CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 31-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2022 |
31-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1579 |
1.1619 |
0.0040 |
0.3% |
1.1403 |
| High |
1.1639 |
1.1629 |
-0.0010 |
-0.1% |
1.1661 |
| Low |
1.1518 |
1.1475 |
-0.0043 |
-0.4% |
1.1273 |
| Close |
1.1627 |
1.1486 |
-0.0141 |
-1.2% |
1.1627 |
| Range |
0.0121 |
0.0154 |
0.0033 |
27.3% |
0.0388 |
| ATR |
0.0195 |
0.0192 |
-0.0003 |
-1.5% |
0.0000 |
| Volume |
118,819 |
103,558 |
-15,261 |
-12.8% |
684,511 |
|
| Daily Pivots for day following 31-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1992 |
1.1893 |
1.1571 |
|
| R3 |
1.1838 |
1.1739 |
1.1528 |
|
| R2 |
1.1684 |
1.1684 |
1.1514 |
|
| R1 |
1.1585 |
1.1585 |
1.1500 |
1.1558 |
| PP |
1.1530 |
1.1530 |
1.1530 |
1.1516 |
| S1 |
1.1431 |
1.1431 |
1.1472 |
1.1404 |
| S2 |
1.1376 |
1.1376 |
1.1458 |
|
| S3 |
1.1222 |
1.1277 |
1.1444 |
|
| S4 |
1.1068 |
1.1123 |
1.1401 |
|
|
| 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 |
1.1287 |
0.0374 |
3.3% |
0.0162 |
1.4% |
53% |
False |
False |
128,569 |
| 10 |
1.1661 |
1.1074 |
0.0587 |
5.1% |
0.0171 |
1.5% |
70% |
False |
False |
133,323 |
| 20 |
1.1661 |
1.0937 |
0.0724 |
6.3% |
0.0197 |
1.7% |
76% |
False |
False |
146,476 |
| 40 |
1.1759 |
1.0392 |
0.1367 |
11.9% |
0.0201 |
1.8% |
80% |
False |
False |
146,910 |
| 60 |
1.2307 |
1.0392 |
0.1915 |
16.7% |
0.0171 |
1.5% |
57% |
False |
False |
98,667 |
| 80 |
1.2327 |
1.0392 |
0.1935 |
16.8% |
0.0154 |
1.3% |
57% |
False |
False |
74,084 |
| 100 |
1.2569 |
1.0392 |
0.2177 |
19.0% |
0.0150 |
1.3% |
50% |
False |
False |
59,341 |
| 120 |
1.2691 |
1.0392 |
0.2299 |
20.0% |
0.0138 |
1.2% |
48% |
False |
False |
49,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2284 |
|
2.618 |
1.2032 |
|
1.618 |
1.1878 |
|
1.000 |
1.1783 |
|
0.618 |
1.1724 |
|
HIGH |
1.1629 |
|
0.618 |
1.1570 |
|
0.500 |
1.1552 |
|
0.382 |
1.1534 |
|
LOW |
1.1475 |
|
0.618 |
1.1380 |
|
1.000 |
1.1321 |
|
1.618 |
1.1226 |
|
2.618 |
1.1072 |
|
4.250 |
1.0821 |
|
|
| Fisher Pivots for day following 31-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1552 |
1.1568 |
| PP |
1.1530 |
1.1541 |
| S1 |
1.1508 |
1.1513 |
|