CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 02-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2022 |
02-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2614 |
1.2494 |
-0.0120 |
-1.0% |
1.2503 |
| High |
1.2622 |
1.2595 |
-0.0027 |
-0.2% |
1.2677 |
| Low |
1.2470 |
1.2481 |
0.0011 |
0.1% |
1.2487 |
| Close |
1.2503 |
1.2577 |
0.0074 |
0.6% |
1.2637 |
| Range |
0.0152 |
0.0114 |
-0.0038 |
-25.0% |
0.0190 |
| ATR |
0.0112 |
0.0113 |
0.0000 |
0.1% |
0.0000 |
| Volume |
5,734 |
2,968 |
-2,766 |
-48.2% |
12,276 |
|
| Daily Pivots for day following 02-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2893 |
1.2849 |
1.2640 |
|
| R3 |
1.2779 |
1.2735 |
1.2608 |
|
| R2 |
1.2665 |
1.2665 |
1.2598 |
|
| R1 |
1.2621 |
1.2621 |
1.2587 |
1.2643 |
| PP |
1.2551 |
1.2551 |
1.2551 |
1.2562 |
| S1 |
1.2507 |
1.2507 |
1.2567 |
1.2529 |
| S2 |
1.2437 |
1.2437 |
1.2556 |
|
| S3 |
1.2323 |
1.2393 |
1.2546 |
|
| S4 |
1.2209 |
1.2279 |
1.2514 |
|
|
| 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 |
1.2470 |
0.0207 |
1.6% |
0.0101 |
0.8% |
52% |
False |
False |
5,074 |
| 10 |
1.2677 |
1.2351 |
0.0326 |
2.6% |
0.0106 |
0.8% |
69% |
False |
False |
3,183 |
| 20 |
1.2677 |
1.2171 |
0.0506 |
4.0% |
0.0119 |
0.9% |
80% |
False |
False |
1,821 |
| 40 |
1.3151 |
1.2171 |
0.0980 |
7.8% |
0.0103 |
0.8% |
41% |
False |
False |
968 |
| 60 |
1.3271 |
1.2171 |
0.1100 |
8.7% |
0.0086 |
0.7% |
37% |
False |
False |
710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3080 |
|
2.618 |
1.2893 |
|
1.618 |
1.2779 |
|
1.000 |
1.2709 |
|
0.618 |
1.2665 |
|
HIGH |
1.2595 |
|
0.618 |
1.2551 |
|
0.500 |
1.2538 |
|
0.382 |
1.2525 |
|
LOW |
1.2481 |
|
0.618 |
1.2411 |
|
1.000 |
1.2367 |
|
1.618 |
1.2297 |
|
2.618 |
1.2183 |
|
4.250 |
1.1997 |
|
|
| Fisher Pivots for day following 02-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2564 |
1.2575 |
| PP |
1.2551 |
1.2572 |
| S1 |
1.2538 |
1.2570 |
|