CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 03-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2022 |
03-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1125 |
1.1192 |
0.0067 |
0.6% |
1.0840 |
| High |
1.1243 |
1.1347 |
0.0104 |
0.9% |
1.1243 |
| Low |
1.1034 |
1.1093 |
0.0059 |
0.5% |
1.0392 |
| Close |
1.1181 |
1.1323 |
0.0142 |
1.3% |
1.1181 |
| Range |
0.0209 |
0.0254 |
0.0045 |
21.5% |
0.0851 |
| ATR |
0.0205 |
0.0208 |
0.0004 |
1.7% |
0.0000 |
| Volume |
236,947 |
163,977 |
-72,970 |
-30.8% |
1,360,651 |
|
| Daily Pivots for day following 03-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2016 |
1.1924 |
1.1463 |
|
| R3 |
1.1762 |
1.1670 |
1.1393 |
|
| R2 |
1.1508 |
1.1508 |
1.1370 |
|
| R1 |
1.1416 |
1.1416 |
1.1346 |
1.1462 |
| PP |
1.1254 |
1.1254 |
1.1254 |
1.1278 |
| S1 |
1.1162 |
1.1162 |
1.1300 |
1.1208 |
| S2 |
1.1000 |
1.1000 |
1.1276 |
|
| S3 |
1.0746 |
1.0908 |
1.1253 |
|
| S4 |
1.0492 |
1.0654 |
1.1183 |
|
|
| Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3492 |
1.3187 |
1.1649 |
|
| R3 |
1.2641 |
1.2336 |
1.1415 |
|
| R2 |
1.1790 |
1.1790 |
1.1337 |
|
| R1 |
1.1485 |
1.1485 |
1.1259 |
1.1638 |
| PP |
1.0939 |
1.0939 |
1.0939 |
1.1015 |
| S1 |
1.0634 |
1.0634 |
1.1103 |
1.0787 |
| S2 |
1.0088 |
1.0088 |
1.1025 |
|
| S3 |
0.9237 |
0.9783 |
1.0947 |
|
| S4 |
0.8386 |
0.8932 |
1.0713 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1347 |
1.0539 |
0.0808 |
7.1% |
0.0282 |
2.5% |
97% |
True |
False |
228,112 |
| 10 |
1.1485 |
1.0392 |
0.1093 |
9.7% |
0.0281 |
2.5% |
85% |
False |
False |
225,050 |
| 20 |
1.1759 |
1.0392 |
0.1367 |
12.1% |
0.0206 |
1.8% |
68% |
False |
False |
147,343 |
| 40 |
1.2307 |
1.0392 |
0.1915 |
16.9% |
0.0158 |
1.4% |
49% |
False |
False |
74,763 |
| 60 |
1.2327 |
1.0392 |
0.1935 |
17.1% |
0.0140 |
1.2% |
48% |
False |
False |
49,954 |
| 80 |
1.2569 |
1.0392 |
0.2177 |
19.2% |
0.0138 |
1.2% |
43% |
False |
False |
37,557 |
| 100 |
1.2691 |
1.0392 |
0.2299 |
20.3% |
0.0126 |
1.1% |
40% |
False |
False |
30,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2427 |
|
2.618 |
1.2012 |
|
1.618 |
1.1758 |
|
1.000 |
1.1601 |
|
0.618 |
1.1504 |
|
HIGH |
1.1347 |
|
0.618 |
1.1250 |
|
0.500 |
1.1220 |
|
0.382 |
1.1190 |
|
LOW |
1.1093 |
|
0.618 |
1.0936 |
|
1.000 |
1.0839 |
|
1.618 |
1.0682 |
|
2.618 |
1.0428 |
|
4.250 |
1.0014 |
|
|
| Fisher Pivots for day following 03-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1289 |
1.1234 |
| PP |
1.1254 |
1.1145 |
| S1 |
1.1220 |
1.1056 |
|