CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 27-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2022 |
27-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2277 |
1.2291 |
0.0014 |
0.1% |
1.2241 |
| High |
1.2341 |
1.2353 |
0.0012 |
0.1% |
1.2345 |
| Low |
1.2261 |
1.2257 |
-0.0004 |
0.0% |
1.2180 |
| Close |
1.2289 |
1.2296 |
0.0007 |
0.1% |
1.2289 |
| Range |
0.0080 |
0.0096 |
0.0016 |
20.0% |
0.0165 |
| ATR |
0.0150 |
0.0146 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
82,581 |
72,921 |
-9,660 |
-11.7% |
390,671 |
|
| Daily Pivots for day following 27-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2590 |
1.2539 |
1.2349 |
|
| R3 |
1.2494 |
1.2443 |
1.2322 |
|
| R2 |
1.2398 |
1.2398 |
1.2314 |
|
| R1 |
1.2347 |
1.2347 |
1.2305 |
1.2373 |
| PP |
1.2302 |
1.2302 |
1.2302 |
1.2315 |
| S1 |
1.2251 |
1.2251 |
1.2287 |
1.2277 |
| S2 |
1.2206 |
1.2206 |
1.2278 |
|
| S3 |
1.2110 |
1.2155 |
1.2270 |
|
| S4 |
1.2014 |
1.2059 |
1.2243 |
|
|
| 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 |
1.2353 |
1.2180 |
0.0173 |
1.4% |
0.0117 |
0.9% |
67% |
True |
False |
92,718 |
| 10 |
1.2426 |
1.1952 |
0.0474 |
3.9% |
0.0183 |
1.5% |
73% |
False |
False |
127,977 |
| 20 |
1.2677 |
1.1952 |
0.0725 |
5.9% |
0.0151 |
1.2% |
47% |
False |
False |
90,035 |
| 40 |
1.2677 |
1.1952 |
0.0725 |
5.9% |
0.0137 |
1.1% |
47% |
False |
False |
45,407 |
| 60 |
1.3160 |
1.1952 |
0.1208 |
9.8% |
0.0114 |
0.9% |
28% |
False |
False |
30,313 |
| 80 |
1.3395 |
1.1952 |
0.1443 |
11.7% |
0.0102 |
0.8% |
24% |
False |
False |
22,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2761 |
|
2.618 |
1.2604 |
|
1.618 |
1.2508 |
|
1.000 |
1.2449 |
|
0.618 |
1.2412 |
|
HIGH |
1.2353 |
|
0.618 |
1.2316 |
|
0.500 |
1.2305 |
|
0.382 |
1.2294 |
|
LOW |
1.2257 |
|
0.618 |
1.2198 |
|
1.000 |
1.2161 |
|
1.618 |
1.2102 |
|
2.618 |
1.2006 |
|
4.250 |
1.1849 |
|
|
| Fisher Pivots for day following 27-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2305 |
1.2288 |
| PP |
1.2302 |
1.2279 |
| S1 |
1.2299 |
1.2271 |
|