CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 29-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2022 |
29-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2078 |
1.1965 |
-0.0113 |
-0.9% |
1.1894 |
| High |
1.2125 |
1.2071 |
-0.0054 |
-0.4% |
1.2161 |
| Low |
1.1947 |
1.1951 |
0.0004 |
0.0% |
1.1787 |
| Close |
1.1959 |
1.1958 |
-0.0001 |
0.0% |
1.2102 |
| Range |
0.0178 |
0.0120 |
-0.0058 |
-32.6% |
0.0374 |
| ATR |
0.0182 |
0.0177 |
-0.0004 |
-2.4% |
0.0000 |
| Volume |
89,437 |
80,955 |
-8,482 |
-9.5% |
315,004 |
|
| Daily Pivots for day following 29-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2353 |
1.2276 |
1.2024 |
|
| R3 |
1.2233 |
1.2156 |
1.1991 |
|
| R2 |
1.2113 |
1.2113 |
1.1980 |
|
| R1 |
1.2036 |
1.2036 |
1.1969 |
1.2015 |
| PP |
1.1993 |
1.1993 |
1.1993 |
1.1983 |
| S1 |
1.1916 |
1.1916 |
1.1947 |
1.1895 |
| S2 |
1.1873 |
1.1873 |
1.1936 |
|
| S3 |
1.1753 |
1.1796 |
1.1925 |
|
| S4 |
1.1633 |
1.1676 |
1.1892 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3139 |
1.2994 |
1.2308 |
|
| R3 |
1.2765 |
1.2620 |
1.2205 |
|
| R2 |
1.2391 |
1.2391 |
1.2171 |
|
| R1 |
1.2246 |
1.2246 |
1.2136 |
1.2319 |
| PP |
1.2017 |
1.2017 |
1.2017 |
1.2053 |
| S1 |
1.1872 |
1.1872 |
1.2068 |
1.1945 |
| S2 |
1.1643 |
1.1643 |
1.2033 |
|
| S3 |
1.1269 |
1.1498 |
1.1999 |
|
| S4 |
1.0895 |
1.1124 |
1.1896 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2161 |
1.1826 |
0.0335 |
2.8% |
0.0138 |
1.2% |
39% |
False |
False |
84,605 |
| 10 |
1.2161 |
1.1752 |
0.0409 |
3.4% |
0.0150 |
1.3% |
50% |
False |
False |
92,953 |
| 20 |
1.2161 |
1.1156 |
0.1005 |
8.4% |
0.0184 |
1.5% |
80% |
False |
False |
112,318 |
| 40 |
1.2161 |
1.0937 |
0.1224 |
10.2% |
0.0190 |
1.6% |
83% |
False |
False |
129,397 |
| 60 |
1.2161 |
1.0392 |
0.1769 |
14.8% |
0.0196 |
1.6% |
89% |
False |
False |
135,379 |
| 80 |
1.2307 |
1.0392 |
0.1915 |
16.0% |
0.0174 |
1.5% |
82% |
False |
False |
102,080 |
| 100 |
1.2327 |
1.0392 |
0.1935 |
16.2% |
0.0160 |
1.3% |
81% |
False |
False |
81,731 |
| 120 |
1.2569 |
1.0392 |
0.2177 |
18.2% |
0.0155 |
1.3% |
72% |
False |
False |
68,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2581 |
|
2.618 |
1.2385 |
|
1.618 |
1.2265 |
|
1.000 |
1.2191 |
|
0.618 |
1.2145 |
|
HIGH |
1.2071 |
|
0.618 |
1.2025 |
|
0.500 |
1.2011 |
|
0.382 |
1.1997 |
|
LOW |
1.1951 |
|
0.618 |
1.1877 |
|
1.000 |
1.1831 |
|
1.618 |
1.1757 |
|
2.618 |
1.1637 |
|
4.250 |
1.1441 |
|
|
| Fisher Pivots for day following 29-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2011 |
1.2054 |
| PP |
1.1993 |
1.2022 |
| S1 |
1.1976 |
1.1990 |
|