CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 24-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2022 |
24-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2285 |
1.2277 |
-0.0008 |
-0.1% |
1.2241 |
| High |
1.2315 |
1.2341 |
0.0026 |
0.2% |
1.2345 |
| Low |
1.2188 |
1.2261 |
0.0073 |
0.6% |
1.2180 |
| Close |
1.2272 |
1.2289 |
0.0017 |
0.1% |
1.2289 |
| Range |
0.0127 |
0.0080 |
-0.0047 |
-37.0% |
0.0165 |
| ATR |
0.0155 |
0.0150 |
-0.0005 |
-3.5% |
0.0000 |
| Volume |
94,381 |
82,581 |
-11,800 |
-12.5% |
390,671 |
|
| Daily Pivots for day following 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2537 |
1.2493 |
1.2333 |
|
| R3 |
1.2457 |
1.2413 |
1.2311 |
|
| R2 |
1.2377 |
1.2377 |
1.2304 |
|
| R1 |
1.2333 |
1.2333 |
1.2296 |
1.2355 |
| PP |
1.2297 |
1.2297 |
1.2297 |
1.2308 |
| S1 |
1.2253 |
1.2253 |
1.2282 |
1.2275 |
| S2 |
1.2217 |
1.2217 |
1.2274 |
|
| S3 |
1.2137 |
1.2173 |
1.2267 |
|
| S4 |
1.2057 |
1.2093 |
1.2245 |
|
|
| Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2766 |
1.2693 |
1.2380 |
|
| R3 |
1.2601 |
1.2528 |
1.2334 |
|
| R2 |
1.2436 |
1.2436 |
1.2319 |
|
| R1 |
1.2363 |
1.2363 |
1.2304 |
1.2400 |
| PP |
1.2271 |
1.2271 |
1.2271 |
1.2290 |
| S1 |
1.2198 |
1.2198 |
1.2274 |
1.2235 |
| S2 |
1.2106 |
1.2106 |
1.2259 |
|
| S3 |
1.1941 |
1.2033 |
1.2244 |
|
| S4 |
1.1776 |
1.1868 |
1.2198 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2379 |
1.2180 |
0.0199 |
1.6% |
0.0135 |
1.1% |
55% |
False |
False |
101,519 |
| 10 |
1.2526 |
1.1952 |
0.0574 |
4.7% |
0.0195 |
1.6% |
59% |
False |
False |
132,652 |
| 20 |
1.2677 |
1.1952 |
0.0725 |
5.9% |
0.0149 |
1.2% |
46% |
False |
False |
86,607 |
| 40 |
1.2677 |
1.1952 |
0.0725 |
5.9% |
0.0138 |
1.1% |
46% |
False |
False |
43,594 |
| 60 |
1.3180 |
1.1952 |
0.1228 |
10.0% |
0.0114 |
0.9% |
27% |
False |
False |
29,098 |
| 80 |
1.3395 |
1.1952 |
0.1443 |
11.7% |
0.0102 |
0.8% |
23% |
False |
False |
21,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2681 |
|
2.618 |
1.2550 |
|
1.618 |
1.2470 |
|
1.000 |
1.2421 |
|
0.618 |
1.2390 |
|
HIGH |
1.2341 |
|
0.618 |
1.2310 |
|
0.500 |
1.2301 |
|
0.382 |
1.2292 |
|
LOW |
1.2261 |
|
0.618 |
1.2212 |
|
1.000 |
1.2181 |
|
1.618 |
1.2132 |
|
2.618 |
1.2052 |
|
4.250 |
1.1921 |
|
|
| Fisher Pivots for day following 24-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2301 |
1.2280 |
| PP |
1.2297 |
1.2270 |
| S1 |
1.2293 |
1.2261 |
|