CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 27-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2022 |
27-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2597 |
1.2616 |
0.0019 |
0.2% |
1.2503 |
| High |
1.2630 |
1.2677 |
0.0047 |
0.4% |
1.2677 |
| Low |
1.2569 |
1.2598 |
0.0029 |
0.2% |
1.2487 |
| Close |
1.2607 |
1.2637 |
0.0030 |
0.2% |
1.2637 |
| Range |
0.0061 |
0.0079 |
0.0018 |
29.5% |
0.0190 |
| ATR |
0.0113 |
0.0110 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
4,355 |
2,878 |
-1,477 |
-33.9% |
12,276 |
|
| Daily Pivots for day following 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2874 |
1.2835 |
1.2680 |
|
| R3 |
1.2795 |
1.2756 |
1.2659 |
|
| R2 |
1.2716 |
1.2716 |
1.2651 |
|
| R1 |
1.2677 |
1.2677 |
1.2644 |
1.2697 |
| PP |
1.2637 |
1.2637 |
1.2637 |
1.2647 |
| S1 |
1.2598 |
1.2598 |
1.2630 |
1.2618 |
| S2 |
1.2558 |
1.2558 |
1.2623 |
|
| S3 |
1.2479 |
1.2519 |
1.2615 |
|
| S4 |
1.2400 |
1.2440 |
1.2594 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3170 |
1.3094 |
1.2742 |
|
| R3 |
1.2980 |
1.2904 |
1.2689 |
|
| R2 |
1.2790 |
1.2790 |
1.2672 |
|
| R1 |
1.2714 |
1.2714 |
1.2654 |
1.2752 |
| PP |
1.2600 |
1.2600 |
1.2600 |
1.2620 |
| S1 |
1.2524 |
1.2524 |
1.2620 |
1.2562 |
| S2 |
1.2410 |
1.2410 |
1.2602 |
|
| S3 |
1.2220 |
1.2334 |
1.2585 |
|
| S4 |
1.2030 |
1.2144 |
1.2533 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2677 |
1.2487 |
0.0190 |
1.5% |
0.0093 |
0.7% |
79% |
True |
False |
2,455 |
| 10 |
1.2677 |
1.2255 |
0.0422 |
3.3% |
0.0111 |
0.9% |
91% |
True |
False |
1,656 |
| 20 |
1.2677 |
1.2171 |
0.0506 |
4.0% |
0.0119 |
0.9% |
92% |
True |
False |
920 |
| 40 |
1.3151 |
1.2171 |
0.0980 |
7.8% |
0.0097 |
0.8% |
48% |
False |
False |
522 |
| 60 |
1.3329 |
1.2171 |
0.1158 |
9.2% |
0.0085 |
0.7% |
40% |
False |
False |
411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3013 |
|
2.618 |
1.2884 |
|
1.618 |
1.2805 |
|
1.000 |
1.2756 |
|
0.618 |
1.2726 |
|
HIGH |
1.2677 |
|
0.618 |
1.2647 |
|
0.500 |
1.2638 |
|
0.382 |
1.2628 |
|
LOW |
1.2598 |
|
0.618 |
1.2549 |
|
1.000 |
1.2519 |
|
1.618 |
1.2470 |
|
2.618 |
1.2391 |
|
4.250 |
1.2262 |
|
|
| Fisher Pivots for day following 27-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2638 |
1.2621 |
| PP |
1.2637 |
1.2605 |
| S1 |
1.2637 |
1.2589 |
|