CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 01-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2022 |
01-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2141 |
1.2189 |
0.0048 |
0.4% |
1.2291 |
| High |
1.2206 |
1.2194 |
-0.0012 |
-0.1% |
1.2353 |
| Low |
1.2109 |
1.1992 |
-0.0117 |
-1.0% |
1.1992 |
| Close |
1.2199 |
1.2113 |
-0.0086 |
-0.7% |
1.2113 |
| Range |
0.0097 |
0.0202 |
0.0105 |
108.2% |
0.0361 |
| ATR |
0.0138 |
0.0143 |
0.0005 |
3.6% |
0.0000 |
| Volume |
117,233 |
127,838 |
10,605 |
9.0% |
494,154 |
|
| Daily Pivots for day following 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2706 |
1.2611 |
1.2224 |
|
| R3 |
1.2504 |
1.2409 |
1.2169 |
|
| R2 |
1.2302 |
1.2302 |
1.2150 |
|
| R1 |
1.2207 |
1.2207 |
1.2132 |
1.2154 |
| PP |
1.2100 |
1.2100 |
1.2100 |
1.2073 |
| S1 |
1.2005 |
1.2005 |
1.2094 |
1.1952 |
| S2 |
1.1898 |
1.1898 |
1.2076 |
|
| S3 |
1.1696 |
1.1803 |
1.2057 |
|
| S4 |
1.1494 |
1.1601 |
1.2002 |
|
|
| Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3236 |
1.3035 |
1.2312 |
|
| R3 |
1.2875 |
1.2674 |
1.2212 |
|
| R2 |
1.2514 |
1.2514 |
1.2179 |
|
| R1 |
1.2313 |
1.2313 |
1.2146 |
1.2233 |
| PP |
1.2153 |
1.2153 |
1.2153 |
1.2113 |
| S1 |
1.1952 |
1.1952 |
1.2080 |
1.1872 |
| S2 |
1.1792 |
1.1792 |
1.2047 |
|
| S3 |
1.1431 |
1.1591 |
1.2014 |
|
| S4 |
1.1070 |
1.1230 |
1.1914 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2353 |
1.1992 |
0.0361 |
3.0% |
0.0124 |
1.0% |
34% |
False |
True |
98,830 |
| 10 |
1.2379 |
1.1992 |
0.0387 |
3.2% |
0.0129 |
1.1% |
31% |
False |
True |
100,175 |
| 20 |
1.2610 |
1.1952 |
0.0658 |
5.4% |
0.0155 |
1.3% |
24% |
False |
False |
110,046 |
| 40 |
1.2677 |
1.1952 |
0.0725 |
6.0% |
0.0137 |
1.1% |
22% |
False |
False |
55,934 |
| 60 |
1.3151 |
1.1952 |
0.1199 |
9.9% |
0.0120 |
1.0% |
13% |
False |
False |
37,327 |
| 80 |
1.3271 |
1.1952 |
0.1319 |
10.9% |
0.0103 |
0.9% |
12% |
False |
False |
28,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3053 |
|
2.618 |
1.2723 |
|
1.618 |
1.2521 |
|
1.000 |
1.2396 |
|
0.618 |
1.2319 |
|
HIGH |
1.2194 |
|
0.618 |
1.2117 |
|
0.500 |
1.2093 |
|
0.382 |
1.2069 |
|
LOW |
1.1992 |
|
0.618 |
1.1867 |
|
1.000 |
1.1790 |
|
1.618 |
1.1665 |
|
2.618 |
1.1463 |
|
4.250 |
1.1134 |
|
|
| Fisher Pivots for day following 01-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2106 |
1.2113 |
| PP |
1.2100 |
1.2112 |
| S1 |
1.2093 |
1.2112 |
|