CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 26-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2022 |
26-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1279 |
1.0840 |
-0.0439 |
-3.9% |
1.1445 |
| High |
1.1298 |
1.0930 |
-0.0368 |
-3.3% |
1.1485 |
| Low |
1.0840 |
1.0392 |
-0.0448 |
-4.1% |
1.0840 |
| Close |
1.0861 |
1.0693 |
-0.0168 |
-1.5% |
1.0861 |
| Range |
0.0458 |
0.0538 |
0.0080 |
17.5% |
0.0645 |
| ATR |
0.0148 |
0.0176 |
0.0028 |
18.8% |
0.0000 |
| Volume |
274,064 |
384,067 |
110,003 |
40.1% |
775,816 |
|
| Daily Pivots for day following 26-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2286 |
1.2027 |
1.0989 |
|
| R3 |
1.1748 |
1.1489 |
1.0841 |
|
| R2 |
1.1210 |
1.1210 |
1.0792 |
|
| R1 |
1.0951 |
1.0951 |
1.0742 |
1.0812 |
| PP |
1.0672 |
1.0672 |
1.0672 |
1.0602 |
| S1 |
1.0413 |
1.0413 |
1.0644 |
1.0274 |
| S2 |
1.0134 |
1.0134 |
1.0594 |
|
| S3 |
0.9596 |
0.9875 |
1.0545 |
|
| S4 |
0.9058 |
0.9337 |
1.0397 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2997 |
1.2574 |
1.1216 |
|
| R3 |
1.2352 |
1.1929 |
1.1038 |
|
| R2 |
1.1707 |
1.1707 |
1.0979 |
|
| R1 |
1.1284 |
1.1284 |
1.0920 |
1.1173 |
| PP |
1.1062 |
1.1062 |
1.1062 |
1.1007 |
| S1 |
1.0639 |
1.0639 |
1.0802 |
1.0528 |
| S2 |
1.0417 |
1.0417 |
1.0743 |
|
| S3 |
0.9772 |
0.9994 |
1.0684 |
|
| S4 |
0.9127 |
0.9349 |
1.0506 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1485 |
1.0392 |
0.1093 |
10.2% |
0.0281 |
2.6% |
28% |
False |
True |
221,988 |
| 10 |
1.1759 |
1.0392 |
0.1367 |
12.8% |
0.0206 |
1.9% |
22% |
False |
True |
163,647 |
| 20 |
1.1778 |
1.0392 |
0.1386 |
13.0% |
0.0162 |
1.5% |
22% |
False |
True |
91,435 |
| 40 |
1.2327 |
1.0392 |
0.1935 |
18.1% |
0.0137 |
1.3% |
16% |
False |
True |
46,326 |
| 60 |
1.2327 |
1.0392 |
0.1935 |
18.1% |
0.0129 |
1.2% |
16% |
False |
True |
30,961 |
| 80 |
1.2625 |
1.0392 |
0.2233 |
20.9% |
0.0124 |
1.2% |
13% |
False |
True |
23,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3217 |
|
2.618 |
1.2338 |
|
1.618 |
1.1800 |
|
1.000 |
1.1468 |
|
0.618 |
1.1262 |
|
HIGH |
1.0930 |
|
0.618 |
1.0724 |
|
0.500 |
1.0661 |
|
0.382 |
1.0598 |
|
LOW |
1.0392 |
|
0.618 |
1.0060 |
|
1.000 |
0.9854 |
|
1.618 |
0.9522 |
|
2.618 |
0.8984 |
|
4.250 |
0.8106 |
|
|
| Fisher Pivots for day following 26-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0682 |
1.0889 |
| PP |
1.0672 |
1.0824 |
| S1 |
1.0661 |
1.0758 |
|