CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 29-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2022 |
29-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0732 |
1.0892 |
0.0160 |
1.5% |
1.1445 |
| High |
1.0919 |
1.1131 |
0.0212 |
1.9% |
1.1485 |
| Low |
1.0539 |
1.0765 |
0.0226 |
2.1% |
1.0840 |
| Close |
1.0906 |
1.1064 |
0.0158 |
1.4% |
1.0861 |
| Range |
0.0380 |
0.0366 |
-0.0014 |
-3.7% |
0.0645 |
| ATR |
0.0192 |
0.0205 |
0.0012 |
6.5% |
0.0000 |
| Volume |
284,664 |
237,093 |
-47,571 |
-16.7% |
775,816 |
|
| Daily Pivots for day following 29-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2085 |
1.1940 |
1.1265 |
|
| R3 |
1.1719 |
1.1574 |
1.1165 |
|
| R2 |
1.1353 |
1.1353 |
1.1131 |
|
| R1 |
1.1208 |
1.1208 |
1.1098 |
1.1281 |
| PP |
1.0987 |
1.0987 |
1.0987 |
1.1023 |
| S1 |
1.0842 |
1.0842 |
1.1030 |
1.0915 |
| S2 |
1.0621 |
1.0621 |
1.0997 |
|
| S3 |
1.0255 |
1.0476 |
1.0963 |
|
| S4 |
0.9889 |
1.0110 |
1.0863 |
|
|
| 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 |
1.1298 |
1.0392 |
0.0906 |
8.2% |
0.0388 |
3.5% |
74% |
False |
False |
279,553 |
| 10 |
1.1504 |
1.0392 |
0.1112 |
10.1% |
0.0257 |
2.3% |
60% |
False |
False |
204,074 |
| 20 |
1.1759 |
1.0392 |
0.1367 |
12.4% |
0.0193 |
1.7% |
49% |
False |
False |
127,937 |
| 40 |
1.2307 |
1.0392 |
0.1915 |
17.3% |
0.0154 |
1.4% |
35% |
False |
False |
64,782 |
| 60 |
1.2327 |
1.0392 |
0.1935 |
17.5% |
0.0136 |
1.2% |
35% |
False |
False |
43,276 |
| 80 |
1.2625 |
1.0392 |
0.2233 |
20.2% |
0.0134 |
1.2% |
30% |
False |
False |
32,547 |
| 100 |
1.2691 |
1.0392 |
0.2299 |
20.8% |
0.0122 |
1.1% |
29% |
False |
False |
26,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2687 |
|
2.618 |
1.2089 |
|
1.618 |
1.1723 |
|
1.000 |
1.1497 |
|
0.618 |
1.1357 |
|
HIGH |
1.1131 |
|
0.618 |
1.0991 |
|
0.500 |
1.0948 |
|
0.382 |
1.0905 |
|
LOW |
1.0765 |
|
0.618 |
1.0539 |
|
1.000 |
1.0399 |
|
1.618 |
1.0173 |
|
2.618 |
0.9807 |
|
4.250 |
0.9210 |
|
|
| Fisher Pivots for day following 29-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1025 |
1.0988 |
| PP |
1.0987 |
1.0911 |
| S1 |
1.0948 |
1.0835 |
|