CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 27-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2022 |
27-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1490 |
1.1641 |
0.0151 |
1.3% |
1.1243 |
| High |
1.1654 |
1.1661 |
0.0007 |
0.1% |
1.1455 |
| Low |
1.1446 |
1.1565 |
0.0119 |
1.0% |
1.1074 |
| Close |
1.1641 |
1.1576 |
-0.0065 |
-0.6% |
1.1287 |
| Range |
0.0208 |
0.0096 |
-0.0112 |
-53.8% |
0.0381 |
| ATR |
0.0209 |
0.0201 |
-0.0008 |
-3.9% |
0.0000 |
| Volume |
155,522 |
130,005 |
-25,517 |
-16.4% |
684,777 |
|
| Daily Pivots for day following 27-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1889 |
1.1828 |
1.1629 |
|
| R3 |
1.1793 |
1.1732 |
1.1602 |
|
| R2 |
1.1697 |
1.1697 |
1.1594 |
|
| R1 |
1.1636 |
1.1636 |
1.1585 |
1.1619 |
| PP |
1.1601 |
1.1601 |
1.1601 |
1.1592 |
| S1 |
1.1540 |
1.1540 |
1.1567 |
1.1523 |
| S2 |
1.1505 |
1.1505 |
1.1558 |
|
| S3 |
1.1409 |
1.1444 |
1.1550 |
|
| S4 |
1.1313 |
1.1348 |
1.1523 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2415 |
1.2232 |
1.1497 |
|
| R3 |
1.2034 |
1.1851 |
1.1392 |
|
| R2 |
1.1653 |
1.1653 |
1.1357 |
|
| R1 |
1.1470 |
1.1470 |
1.1322 |
1.1562 |
| PP |
1.1272 |
1.1272 |
1.1272 |
1.1318 |
| S1 |
1.1089 |
1.1089 |
1.1252 |
1.1181 |
| S2 |
1.0891 |
1.0891 |
1.1217 |
|
| S3 |
1.0510 |
1.0708 |
1.1182 |
|
| S4 |
1.0129 |
1.0327 |
1.1077 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1661 |
1.1074 |
0.0587 |
5.1% |
0.0188 |
1.6% |
86% |
True |
False |
151,623 |
| 10 |
1.1661 |
1.1074 |
0.0587 |
5.1% |
0.0188 |
1.6% |
86% |
True |
False |
147,459 |
| 20 |
1.1661 |
1.0937 |
0.0724 |
6.3% |
0.0206 |
1.8% |
88% |
True |
False |
155,404 |
| 40 |
1.1759 |
1.0392 |
0.1367 |
11.8% |
0.0200 |
1.7% |
87% |
False |
False |
141,670 |
| 60 |
1.2307 |
1.0392 |
0.1915 |
16.5% |
0.0171 |
1.5% |
62% |
False |
False |
94,989 |
| 80 |
1.2327 |
1.0392 |
0.1935 |
16.7% |
0.0154 |
1.3% |
61% |
False |
False |
71,308 |
| 100 |
1.2625 |
1.0392 |
0.2233 |
19.3% |
0.0148 |
1.3% |
53% |
False |
False |
57,118 |
| 120 |
1.2691 |
1.0392 |
0.2299 |
19.9% |
0.0136 |
1.2% |
52% |
False |
False |
47,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2069 |
|
2.618 |
1.1912 |
|
1.618 |
1.1816 |
|
1.000 |
1.1757 |
|
0.618 |
1.1720 |
|
HIGH |
1.1661 |
|
0.618 |
1.1624 |
|
0.500 |
1.1613 |
|
0.382 |
1.1602 |
|
LOW |
1.1565 |
|
0.618 |
1.1506 |
|
1.000 |
1.1469 |
|
1.618 |
1.1410 |
|
2.618 |
1.1314 |
|
4.250 |
1.1157 |
|
|
| Fisher Pivots for day following 27-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1613 |
1.1542 |
| PP |
1.1601 |
1.1508 |
| S1 |
1.1588 |
1.1474 |
|