CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 03-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2022 |
03-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2494 |
1.2585 |
0.0091 |
0.7% |
1.2647 |
| High |
1.2595 |
1.2599 |
0.0004 |
0.0% |
1.2669 |
| Low |
1.2481 |
1.2495 |
0.0014 |
0.1% |
1.2470 |
| Close |
1.2577 |
1.2510 |
-0.0067 |
-0.5% |
1.2510 |
| Range |
0.0114 |
0.0104 |
-0.0010 |
-8.8% |
0.0199 |
| ATR |
0.0113 |
0.0112 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
2,968 |
8,325 |
5,357 |
180.5% |
26,466 |
|
| Daily Pivots for day following 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2847 |
1.2782 |
1.2567 |
|
| R3 |
1.2743 |
1.2678 |
1.2539 |
|
| R2 |
1.2639 |
1.2639 |
1.2529 |
|
| R1 |
1.2574 |
1.2574 |
1.2520 |
1.2555 |
| PP |
1.2535 |
1.2535 |
1.2535 |
1.2525 |
| S1 |
1.2470 |
1.2470 |
1.2500 |
1.2451 |
| S2 |
1.2431 |
1.2431 |
1.2491 |
|
| S3 |
1.2327 |
1.2366 |
1.2481 |
|
| S4 |
1.2223 |
1.2262 |
1.2453 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3147 |
1.3027 |
1.2619 |
|
| R3 |
1.2948 |
1.2828 |
1.2565 |
|
| R2 |
1.2749 |
1.2749 |
1.2546 |
|
| R1 |
1.2629 |
1.2629 |
1.2528 |
1.2590 |
| PP |
1.2550 |
1.2550 |
1.2550 |
1.2530 |
| S1 |
1.2430 |
1.2430 |
1.2492 |
1.2391 |
| S2 |
1.2351 |
1.2351 |
1.2474 |
|
| S3 |
1.2152 |
1.2231 |
1.2455 |
|
| S4 |
1.1953 |
1.2032 |
1.2401 |
|
|
| 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 |
1.7% |
0.0109 |
0.9% |
19% |
False |
False |
5,868 |
| 10 |
1.2677 |
1.2449 |
0.0228 |
1.8% |
0.0099 |
0.8% |
27% |
False |
False |
3,981 |
| 20 |
1.2677 |
1.2171 |
0.0506 |
4.0% |
0.0109 |
0.9% |
67% |
False |
False |
2,197 |
| 40 |
1.3151 |
1.2171 |
0.0980 |
7.8% |
0.0105 |
0.8% |
35% |
False |
False |
1,176 |
| 60 |
1.3271 |
1.2171 |
0.1100 |
8.8% |
0.0088 |
0.7% |
31% |
False |
False |
849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3041 |
|
2.618 |
1.2871 |
|
1.618 |
1.2767 |
|
1.000 |
1.2703 |
|
0.618 |
1.2663 |
|
HIGH |
1.2599 |
|
0.618 |
1.2559 |
|
0.500 |
1.2547 |
|
0.382 |
1.2535 |
|
LOW |
1.2495 |
|
0.618 |
1.2431 |
|
1.000 |
1.2391 |
|
1.618 |
1.2327 |
|
2.618 |
1.2223 |
|
4.250 |
1.2053 |
|
|
| Fisher Pivots for day following 03-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2547 |
1.2546 |
| PP |
1.2535 |
1.2534 |
| S1 |
1.2522 |
1.2522 |
|