CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 01-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2022 |
01-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1619 |
1.1483 |
-0.0136 |
-1.2% |
1.1403 |
| High |
1.1629 |
1.1581 |
-0.0048 |
-0.4% |
1.1661 |
| Low |
1.1475 |
1.1452 |
-0.0023 |
-0.2% |
1.1273 |
| Close |
1.1486 |
1.1499 |
0.0013 |
0.1% |
1.1627 |
| Range |
0.0154 |
0.0129 |
-0.0025 |
-16.2% |
0.0388 |
| ATR |
0.0192 |
0.0188 |
-0.0005 |
-2.4% |
0.0000 |
| Volume |
103,558 |
109,162 |
5,604 |
5.4% |
684,511 |
|
| Daily Pivots for day following 01-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1898 |
1.1827 |
1.1570 |
|
| R3 |
1.1769 |
1.1698 |
1.1534 |
|
| R2 |
1.1640 |
1.1640 |
1.1523 |
|
| R1 |
1.1569 |
1.1569 |
1.1511 |
1.1605 |
| PP |
1.1511 |
1.1511 |
1.1511 |
1.1528 |
| S1 |
1.1440 |
1.1440 |
1.1487 |
1.1476 |
| S2 |
1.1382 |
1.1382 |
1.1475 |
|
| S3 |
1.1253 |
1.1311 |
1.1464 |
|
| S4 |
1.1124 |
1.1182 |
1.1428 |
|
|
| 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 |
1.1446 |
0.0215 |
1.9% |
0.0142 |
1.2% |
25% |
False |
False |
123,413 |
| 10 |
1.1661 |
1.1074 |
0.0587 |
5.1% |
0.0168 |
1.5% |
72% |
False |
False |
132,787 |
| 20 |
1.1661 |
1.0937 |
0.0724 |
6.3% |
0.0193 |
1.7% |
78% |
False |
False |
143,807 |
| 40 |
1.1759 |
1.0392 |
0.1367 |
11.9% |
0.0201 |
1.7% |
81% |
False |
False |
149,157 |
| 60 |
1.2307 |
1.0392 |
0.1915 |
16.7% |
0.0171 |
1.5% |
58% |
False |
False |
100,454 |
| 80 |
1.2327 |
1.0392 |
0.1935 |
16.8% |
0.0154 |
1.3% |
57% |
False |
False |
75,448 |
| 100 |
1.2536 |
1.0392 |
0.2144 |
18.6% |
0.0150 |
1.3% |
52% |
False |
False |
60,432 |
| 120 |
1.2691 |
1.0392 |
0.2299 |
20.0% |
0.0138 |
1.2% |
48% |
False |
False |
50,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2129 |
|
2.618 |
1.1919 |
|
1.618 |
1.1790 |
|
1.000 |
1.1710 |
|
0.618 |
1.1661 |
|
HIGH |
1.1581 |
|
0.618 |
1.1532 |
|
0.500 |
1.1517 |
|
0.382 |
1.1501 |
|
LOW |
1.1452 |
|
0.618 |
1.1372 |
|
1.000 |
1.1323 |
|
1.618 |
1.1243 |
|
2.618 |
1.1114 |
|
4.250 |
1.0904 |
|
|
| Fisher Pivots for day following 01-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1517 |
1.1546 |
| PP |
1.1511 |
1.1530 |
| S1 |
1.1505 |
1.1515 |
|