CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 11-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2022 |
11-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1367 |
1.1715 |
0.0348 |
3.1% |
1.1341 |
| High |
1.1743 |
1.1867 |
0.0124 |
1.1% |
1.1867 |
| Low |
1.1364 |
1.1659 |
0.0295 |
2.6% |
1.1304 |
| Close |
1.1708 |
1.1865 |
0.0157 |
1.3% |
1.1865 |
| Range |
0.0379 |
0.0208 |
-0.0171 |
-45.1% |
0.0563 |
| ATR |
0.0217 |
0.0216 |
-0.0001 |
-0.3% |
0.0000 |
| Volume |
177,953 |
126,464 |
-51,489 |
-28.9% |
658,139 |
|
| Daily Pivots for day following 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2421 |
1.2351 |
1.1979 |
|
| R3 |
1.2213 |
1.2143 |
1.1922 |
|
| R2 |
1.2005 |
1.2005 |
1.1903 |
|
| R1 |
1.1935 |
1.1935 |
1.1884 |
1.1970 |
| PP |
1.1797 |
1.1797 |
1.1797 |
1.1815 |
| S1 |
1.1727 |
1.1727 |
1.1846 |
1.1762 |
| S2 |
1.1589 |
1.1589 |
1.1827 |
|
| S3 |
1.1381 |
1.1519 |
1.1808 |
|
| S4 |
1.1173 |
1.1311 |
1.1751 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3368 |
1.3179 |
1.2175 |
|
| R3 |
1.2805 |
1.2616 |
1.2020 |
|
| R2 |
1.2242 |
1.2242 |
1.1968 |
|
| R1 |
1.2053 |
1.2053 |
1.1917 |
1.2148 |
| PP |
1.1679 |
1.1679 |
1.1679 |
1.1726 |
| S1 |
1.1490 |
1.1490 |
1.1813 |
1.1585 |
| S2 |
1.1116 |
1.1116 |
1.1762 |
|
| S3 |
1.0553 |
1.0927 |
1.1710 |
|
| S4 |
0.9990 |
1.0364 |
1.1555 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1867 |
1.1304 |
0.0563 |
4.7% |
0.0248 |
2.1% |
100% |
True |
False |
131,627 |
| 10 |
1.1867 |
1.1156 |
0.0711 |
6.0% |
0.0222 |
1.9% |
100% |
True |
False |
131,535 |
| 20 |
1.1867 |
1.1074 |
0.0793 |
6.7% |
0.0200 |
1.7% |
100% |
True |
False |
134,232 |
| 40 |
1.1867 |
1.0392 |
0.1475 |
12.4% |
0.0222 |
1.9% |
100% |
True |
False |
161,044 |
| 60 |
1.1961 |
1.0392 |
0.1569 |
13.2% |
0.0189 |
1.6% |
94% |
False |
False |
118,744 |
| 80 |
1.2327 |
1.0392 |
0.1935 |
16.3% |
0.0171 |
1.4% |
76% |
False |
False |
89,211 |
| 100 |
1.2373 |
1.0392 |
0.1981 |
16.7% |
0.0156 |
1.3% |
74% |
False |
False |
71,429 |
| 120 |
1.2691 |
1.0392 |
0.2299 |
19.4% |
0.0148 |
1.2% |
64% |
False |
False |
59,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2751 |
|
2.618 |
1.2412 |
|
1.618 |
1.2204 |
|
1.000 |
1.2075 |
|
0.618 |
1.1996 |
|
HIGH |
1.1867 |
|
0.618 |
1.1788 |
|
0.500 |
1.1763 |
|
0.382 |
1.1738 |
|
LOW |
1.1659 |
|
0.618 |
1.1530 |
|
1.000 |
1.1451 |
|
1.618 |
1.1322 |
|
2.618 |
1.1114 |
|
4.250 |
1.0775 |
|
|
| Fisher Pivots for day following 11-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1831 |
1.1779 |
| PP |
1.1797 |
1.1692 |
| S1 |
1.1763 |
1.1606 |
|