CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 01-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2022 |
01-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1956 |
1.2066 |
0.0110 |
0.9% |
1.1894 |
| High |
1.2093 |
1.2321 |
0.0228 |
1.9% |
1.2161 |
| Low |
1.1905 |
1.2066 |
0.0161 |
1.4% |
1.1787 |
| Close |
1.2064 |
1.2264 |
0.0200 |
1.7% |
1.2102 |
| Range |
0.0188 |
0.0255 |
0.0067 |
35.6% |
0.0374 |
| ATR |
0.0178 |
0.0184 |
0.0006 |
3.2% |
0.0000 |
| Volume |
116,017 |
125,160 |
9,143 |
7.9% |
315,004 |
|
| Daily Pivots for day following 01-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2982 |
1.2878 |
1.2404 |
|
| R3 |
1.2727 |
1.2623 |
1.2334 |
|
| R2 |
1.2472 |
1.2472 |
1.2311 |
|
| R1 |
1.2368 |
1.2368 |
1.2287 |
1.2420 |
| PP |
1.2217 |
1.2217 |
1.2217 |
1.2243 |
| S1 |
1.2113 |
1.2113 |
1.2241 |
1.2165 |
| S2 |
1.1962 |
1.1962 |
1.2217 |
|
| S3 |
1.1707 |
1.1858 |
1.2194 |
|
| S4 |
1.1452 |
1.1603 |
1.2124 |
|
|
| 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 |
1.2321 |
1.1905 |
0.0416 |
3.4% |
0.0168 |
1.4% |
86% |
True |
False |
101,939 |
| 10 |
1.2321 |
1.1772 |
0.0549 |
4.5% |
0.0154 |
1.3% |
90% |
True |
False |
90,547 |
| 20 |
1.2321 |
1.1156 |
0.1165 |
9.5% |
0.0191 |
1.6% |
95% |
True |
False |
113,596 |
| 40 |
1.2321 |
1.0937 |
0.1384 |
11.3% |
0.0189 |
1.5% |
96% |
True |
False |
128,141 |
| 60 |
1.2321 |
1.0392 |
0.1929 |
15.7% |
0.0198 |
1.6% |
97% |
True |
False |
138,803 |
| 80 |
1.2321 |
1.0392 |
0.1929 |
15.7% |
0.0178 |
1.4% |
97% |
True |
False |
105,064 |
| 100 |
1.2327 |
1.0392 |
0.1935 |
15.8% |
0.0163 |
1.3% |
97% |
False |
False |
84,141 |
| 120 |
1.2436 |
1.0392 |
0.2044 |
16.7% |
0.0157 |
1.3% |
92% |
False |
False |
70,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3405 |
|
2.618 |
1.2989 |
|
1.618 |
1.2734 |
|
1.000 |
1.2576 |
|
0.618 |
1.2479 |
|
HIGH |
1.2321 |
|
0.618 |
1.2224 |
|
0.500 |
1.2194 |
|
0.382 |
1.2163 |
|
LOW |
1.2066 |
|
0.618 |
1.1908 |
|
1.000 |
1.1811 |
|
1.618 |
1.1653 |
|
2.618 |
1.1398 |
|
4.250 |
1.0982 |
|
|
| Fisher Pivots for day following 01-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2241 |
1.2214 |
| PP |
1.2217 |
1.2163 |
| S1 |
1.2194 |
1.2113 |
|