CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 16-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2022 |
16-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2016 |
1.2193 |
0.0177 |
1.5% |
1.2506 |
| High |
1.2223 |
1.2426 |
0.0203 |
1.7% |
1.2610 |
| Low |
1.2008 |
1.2061 |
0.0053 |
0.4% |
1.2308 |
| Close |
1.2142 |
1.2375 |
0.0233 |
1.9% |
1.2324 |
| Range |
0.0215 |
0.0365 |
0.0150 |
69.8% |
0.0302 |
| ATR |
0.0142 |
0.0158 |
0.0016 |
11.3% |
0.0000 |
| Volume |
182,741 |
208,148 |
25,407 |
13.9% |
491,592 |
|
| Daily Pivots for day following 16-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3382 |
1.3244 |
1.2576 |
|
| R3 |
1.3017 |
1.2879 |
1.2475 |
|
| R2 |
1.2652 |
1.2652 |
1.2442 |
|
| R1 |
1.2514 |
1.2514 |
1.2408 |
1.2583 |
| PP |
1.2287 |
1.2287 |
1.2287 |
1.2322 |
| S1 |
1.2149 |
1.2149 |
1.2342 |
1.2218 |
| S2 |
1.1922 |
1.1922 |
1.2308 |
|
| S3 |
1.1557 |
1.1784 |
1.2275 |
|
| S4 |
1.1192 |
1.1419 |
1.2174 |
|
|
| 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 |
1.2526 |
1.1952 |
0.0574 |
4.6% |
0.0256 |
2.1% |
74% |
False |
False |
163,784 |
| 10 |
1.2610 |
1.1952 |
0.0658 |
5.3% |
0.0180 |
1.5% |
64% |
False |
False |
119,917 |
| 20 |
1.2677 |
1.1952 |
0.0725 |
5.9% |
0.0143 |
1.2% |
58% |
False |
False |
61,550 |
| 40 |
1.3081 |
1.1952 |
0.1129 |
9.1% |
0.0136 |
1.1% |
37% |
False |
False |
30,937 |
| 60 |
1.3271 |
1.1952 |
0.1319 |
10.7% |
0.0107 |
0.9% |
32% |
False |
False |
20,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3977 |
|
2.618 |
1.3382 |
|
1.618 |
1.3017 |
|
1.000 |
1.2791 |
|
0.618 |
1.2652 |
|
HIGH |
1.2426 |
|
0.618 |
1.2287 |
|
0.500 |
1.2244 |
|
0.382 |
1.2200 |
|
LOW |
1.2061 |
|
0.618 |
1.1835 |
|
1.000 |
1.1696 |
|
1.618 |
1.1470 |
|
2.618 |
1.1105 |
|
4.250 |
1.0510 |
|
|
| Fisher Pivots for day following 16-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2331 |
1.2313 |
| PP |
1.2287 |
1.2251 |
| S1 |
1.2244 |
1.2189 |
|