CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 28-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2022 |
28-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1641 |
1.1579 |
-0.0062 |
-0.5% |
1.1403 |
| High |
1.1661 |
1.1639 |
-0.0022 |
-0.2% |
1.1661 |
| Low |
1.1565 |
1.1518 |
-0.0047 |
-0.4% |
1.1273 |
| Close |
1.1576 |
1.1627 |
0.0051 |
0.4% |
1.1627 |
| Range |
0.0096 |
0.0121 |
0.0025 |
26.0% |
0.0388 |
| ATR |
0.0201 |
0.0195 |
-0.0006 |
-2.8% |
0.0000 |
| Volume |
130,005 |
118,819 |
-11,186 |
-8.6% |
684,511 |
|
| Daily Pivots for day following 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1958 |
1.1913 |
1.1694 |
|
| R3 |
1.1837 |
1.1792 |
1.1660 |
|
| R2 |
1.1716 |
1.1716 |
1.1649 |
|
| R1 |
1.1671 |
1.1671 |
1.1638 |
1.1694 |
| PP |
1.1595 |
1.1595 |
1.1595 |
1.1606 |
| S1 |
1.1550 |
1.1550 |
1.1616 |
1.1573 |
| S2 |
1.1474 |
1.1474 |
1.1605 |
|
| S3 |
1.1353 |
1.1429 |
1.1594 |
|
| S4 |
1.1232 |
1.1308 |
1.1560 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2684 |
1.2544 |
1.1840 |
|
| R3 |
1.2296 |
1.2156 |
1.1734 |
|
| R2 |
1.1908 |
1.1908 |
1.1698 |
|
| R1 |
1.1768 |
1.1768 |
1.1663 |
1.1838 |
| PP |
1.1520 |
1.1520 |
1.1520 |
1.1556 |
| S1 |
1.1380 |
1.1380 |
1.1591 |
1.1450 |
| S2 |
1.1132 |
1.1132 |
1.1556 |
|
| S3 |
1.0744 |
1.0992 |
1.1520 |
|
| S4 |
1.0356 |
1.0604 |
1.1414 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1661 |
1.1273 |
0.0388 |
3.3% |
0.0161 |
1.4% |
91% |
False |
False |
136,902 |
| 10 |
1.1661 |
1.1074 |
0.0587 |
5.0% |
0.0179 |
1.5% |
94% |
False |
False |
136,928 |
| 20 |
1.1661 |
1.0937 |
0.0724 |
6.2% |
0.0202 |
1.7% |
95% |
False |
False |
149,497 |
| 40 |
1.1759 |
1.0392 |
0.1367 |
11.8% |
0.0200 |
1.7% |
90% |
False |
False |
144,519 |
| 60 |
1.2307 |
1.0392 |
0.1915 |
16.5% |
0.0171 |
1.5% |
64% |
False |
False |
96,965 |
| 80 |
1.2327 |
1.0392 |
0.1935 |
16.6% |
0.0154 |
1.3% |
64% |
False |
False |
72,791 |
| 100 |
1.2569 |
1.0392 |
0.2177 |
18.7% |
0.0148 |
1.3% |
57% |
False |
False |
58,306 |
| 120 |
1.2691 |
1.0392 |
0.2299 |
19.8% |
0.0137 |
1.2% |
54% |
False |
False |
48,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2153 |
|
2.618 |
1.1956 |
|
1.618 |
1.1835 |
|
1.000 |
1.1760 |
|
0.618 |
1.1714 |
|
HIGH |
1.1639 |
|
0.618 |
1.1593 |
|
0.500 |
1.1579 |
|
0.382 |
1.1564 |
|
LOW |
1.1518 |
|
0.618 |
1.1443 |
|
1.000 |
1.1397 |
|
1.618 |
1.1322 |
|
2.618 |
1.1201 |
|
4.250 |
1.1004 |
|
|
| Fisher Pivots for day following 28-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1611 |
1.1603 |
| PP |
1.1595 |
1.1578 |
| S1 |
1.1579 |
1.1554 |
|