CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 22-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2022 |
22-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2241 |
1.2300 |
0.0059 |
0.5% |
1.2320 |
| High |
1.2345 |
1.2334 |
-0.0011 |
-0.1% |
1.2426 |
| Low |
1.2219 |
1.2180 |
-0.0039 |
-0.3% |
1.1952 |
| Close |
1.2295 |
1.2282 |
-0.0013 |
-0.1% |
1.2230 |
| Range |
0.0126 |
0.0154 |
0.0028 |
22.2% |
0.0474 |
| ATR |
0.0157 |
0.0157 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
119,737 |
93,972 |
-25,765 |
-21.5% |
816,181 |
|
| Daily Pivots for day following 22-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2727 |
1.2659 |
1.2367 |
|
| R3 |
1.2573 |
1.2505 |
1.2324 |
|
| R2 |
1.2419 |
1.2419 |
1.2310 |
|
| R1 |
1.2351 |
1.2351 |
1.2296 |
1.2308 |
| PP |
1.2265 |
1.2265 |
1.2265 |
1.2244 |
| S1 |
1.2197 |
1.2197 |
1.2268 |
1.2154 |
| S2 |
1.2111 |
1.2111 |
1.2254 |
|
| S3 |
1.1957 |
1.2043 |
1.2240 |
|
| S4 |
1.1803 |
1.1889 |
1.2197 |
|
|
| 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 |
1.2008 |
0.0418 |
3.4% |
0.0209 |
1.7% |
66% |
False |
False |
144,304 |
| 10 |
1.2607 |
1.1952 |
0.0655 |
5.3% |
0.0190 |
1.5% |
50% |
False |
False |
140,533 |
| 20 |
1.2677 |
1.1952 |
0.0725 |
5.9% |
0.0150 |
1.2% |
46% |
False |
False |
77,978 |
| 40 |
1.2726 |
1.1952 |
0.0774 |
6.3% |
0.0139 |
1.1% |
43% |
False |
False |
39,188 |
| 60 |
1.3180 |
1.1952 |
0.1228 |
10.0% |
0.0112 |
0.9% |
27% |
False |
False |
26,150 |
| 80 |
1.3422 |
1.1952 |
0.1470 |
12.0% |
0.0101 |
0.8% |
22% |
False |
False |
19,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2989 |
|
2.618 |
1.2737 |
|
1.618 |
1.2583 |
|
1.000 |
1.2488 |
|
0.618 |
1.2429 |
|
HIGH |
1.2334 |
|
0.618 |
1.2275 |
|
0.500 |
1.2257 |
|
0.382 |
1.2239 |
|
LOW |
1.2180 |
|
0.618 |
1.2085 |
|
1.000 |
1.2026 |
|
1.618 |
1.1931 |
|
2.618 |
1.1777 |
|
4.250 |
1.1526 |
|
|
| Fisher Pivots for day following 22-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2274 |
1.2281 |
| PP |
1.2265 |
1.2280 |
| S1 |
1.2257 |
1.2280 |
|