CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 18-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2022 |
18-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1243 |
1.1379 |
0.0136 |
1.2% |
1.1100 |
| High |
1.1455 |
1.1425 |
-0.0030 |
-0.3% |
1.1395 |
| Low |
1.1224 |
1.1269 |
0.0045 |
0.4% |
1.0937 |
| Close |
1.1379 |
1.1332 |
-0.0047 |
-0.4% |
1.1187 |
| Range |
0.0231 |
0.0156 |
-0.0075 |
-32.5% |
0.0458 |
| ATR |
0.0219 |
0.0215 |
-0.0005 |
-2.1% |
0.0000 |
| Volume |
139,609 |
114,526 |
-25,083 |
-18.0% |
893,621 |
|
| Daily Pivots for day following 18-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1810 |
1.1727 |
1.1418 |
|
| R3 |
1.1654 |
1.1571 |
1.1375 |
|
| R2 |
1.1498 |
1.1498 |
1.1361 |
|
| R1 |
1.1415 |
1.1415 |
1.1346 |
1.1379 |
| PP |
1.1342 |
1.1342 |
1.1342 |
1.1324 |
| S1 |
1.1259 |
1.1259 |
1.1318 |
1.1223 |
| S2 |
1.1186 |
1.1186 |
1.1303 |
|
| S3 |
1.1030 |
1.1103 |
1.1289 |
|
| S4 |
1.0874 |
1.0947 |
1.1246 |
|
|
| Weekly Pivots for week ending 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2547 |
1.2325 |
1.1439 |
|
| R3 |
1.2089 |
1.1867 |
1.1313 |
|
| R2 |
1.1631 |
1.1631 |
1.1271 |
|
| R1 |
1.1409 |
1.1409 |
1.1229 |
1.1520 |
| PP |
1.1173 |
1.1173 |
1.1173 |
1.1229 |
| S1 |
1.0951 |
1.0951 |
1.1145 |
1.1062 |
| S2 |
1.0715 |
1.0715 |
1.1103 |
|
| S3 |
1.0257 |
1.0493 |
1.1061 |
|
| S4 |
0.9799 |
1.0035 |
1.0935 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1455 |
1.0937 |
0.0518 |
4.6% |
0.0228 |
2.0% |
76% |
False |
False |
177,158 |
| 10 |
1.1511 |
1.0937 |
0.0574 |
5.1% |
0.0217 |
1.9% |
69% |
False |
False |
154,827 |
| 20 |
1.1511 |
1.0392 |
0.1119 |
9.9% |
0.0255 |
2.2% |
84% |
False |
False |
192,696 |
| 40 |
1.1923 |
1.0392 |
0.1531 |
13.5% |
0.0187 |
1.7% |
61% |
False |
False |
117,268 |
| 60 |
1.2327 |
1.0392 |
0.1935 |
17.1% |
0.0163 |
1.4% |
49% |
False |
False |
78,426 |
| 80 |
1.2373 |
1.0392 |
0.1981 |
17.5% |
0.0148 |
1.3% |
47% |
False |
False |
58,866 |
| 100 |
1.2691 |
1.0392 |
0.2299 |
20.3% |
0.0140 |
1.2% |
41% |
False |
False |
47,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2088 |
|
2.618 |
1.1833 |
|
1.618 |
1.1677 |
|
1.000 |
1.1581 |
|
0.618 |
1.1521 |
|
HIGH |
1.1425 |
|
0.618 |
1.1365 |
|
0.500 |
1.1347 |
|
0.382 |
1.1329 |
|
LOW |
1.1269 |
|
0.618 |
1.1173 |
|
1.000 |
1.1113 |
|
1.618 |
1.1017 |
|
2.618 |
1.0861 |
|
4.250 |
1.0606 |
|
|
| Fisher Pivots for day following 18-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1347 |
1.1325 |
| PP |
1.1342 |
1.1318 |
| S1 |
1.1337 |
1.1311 |
|