CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 10-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2022 |
10-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1557 |
1.1367 |
-0.0190 |
-1.6% |
1.1619 |
| High |
1.1578 |
1.1743 |
0.0165 |
1.4% |
1.1629 |
| Low |
1.1344 |
1.1364 |
0.0020 |
0.2% |
1.1156 |
| Close |
1.1355 |
1.1708 |
0.0353 |
3.1% |
1.1381 |
| Range |
0.0234 |
0.0379 |
0.0145 |
62.0% |
0.0473 |
| ATR |
0.0204 |
0.0217 |
0.0013 |
6.5% |
0.0000 |
| Volume |
111,991 |
177,953 |
65,962 |
58.9% |
657,218 |
|
| Daily Pivots for day following 10-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2742 |
1.2604 |
1.1916 |
|
| R3 |
1.2363 |
1.2225 |
1.1812 |
|
| R2 |
1.1984 |
1.1984 |
1.1777 |
|
| R1 |
1.1846 |
1.1846 |
1.1743 |
1.1915 |
| PP |
1.1605 |
1.1605 |
1.1605 |
1.1640 |
| S1 |
1.1467 |
1.1467 |
1.1673 |
1.1536 |
| S2 |
1.1226 |
1.1226 |
1.1639 |
|
| S3 |
1.0847 |
1.1088 |
1.1604 |
|
| S4 |
1.0468 |
1.0709 |
1.1500 |
|
|
| 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 |
1.1743 |
1.1156 |
0.0587 |
5.0% |
0.0255 |
2.2% |
94% |
True |
False |
138,706 |
| 10 |
1.1743 |
1.1156 |
0.0587 |
5.0% |
0.0213 |
1.8% |
94% |
True |
False |
130,771 |
| 20 |
1.1743 |
1.1074 |
0.0669 |
5.7% |
0.0201 |
1.7% |
95% |
True |
False |
139,115 |
| 40 |
1.1743 |
1.0392 |
0.1351 |
11.5% |
0.0221 |
1.9% |
97% |
True |
False |
161,413 |
| 60 |
1.2100 |
1.0392 |
0.1708 |
14.6% |
0.0188 |
1.6% |
77% |
False |
False |
116,647 |
| 80 |
1.2327 |
1.0392 |
0.1935 |
16.5% |
0.0169 |
1.4% |
68% |
False |
False |
87,631 |
| 100 |
1.2373 |
1.0392 |
0.1981 |
16.9% |
0.0155 |
1.3% |
66% |
False |
False |
70,169 |
| 120 |
1.2691 |
1.0392 |
0.2299 |
19.6% |
0.0147 |
1.3% |
57% |
False |
False |
58,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3354 |
|
2.618 |
1.2735 |
|
1.618 |
1.2356 |
|
1.000 |
1.2122 |
|
0.618 |
1.1977 |
|
HIGH |
1.1743 |
|
0.618 |
1.1598 |
|
0.500 |
1.1554 |
|
0.382 |
1.1509 |
|
LOW |
1.1364 |
|
0.618 |
1.1130 |
|
1.000 |
1.0985 |
|
1.618 |
1.0751 |
|
2.618 |
1.0372 |
|
4.250 |
0.9753 |
|
|
| Fisher Pivots for day following 10-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1657 |
1.1653 |
| PP |
1.1605 |
1.1598 |
| S1 |
1.1554 |
1.1544 |
|