CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 21-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2022 |
21-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1456 |
1.1405 |
-0.0051 |
-0.4% |
1.1650 |
| High |
1.1485 |
1.1407 |
-0.0078 |
-0.7% |
1.1759 |
| Low |
1.1380 |
1.1258 |
-0.0122 |
-1.1% |
1.1374 |
| Close |
1.1392 |
1.1370 |
-0.0022 |
-0.2% |
1.1436 |
| Range |
0.0105 |
0.0149 |
0.0044 |
41.9% |
0.0385 |
| ATR |
0.0120 |
0.0122 |
0.0002 |
1.7% |
0.0000 |
| Volume |
107,401 |
154,537 |
47,136 |
43.9% |
538,250 |
|
| Daily Pivots for day following 21-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1792 |
1.1730 |
1.1452 |
|
| R3 |
1.1643 |
1.1581 |
1.1411 |
|
| R2 |
1.1494 |
1.1494 |
1.1397 |
|
| R1 |
1.1432 |
1.1432 |
1.1384 |
1.1389 |
| PP |
1.1345 |
1.1345 |
1.1345 |
1.1323 |
| S1 |
1.1283 |
1.1283 |
1.1356 |
1.1240 |
| S2 |
1.1196 |
1.1196 |
1.1343 |
|
| S3 |
1.1047 |
1.1134 |
1.1329 |
|
| S4 |
1.0898 |
1.0985 |
1.1288 |
|
|
| 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 |
1.1572 |
1.1258 |
0.0314 |
2.8% |
0.0113 |
1.0% |
36% |
False |
True |
107,235 |
| 10 |
1.1759 |
1.1258 |
0.0501 |
4.4% |
0.0127 |
1.1% |
22% |
False |
True |
92,256 |
| 20 |
1.1923 |
1.1258 |
0.0665 |
5.8% |
0.0120 |
1.1% |
17% |
False |
True |
49,461 |
| 40 |
1.2327 |
1.1258 |
0.1069 |
9.4% |
0.0118 |
1.0% |
10% |
False |
True |
25,143 |
| 60 |
1.2327 |
1.1258 |
0.1069 |
9.4% |
0.0113 |
1.0% |
10% |
False |
True |
16,830 |
| 80 |
1.2691 |
1.1258 |
0.1433 |
12.6% |
0.0113 |
1.0% |
8% |
False |
True |
12,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2040 |
|
2.618 |
1.1797 |
|
1.618 |
1.1648 |
|
1.000 |
1.1556 |
|
0.618 |
1.1499 |
|
HIGH |
1.1407 |
|
0.618 |
1.1350 |
|
0.500 |
1.1333 |
|
0.382 |
1.1315 |
|
LOW |
1.1258 |
|
0.618 |
1.1166 |
|
1.000 |
1.1109 |
|
1.618 |
1.1017 |
|
2.618 |
1.0868 |
|
4.250 |
1.0625 |
|
|
| Fisher Pivots for day following 21-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1358 |
1.1372 |
| PP |
1.1345 |
1.1371 |
| S1 |
1.1333 |
1.1371 |
|