CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 17-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2022 |
17-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2193 |
1.2374 |
0.0181 |
1.5% |
1.2320 |
| High |
1.2426 |
1.2379 |
-0.0047 |
-0.4% |
1.2426 |
| Low |
1.2061 |
1.2192 |
0.0131 |
1.1% |
1.1952 |
| Close |
1.2375 |
1.2230 |
-0.0145 |
-1.2% |
1.2230 |
| Range |
0.0365 |
0.0187 |
-0.0178 |
-48.8% |
0.0474 |
| ATR |
0.0158 |
0.0160 |
0.0002 |
1.3% |
0.0000 |
| Volume |
208,148 |
116,926 |
-91,222 |
-43.8% |
816,181 |
|
| Daily Pivots for day following 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2828 |
1.2716 |
1.2333 |
|
| R3 |
1.2641 |
1.2529 |
1.2281 |
|
| R2 |
1.2454 |
1.2454 |
1.2264 |
|
| R1 |
1.2342 |
1.2342 |
1.2247 |
1.2305 |
| PP |
1.2267 |
1.2267 |
1.2267 |
1.2248 |
| S1 |
1.2155 |
1.2155 |
1.2213 |
1.2118 |
| S2 |
1.2080 |
1.2080 |
1.2196 |
|
| S3 |
1.1893 |
1.1968 |
1.2179 |
|
| S4 |
1.1706 |
1.1781 |
1.2127 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3625 |
1.3401 |
1.2491 |
|
| R3 |
1.3151 |
1.2927 |
1.2360 |
|
| R2 |
1.2677 |
1.2677 |
1.2317 |
|
| R1 |
1.2453 |
1.2453 |
1.2273 |
1.2328 |
| PP |
1.2203 |
1.2203 |
1.2203 |
1.2140 |
| S1 |
1.1979 |
1.1979 |
1.2187 |
1.1854 |
| S2 |
1.1729 |
1.1729 |
1.2143 |
|
| S3 |
1.1255 |
1.1505 |
1.2100 |
|
| S4 |
1.0781 |
1.1031 |
1.1969 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2426 |
1.1952 |
0.0474 |
3.9% |
0.0249 |
2.0% |
59% |
False |
False |
163,236 |
| 10 |
1.2610 |
1.1952 |
0.0658 |
5.4% |
0.0189 |
1.5% |
42% |
False |
False |
130,777 |
| 20 |
1.2677 |
1.1952 |
0.0725 |
5.9% |
0.0144 |
1.2% |
38% |
False |
False |
67,379 |
| 40 |
1.3036 |
1.1952 |
0.1084 |
8.9% |
0.0139 |
1.1% |
26% |
False |
False |
33,857 |
| 60 |
1.3223 |
1.1952 |
0.1271 |
10.4% |
0.0109 |
0.9% |
22% |
False |
False |
22,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3174 |
|
2.618 |
1.2869 |
|
1.618 |
1.2682 |
|
1.000 |
1.2566 |
|
0.618 |
1.2495 |
|
HIGH |
1.2379 |
|
0.618 |
1.2308 |
|
0.500 |
1.2286 |
|
0.382 |
1.2263 |
|
LOW |
1.2192 |
|
0.618 |
1.2076 |
|
1.000 |
1.2005 |
|
1.618 |
1.1889 |
|
2.618 |
1.1702 |
|
4.250 |
1.1397 |
|
|
| Fisher Pivots for day following 17-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2286 |
1.2226 |
| PP |
1.2267 |
1.2221 |
| S1 |
1.2249 |
1.2217 |
|