CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 16-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2022 |
16-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1764 |
1.1872 |
0.0108 |
0.9% |
1.1341 |
| High |
1.2041 |
1.1952 |
-0.0089 |
-0.7% |
1.1867 |
| Low |
1.1752 |
1.1841 |
0.0089 |
0.8% |
1.1304 |
| Close |
1.1885 |
1.1922 |
0.0037 |
0.3% |
1.1865 |
| Range |
0.0289 |
0.0111 |
-0.0178 |
-61.6% |
0.0563 |
| ATR |
0.0217 |
0.0209 |
-0.0008 |
-3.5% |
0.0000 |
| Volume |
152,973 |
112,266 |
-40,707 |
-26.6% |
658,139 |
|
| Daily Pivots for day following 16-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2238 |
1.2191 |
1.1983 |
|
| R3 |
1.2127 |
1.2080 |
1.1953 |
|
| R2 |
1.2016 |
1.2016 |
1.1942 |
|
| R1 |
1.1969 |
1.1969 |
1.1932 |
1.1993 |
| PP |
1.1905 |
1.1905 |
1.1905 |
1.1917 |
| S1 |
1.1858 |
1.1858 |
1.1912 |
1.1882 |
| S2 |
1.1794 |
1.1794 |
1.1902 |
|
| S3 |
1.1683 |
1.1747 |
1.1891 |
|
| S4 |
1.1572 |
1.1636 |
1.1861 |
|
|
| 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 |
1.2041 |
1.1364 |
0.0677 |
5.7% |
0.0221 |
1.9% |
82% |
False |
False |
134,937 |
| 10 |
1.2041 |
1.1156 |
0.0885 |
7.4% |
0.0227 |
1.9% |
87% |
False |
False |
136,646 |
| 20 |
1.2041 |
1.1074 |
0.0967 |
8.1% |
0.0198 |
1.7% |
88% |
False |
False |
134,704 |
| 40 |
1.2041 |
1.0392 |
0.1649 |
13.8% |
0.0227 |
1.9% |
93% |
False |
False |
162,504 |
| 60 |
1.2041 |
1.0392 |
0.1649 |
13.8% |
0.0191 |
1.6% |
93% |
False |
False |
124,823 |
| 80 |
1.2327 |
1.0392 |
0.1935 |
16.2% |
0.0173 |
1.4% |
79% |
False |
False |
93,823 |
| 100 |
1.2327 |
1.0392 |
0.1935 |
16.2% |
0.0159 |
1.3% |
79% |
False |
False |
75,100 |
| 120 |
1.2691 |
1.0392 |
0.2299 |
19.3% |
0.0151 |
1.3% |
67% |
False |
False |
62,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2424 |
|
2.618 |
1.2243 |
|
1.618 |
1.2132 |
|
1.000 |
1.2063 |
|
0.618 |
1.2021 |
|
HIGH |
1.1952 |
|
0.618 |
1.1910 |
|
0.500 |
1.1897 |
|
0.382 |
1.1883 |
|
LOW |
1.1841 |
|
0.618 |
1.1772 |
|
1.000 |
1.1730 |
|
1.618 |
1.1661 |
|
2.618 |
1.1550 |
|
4.250 |
1.1369 |
|
|
| Fisher Pivots for day following 16-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1914 |
1.1908 |
| PP |
1.1905 |
1.1894 |
| S1 |
1.1897 |
1.1881 |
|