CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 07-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2022 |
07-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1171 |
1.1341 |
0.0170 |
1.5% |
1.1619 |
| High |
1.1396 |
1.1555 |
0.0159 |
1.4% |
1.1629 |
| Low |
1.1156 |
1.1304 |
0.0148 |
1.3% |
1.1156 |
| Close |
1.1381 |
1.1546 |
0.0165 |
1.4% |
1.1381 |
| Range |
0.0240 |
0.0251 |
0.0011 |
4.6% |
0.0473 |
| ATR |
0.0200 |
0.0204 |
0.0004 |
1.8% |
0.0000 |
| Volume |
161,858 |
138,567 |
-23,291 |
-14.4% |
657,218 |
|
| Daily Pivots for day following 07-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2221 |
1.2135 |
1.1684 |
|
| R3 |
1.1970 |
1.1884 |
1.1615 |
|
| R2 |
1.1719 |
1.1719 |
1.1592 |
|
| R1 |
1.1633 |
1.1633 |
1.1569 |
1.1676 |
| PP |
1.1468 |
1.1468 |
1.1468 |
1.1490 |
| S1 |
1.1382 |
1.1382 |
1.1523 |
1.1425 |
| S2 |
1.1217 |
1.1217 |
1.1500 |
|
| S3 |
1.0966 |
1.1131 |
1.1477 |
|
| S4 |
1.0715 |
1.0880 |
1.1408 |
|
|
| Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2808 |
1.2567 |
1.1641 |
|
| R3 |
1.2335 |
1.2094 |
1.1511 |
|
| R2 |
1.1862 |
1.1862 |
1.1468 |
|
| R1 |
1.1621 |
1.1621 |
1.1424 |
1.1505 |
| PP |
1.1389 |
1.1389 |
1.1389 |
1.1331 |
| S1 |
1.1148 |
1.1148 |
1.1338 |
1.1032 |
| S2 |
1.0916 |
1.0916 |
1.1294 |
|
| S3 |
1.0443 |
1.0675 |
1.1251 |
|
| S4 |
0.9970 |
1.0202 |
1.1121 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1583 |
1.1156 |
0.0427 |
3.7% |
0.0214 |
1.9% |
91% |
False |
False |
138,445 |
| 10 |
1.1661 |
1.1156 |
0.0505 |
4.4% |
0.0188 |
1.6% |
77% |
False |
False |
133,507 |
| 20 |
1.1661 |
1.0937 |
0.0724 |
6.3% |
0.0200 |
1.7% |
84% |
False |
False |
148,549 |
| 40 |
1.1759 |
1.0392 |
0.1367 |
11.8% |
0.0212 |
1.8% |
84% |
False |
False |
159,969 |
| 60 |
1.2180 |
1.0392 |
0.1788 |
15.5% |
0.0180 |
1.6% |
65% |
False |
False |
110,156 |
| 80 |
1.2327 |
1.0392 |
0.1935 |
16.8% |
0.0162 |
1.4% |
60% |
False |
False |
82,727 |
| 100 |
1.2436 |
1.0392 |
0.2044 |
17.7% |
0.0153 |
1.3% |
56% |
False |
False |
66,244 |
| 120 |
1.2691 |
1.0392 |
0.2299 |
19.9% |
0.0143 |
1.2% |
50% |
False |
False |
55,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2622 |
|
2.618 |
1.2212 |
|
1.618 |
1.1961 |
|
1.000 |
1.1806 |
|
0.618 |
1.1710 |
|
HIGH |
1.1555 |
|
0.618 |
1.1459 |
|
0.500 |
1.1430 |
|
0.382 |
1.1400 |
|
LOW |
1.1304 |
|
0.618 |
1.1149 |
|
1.000 |
1.1053 |
|
1.618 |
1.0898 |
|
2.618 |
1.0647 |
|
4.250 |
1.0237 |
|
|
| Fisher Pivots for day following 07-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1507 |
1.1483 |
| PP |
1.1468 |
1.1419 |
| S1 |
1.1430 |
1.1356 |
|