CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 29-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2022 |
29-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2288 |
1.2202 |
-0.0086 |
-0.7% |
1.2241 |
| High |
1.2312 |
1.2231 |
-0.0081 |
-0.7% |
1.2345 |
| Low |
1.2197 |
1.2123 |
-0.0074 |
-0.6% |
1.2180 |
| Close |
1.2201 |
1.2136 |
-0.0065 |
-0.5% |
1.2289 |
| Range |
0.0115 |
0.0108 |
-0.0007 |
-6.1% |
0.0165 |
| ATR |
0.0143 |
0.0141 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
82,001 |
94,161 |
12,160 |
14.8% |
390,671 |
|
| Daily Pivots for day following 29-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2487 |
1.2420 |
1.2195 |
|
| R3 |
1.2379 |
1.2312 |
1.2166 |
|
| R2 |
1.2271 |
1.2271 |
1.2156 |
|
| R1 |
1.2204 |
1.2204 |
1.2146 |
1.2184 |
| PP |
1.2163 |
1.2163 |
1.2163 |
1.2153 |
| S1 |
1.2096 |
1.2096 |
1.2126 |
1.2076 |
| S2 |
1.2055 |
1.2055 |
1.2116 |
|
| S3 |
1.1947 |
1.1988 |
1.2106 |
|
| S4 |
1.1839 |
1.1880 |
1.2077 |
|
|
| 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 |
1.2123 |
0.0230 |
1.9% |
0.0105 |
0.9% |
6% |
False |
True |
85,209 |
| 10 |
1.2426 |
1.2008 |
0.0418 |
3.4% |
0.0157 |
1.3% |
31% |
False |
False |
114,756 |
| 20 |
1.2622 |
1.1952 |
0.0670 |
5.5% |
0.0153 |
1.3% |
27% |
False |
False |
98,227 |
| 40 |
1.2677 |
1.1952 |
0.0725 |
6.0% |
0.0136 |
1.1% |
25% |
False |
False |
49,809 |
| 60 |
1.3151 |
1.1952 |
0.1199 |
9.9% |
0.0116 |
1.0% |
15% |
False |
False |
33,246 |
| 80 |
1.3271 |
1.1952 |
0.1319 |
10.9% |
0.0102 |
0.8% |
14% |
False |
False |
24,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2690 |
|
2.618 |
1.2514 |
|
1.618 |
1.2406 |
|
1.000 |
1.2339 |
|
0.618 |
1.2298 |
|
HIGH |
1.2231 |
|
0.618 |
1.2190 |
|
0.500 |
1.2177 |
|
0.382 |
1.2164 |
|
LOW |
1.2123 |
|
0.618 |
1.2056 |
|
1.000 |
1.2015 |
|
1.618 |
1.1948 |
|
2.618 |
1.1840 |
|
4.250 |
1.1664 |
|
|
| Fisher Pivots for day following 29-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2177 |
1.2238 |
| PP |
1.2163 |
1.2204 |
| S1 |
1.2150 |
1.2170 |
|