CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 15-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2022 |
15-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2148 |
1.2016 |
-0.0132 |
-1.1% |
1.2506 |
| High |
1.2225 |
1.2223 |
-0.0002 |
0.0% |
1.2610 |
| Low |
1.1952 |
1.2008 |
0.0056 |
0.5% |
1.2308 |
| Close |
1.1991 |
1.2142 |
0.0151 |
1.3% |
1.2324 |
| Range |
0.0273 |
0.0215 |
-0.0058 |
-21.2% |
0.0302 |
| ATR |
0.0135 |
0.0142 |
0.0007 |
5.2% |
0.0000 |
| Volume |
164,097 |
182,741 |
18,644 |
11.4% |
491,592 |
|
| Daily Pivots for day following 15-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2769 |
1.2671 |
1.2260 |
|
| R3 |
1.2554 |
1.2456 |
1.2201 |
|
| R2 |
1.2339 |
1.2339 |
1.2181 |
|
| R1 |
1.2241 |
1.2241 |
1.2162 |
1.2290 |
| PP |
1.2124 |
1.2124 |
1.2124 |
1.2149 |
| S1 |
1.2026 |
1.2026 |
1.2122 |
1.2075 |
| S2 |
1.1909 |
1.1909 |
1.2103 |
|
| S3 |
1.1694 |
1.1811 |
1.2083 |
|
| S4 |
1.1479 |
1.1596 |
1.2024 |
|
|
| Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3320 |
1.3124 |
1.2490 |
|
| R3 |
1.3018 |
1.2822 |
1.2407 |
|
| R2 |
1.2716 |
1.2716 |
1.2379 |
|
| R1 |
1.2520 |
1.2520 |
1.2352 |
1.2467 |
| PP |
1.2414 |
1.2414 |
1.2414 |
1.2388 |
| S1 |
1.2218 |
1.2218 |
1.2296 |
1.2165 |
| S2 |
1.2112 |
1.2112 |
1.2269 |
|
| S3 |
1.1810 |
1.1916 |
1.2241 |
|
| S4 |
1.1508 |
1.1614 |
1.2158 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2567 |
1.1952 |
0.0615 |
5.1% |
0.0197 |
1.6% |
31% |
False |
False |
144,366 |
| 10 |
1.2610 |
1.1952 |
0.0658 |
5.4% |
0.0155 |
1.3% |
29% |
False |
False |
99,399 |
| 20 |
1.2677 |
1.1952 |
0.0725 |
6.0% |
0.0133 |
1.1% |
26% |
False |
False |
51,186 |
| 40 |
1.3081 |
1.1952 |
0.1129 |
9.3% |
0.0128 |
1.1% |
17% |
False |
False |
25,734 |
| 60 |
1.3271 |
1.1952 |
0.1319 |
10.9% |
0.0102 |
0.8% |
14% |
False |
False |
17,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3137 |
|
2.618 |
1.2786 |
|
1.618 |
1.2571 |
|
1.000 |
1.2438 |
|
0.618 |
1.2356 |
|
HIGH |
1.2223 |
|
0.618 |
1.2141 |
|
0.500 |
1.2116 |
|
0.382 |
1.2090 |
|
LOW |
1.2008 |
|
0.618 |
1.1875 |
|
1.000 |
1.1793 |
|
1.618 |
1.1660 |
|
2.618 |
1.1445 |
|
4.250 |
1.1094 |
|
|
| Fisher Pivots for day following 15-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2133 |
1.2141 |
| PP |
1.2124 |
1.2141 |
| S1 |
1.2116 |
1.2140 |
|