CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 07-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2022 |
07-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1968 |
1.1933 |
-0.0035 |
-0.3% |
1.2291 |
| High |
1.2006 |
1.2046 |
0.0040 |
0.3% |
1.2353 |
| Low |
1.1892 |
1.1926 |
0.0034 |
0.3% |
1.1992 |
| Close |
1.1941 |
1.2030 |
0.0089 |
0.7% |
1.2113 |
| Range |
0.0114 |
0.0120 |
0.0006 |
5.3% |
0.0361 |
| ATR |
0.0149 |
0.0147 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
122,836 |
94,314 |
-28,522 |
-23.2% |
494,154 |
|
| Daily Pivots for day following 07-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2361 |
1.2315 |
1.2096 |
|
| R3 |
1.2241 |
1.2195 |
1.2063 |
|
| R2 |
1.2121 |
1.2121 |
1.2052 |
|
| R1 |
1.2075 |
1.2075 |
1.2041 |
1.2098 |
| PP |
1.2001 |
1.2001 |
1.2001 |
1.2012 |
| S1 |
1.1955 |
1.1955 |
1.2019 |
1.1978 |
| S2 |
1.1881 |
1.1881 |
1.2008 |
|
| S3 |
1.1761 |
1.1835 |
1.1997 |
|
| S4 |
1.1641 |
1.1715 |
1.1964 |
|
|
| 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 |
1.2206 |
1.1892 |
0.0314 |
2.6% |
0.0160 |
1.3% |
44% |
False |
False |
126,645 |
| 10 |
1.2353 |
1.1892 |
0.0461 |
3.8% |
0.0133 |
1.1% |
30% |
False |
False |
105,927 |
| 20 |
1.2607 |
1.1892 |
0.0715 |
5.9% |
0.0161 |
1.3% |
19% |
False |
False |
123,230 |
| 40 |
1.2677 |
1.1892 |
0.0785 |
6.5% |
0.0136 |
1.1% |
18% |
False |
False |
65,615 |
| 60 |
1.3151 |
1.1892 |
0.1259 |
10.5% |
0.0126 |
1.0% |
11% |
False |
False |
43,795 |
| 80 |
1.3271 |
1.1892 |
0.1379 |
11.5% |
0.0108 |
0.9% |
10% |
False |
False |
32,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2556 |
|
2.618 |
1.2360 |
|
1.618 |
1.2240 |
|
1.000 |
1.2166 |
|
0.618 |
1.2120 |
|
HIGH |
1.2046 |
|
0.618 |
1.2000 |
|
0.500 |
1.1986 |
|
0.382 |
1.1972 |
|
LOW |
1.1926 |
|
0.618 |
1.1852 |
|
1.000 |
1.1806 |
|
1.618 |
1.1732 |
|
2.618 |
1.1612 |
|
4.250 |
1.1416 |
|
|
| Fisher Pivots for day following 07-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2015 |
1.2037 |
| PP |
1.2001 |
1.2035 |
| S1 |
1.1986 |
1.2032 |
|