CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 28-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2022 |
28-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0674 |
1.0732 |
0.0058 |
0.5% |
1.1445 |
| High |
1.0848 |
1.0919 |
0.0071 |
0.7% |
1.1485 |
| Low |
1.0648 |
1.0539 |
-0.0109 |
-1.0% |
1.0840 |
| Close |
1.0738 |
1.0906 |
0.0168 |
1.6% |
1.0861 |
| Range |
0.0200 |
0.0380 |
0.0180 |
90.0% |
0.0645 |
| ATR |
0.0178 |
0.0192 |
0.0014 |
8.1% |
0.0000 |
| Volume |
217,880 |
284,664 |
66,784 |
30.7% |
775,816 |
|
| Daily Pivots for day following 28-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1928 |
1.1797 |
1.1115 |
|
| R3 |
1.1548 |
1.1417 |
1.1011 |
|
| R2 |
1.1168 |
1.1168 |
1.0976 |
|
| R1 |
1.1037 |
1.1037 |
1.0941 |
1.1103 |
| PP |
1.0788 |
1.0788 |
1.0788 |
1.0821 |
| S1 |
1.0657 |
1.0657 |
1.0871 |
1.0723 |
| S2 |
1.0408 |
1.0408 |
1.0836 |
|
| S3 |
1.0028 |
1.0277 |
1.0802 |
|
| S4 |
0.9648 |
0.9897 |
1.0697 |
|
|
| 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 |
1.1386 |
1.0392 |
0.0994 |
9.1% |
0.0346 |
3.2% |
52% |
False |
False |
270,109 |
| 10 |
1.1572 |
1.0392 |
0.1180 |
10.8% |
0.0229 |
2.1% |
44% |
False |
False |
188,672 |
| 20 |
1.1759 |
1.0392 |
0.1367 |
12.5% |
0.0180 |
1.6% |
38% |
False |
False |
116,329 |
| 40 |
1.2307 |
1.0392 |
0.1915 |
17.6% |
0.0147 |
1.3% |
27% |
False |
False |
58,880 |
| 60 |
1.2327 |
1.0392 |
0.1935 |
17.7% |
0.0132 |
1.2% |
27% |
False |
False |
39,325 |
| 80 |
1.2625 |
1.0392 |
0.2233 |
20.5% |
0.0130 |
1.2% |
23% |
False |
False |
29,594 |
| 100 |
1.2691 |
1.0392 |
0.2299 |
21.1% |
0.0119 |
1.1% |
22% |
False |
False |
23,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2534 |
|
2.618 |
1.1914 |
|
1.618 |
1.1534 |
|
1.000 |
1.1299 |
|
0.618 |
1.1154 |
|
HIGH |
1.0919 |
|
0.618 |
1.0774 |
|
0.500 |
1.0729 |
|
0.382 |
1.0684 |
|
LOW |
1.0539 |
|
0.618 |
1.0304 |
|
1.000 |
1.0159 |
|
1.618 |
0.9924 |
|
2.618 |
0.9544 |
|
4.250 |
0.8924 |
|
|
| Fisher Pivots for day following 28-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0847 |
1.0824 |
| PP |
1.0788 |
1.0743 |
| S1 |
1.0729 |
1.0661 |
|