CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 20-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2022 |
20-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1338 |
1.1236 |
-0.0102 |
-0.9% |
1.1100 |
| High |
1.1373 |
1.1351 |
-0.0022 |
-0.2% |
1.1395 |
| Low |
1.1199 |
1.1187 |
-0.0012 |
-0.1% |
1.0937 |
| Close |
1.1219 |
1.1233 |
0.0014 |
0.1% |
1.1187 |
| Range |
0.0174 |
0.0164 |
-0.0010 |
-5.7% |
0.0458 |
| ATR |
0.0212 |
0.0208 |
-0.0003 |
-1.6% |
0.0000 |
| Volume |
106,685 |
131,534 |
24,849 |
23.3% |
893,621 |
|
| Daily Pivots for day following 20-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1749 |
1.1655 |
1.1323 |
|
| R3 |
1.1585 |
1.1491 |
1.1278 |
|
| R2 |
1.1421 |
1.1421 |
1.1263 |
|
| R1 |
1.1327 |
1.1327 |
1.1248 |
1.1292 |
| PP |
1.1257 |
1.1257 |
1.1257 |
1.1240 |
| S1 |
1.1163 |
1.1163 |
1.1218 |
1.1128 |
| S2 |
1.1093 |
1.1093 |
1.1203 |
|
| S3 |
1.0929 |
1.0999 |
1.1188 |
|
| S4 |
1.0765 |
1.0835 |
1.1143 |
|
|
| 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 |
1.1166 |
0.0289 |
2.6% |
0.0188 |
1.7% |
23% |
False |
False |
143,295 |
| 10 |
1.1455 |
1.0937 |
0.0518 |
4.6% |
0.0197 |
1.7% |
57% |
False |
False |
151,988 |
| 20 |
1.1511 |
1.0392 |
0.1119 |
10.0% |
0.0256 |
2.3% |
75% |
False |
False |
187,386 |
| 40 |
1.1923 |
1.0392 |
0.1531 |
13.6% |
0.0190 |
1.7% |
55% |
False |
False |
123,161 |
| 60 |
1.2327 |
1.0392 |
0.1935 |
17.2% |
0.0165 |
1.5% |
43% |
False |
False |
82,380 |
| 80 |
1.2327 |
1.0392 |
0.1935 |
17.2% |
0.0150 |
1.3% |
43% |
False |
False |
61,842 |
| 100 |
1.2683 |
1.0392 |
0.2291 |
20.4% |
0.0142 |
1.3% |
37% |
False |
False |
49,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2048 |
|
2.618 |
1.1780 |
|
1.618 |
1.1616 |
|
1.000 |
1.1515 |
|
0.618 |
1.1452 |
|
HIGH |
1.1351 |
|
0.618 |
1.1288 |
|
0.500 |
1.1269 |
|
0.382 |
1.1250 |
|
LOW |
1.1187 |
|
0.618 |
1.1086 |
|
1.000 |
1.1023 |
|
1.618 |
1.0922 |
|
2.618 |
1.0758 |
|
4.250 |
1.0490 |
|
|
| Fisher Pivots for day following 20-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1269 |
1.1306 |
| PP |
1.1257 |
1.1282 |
| S1 |
1.1245 |
1.1257 |
|