
0.0549 |
4.8% |
0.0119 |
1.0% |
13% |
False |
False |
36,525 |
| 40 |
1.2327 |
1.1374 |
0.0953 |
8.3% |
0.0117 |
1.0% |
7% |
False |
False |
18,610 |
| 60 |
1.2373 |
1.1374 |
0.0999 |
8.7% |
0.0111 |
1.0% |
7% |
False |
False |
12,483 |
| 80 |
1.2691 |
1.1374 |
0.1317 |
11.5% |
0.0111 |
1.0% |
5% |
False |
False |
9,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1832 |
|
2.618 |
1.1691 |
|
1.618 |
1.1605 |
|
1.000 |
1.1552 |
|
0.618 |
1.1519 |
|
HIGH |
1.1466 |
|
0.618 |
1.1433 |
|
0.500 |
1.1423 |
|
0.382 |
1.1413 |
|
LOW |
1.1380 |
|
0.618 |
1.1327 |
|
1.000 |
1.1294 |
|
1.618 |
1.1241 |
|
2.618 |
1.1155 |
|
4.250 |
1.1015 |
|
|
| Fisher Pivots for day following 19-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1436 |
1.1473 |
| PP |
1.1430 |
1.1463 |
| S1 |
1.1423 |
1.1453 |
|