CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 05-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2022 |
05-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2189 |
1.2112 |
-0.0077 |
-0.6% |
1.2291 |
| High |
1.2194 |
1.2182 |
-0.0012 |
-0.1% |
1.2353 |
| Low |
1.1992 |
1.1915 |
-0.0077 |
-0.6% |
1.1992 |
| Close |
1.2113 |
1.1965 |
-0.0148 |
-1.2% |
1.2113 |
| Range |
0.0202 |
0.0267 |
0.0065 |
32.2% |
0.0361 |
| ATR |
0.0143 |
0.0152 |
0.0009 |
6.2% |
0.0000 |
| Volume |
127,838 |
171,004 |
43,166 |
33.8% |
494,154 |
|
| Daily Pivots for day following 05-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2822 |
1.2660 |
1.2112 |
|
| R3 |
1.2555 |
1.2393 |
1.2038 |
|
| R2 |
1.2288 |
1.2288 |
1.2014 |
|
| R1 |
1.2126 |
1.2126 |
1.1989 |
1.2074 |
| PP |
1.2021 |
1.2021 |
1.2021 |
1.1994 |
| S1 |
1.1859 |
1.1859 |
1.1941 |
1.1807 |
| S2 |
1.1754 |
1.1754 |
1.1916 |
|
| S3 |
1.1487 |
1.1592 |
1.1892 |
|
| S4 |
1.1220 |
1.1325 |
1.1818 |
|
|
| 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 |
1.2312 |
1.1915 |
0.0397 |
3.3% |
0.0158 |
1.3% |
13% |
False |
True |
118,447 |
| 10 |
1.2353 |
1.1915 |
0.0438 |
3.7% |
0.0137 |
1.1% |
11% |
False |
True |
105,582 |
| 20 |
1.2610 |
1.1915 |
0.0695 |
5.8% |
0.0163 |
1.4% |
7% |
False |
True |
118,180 |
| 40 |
1.2677 |
1.1915 |
0.0762 |
6.4% |
0.0136 |
1.1% |
7% |
False |
True |
60,188 |
| 60 |
1.3151 |
1.1915 |
0.1236 |
10.3% |
0.0124 |
1.0% |
4% |
False |
True |
40,177 |
| 80 |
1.3271 |
1.1915 |
0.1356 |
11.3% |
0.0107 |
0.9% |
4% |
False |
True |
30,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3317 |
|
2.618 |
1.2881 |
|
1.618 |
1.2614 |
|
1.000 |
1.2449 |
|
0.618 |
1.2347 |
|
HIGH |
1.2182 |
|
0.618 |
1.2080 |
|
0.500 |
1.2049 |
|
0.382 |
1.2017 |
|
LOW |
1.1915 |
|
0.618 |
1.1750 |
|
1.000 |
1.1648 |
|
1.618 |
1.1483 |
|
2.618 |
1.1216 |
|
4.250 |
1.0780 |
|
|
| Fisher Pivots for day following 05-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2049 |
1.2061 |
| PP |
1.2021 |
1.2029 |
| S1 |
1.1993 |
1.1997 |
|