CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 22-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2022 |
22-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1405 |
1.1292 |
-0.0113 |
-1.0% |
1.1650 |
| High |
1.1407 |
1.1386 |
-0.0021 |
-0.2% |
1.1759 |
| Low |
1.1258 |
1.1233 |
-0.0025 |
-0.2% |
1.1374 |
| Close |
1.1370 |
1.1274 |
-0.0096 |
-0.8% |
1.1436 |
| Range |
0.0149 |
0.0153 |
0.0004 |
2.7% |
0.0385 |
| ATR |
0.0122 |
0.0124 |
0.0002 |
1.8% |
0.0000 |
| Volume |
154,537 |
189,873 |
35,336 |
22.9% |
538,250 |
|
| Daily Pivots for day following 22-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1757 |
1.1668 |
1.1358 |
|
| R3 |
1.1604 |
1.1515 |
1.1316 |
|
| R2 |
1.1451 |
1.1451 |
1.1302 |
|
| R1 |
1.1362 |
1.1362 |
1.1288 |
1.1330 |
| PP |
1.1298 |
1.1298 |
1.1298 |
1.1282 |
| S1 |
1.1209 |
1.1209 |
1.1260 |
1.1177 |
| S2 |
1.1145 |
1.1145 |
1.1246 |
|
| S3 |
1.0992 |
1.1056 |
1.1232 |
|
| S4 |
1.0839 |
1.0903 |
1.1190 |
|
|
| 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 |
1.1504 |
1.1233 |
0.0271 |
2.4% |
0.0125 |
1.1% |
15% |
False |
True |
128,595 |
| 10 |
1.1759 |
1.1233 |
0.0526 |
4.7% |
0.0132 |
1.2% |
8% |
False |
True |
108,333 |
| 20 |
1.1923 |
1.1233 |
0.0690 |
6.1% |
0.0124 |
1.1% |
6% |
False |
True |
58,936 |
| 40 |
1.2327 |
1.1233 |
0.1094 |
9.7% |
0.0119 |
1.1% |
4% |
False |
True |
29,877 |
| 60 |
1.2327 |
1.1233 |
0.1094 |
9.7% |
0.0114 |
1.0% |
4% |
False |
True |
19,994 |
| 80 |
1.2683 |
1.1233 |
0.1450 |
12.9% |
0.0114 |
1.0% |
3% |
False |
True |
15,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2036 |
|
2.618 |
1.1787 |
|
1.618 |
1.1634 |
|
1.000 |
1.1539 |
|
0.618 |
1.1481 |
|
HIGH |
1.1386 |
|
0.618 |
1.1328 |
|
0.500 |
1.1310 |
|
0.382 |
1.1291 |
|
LOW |
1.1233 |
|
0.618 |
1.1138 |
|
1.000 |
1.1080 |
|
1.618 |
1.0985 |
|
2.618 |
1.0832 |
|
4.250 |
1.0583 |
|
|
| Fisher Pivots for day following 22-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1310 |
1.1359 |
| PP |
1.1298 |
1.1331 |
| S1 |
1.1286 |
1.1302 |
|