CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 08-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2022 |
08-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1933 |
1.2039 |
0.0106 |
0.9% |
1.2112 |
| High |
1.2046 |
1.2071 |
0.0025 |
0.2% |
1.2182 |
| Low |
1.1926 |
1.1936 |
0.0010 |
0.1% |
1.1892 |
| Close |
1.2030 |
1.2043 |
0.0013 |
0.1% |
1.2043 |
| Range |
0.0120 |
0.0135 |
0.0015 |
12.5% |
0.0290 |
| ATR |
0.0147 |
0.0146 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
94,314 |
110,098 |
15,784 |
16.7% |
498,252 |
|
| Daily Pivots for day following 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2422 |
1.2367 |
1.2117 |
|
| R3 |
1.2287 |
1.2232 |
1.2080 |
|
| R2 |
1.2152 |
1.2152 |
1.2068 |
|
| R1 |
1.2097 |
1.2097 |
1.2055 |
1.2125 |
| PP |
1.2017 |
1.2017 |
1.2017 |
1.2030 |
| S1 |
1.1962 |
1.1962 |
1.2031 |
1.1990 |
| S2 |
1.1882 |
1.1882 |
1.2018 |
|
| S3 |
1.1747 |
1.1827 |
1.2006 |
|
| S4 |
1.1612 |
1.1692 |
1.1969 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2909 |
1.2766 |
1.2203 |
|
| R3 |
1.2619 |
1.2476 |
1.2123 |
|
| R2 |
1.2329 |
1.2329 |
1.2096 |
|
| R1 |
1.2186 |
1.2186 |
1.2070 |
1.2113 |
| PP |
1.2039 |
1.2039 |
1.2039 |
1.2002 |
| S1 |
1.1896 |
1.1896 |
1.2016 |
1.1823 |
| S2 |
1.1749 |
1.1749 |
1.1990 |
|
| S3 |
1.1459 |
1.1606 |
1.1963 |
|
| S4 |
1.1169 |
1.1316 |
1.1884 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2194 |
1.1892 |
0.0302 |
2.5% |
0.0168 |
1.4% |
50% |
False |
False |
125,218 |
| 10 |
1.2353 |
1.1892 |
0.0461 |
3.8% |
0.0133 |
1.1% |
33% |
False |
False |
107,498 |
| 20 |
1.2567 |
1.1892 |
0.0675 |
5.6% |
0.0164 |
1.4% |
22% |
False |
False |
121,499 |
| 40 |
1.2677 |
1.1892 |
0.0785 |
6.5% |
0.0138 |
1.1% |
19% |
False |
False |
68,361 |
| 60 |
1.3151 |
1.1892 |
0.1259 |
10.5% |
0.0128 |
1.1% |
12% |
False |
False |
45,630 |
| 80 |
1.3271 |
1.1892 |
0.1379 |
11.5% |
0.0109 |
0.9% |
11% |
False |
False |
34,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2645 |
|
2.618 |
1.2424 |
|
1.618 |
1.2289 |
|
1.000 |
1.2206 |
|
0.618 |
1.2154 |
|
HIGH |
1.2071 |
|
0.618 |
1.2019 |
|
0.500 |
1.2004 |
|
0.382 |
1.1988 |
|
LOW |
1.1936 |
|
0.618 |
1.1853 |
|
1.000 |
1.1801 |
|
1.618 |
1.1718 |
|
2.618 |
1.1583 |
|
4.250 |
1.1362 |
|
|
| Fisher Pivots for day following 08-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2030 |
1.2023 |
| PP |
1.2017 |
1.2002 |
| S1 |
1.2004 |
1.1982 |
|