CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 11-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2022 |
11-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2039 |
1.2052 |
0.0013 |
0.1% |
1.2112 |
| High |
1.2071 |
1.2054 |
-0.0017 |
-0.1% |
1.2182 |
| Low |
1.1936 |
1.1882 |
-0.0054 |
-0.5% |
1.1892 |
| Close |
1.2043 |
1.1912 |
-0.0131 |
-1.1% |
1.2043 |
| Range |
0.0135 |
0.0172 |
0.0037 |
27.4% |
0.0290 |
| ATR |
0.0146 |
0.0148 |
0.0002 |
1.3% |
0.0000 |
| Volume |
110,098 |
93,231 |
-16,867 |
-15.3% |
498,252 |
|
| Daily Pivots for day following 11-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2465 |
1.2361 |
1.2007 |
|
| R3 |
1.2293 |
1.2189 |
1.1959 |
|
| R2 |
1.2121 |
1.2121 |
1.1944 |
|
| R1 |
1.2017 |
1.2017 |
1.1928 |
1.1983 |
| PP |
1.1949 |
1.1949 |
1.1949 |
1.1933 |
| S1 |
1.1845 |
1.1845 |
1.1896 |
1.1811 |
| S2 |
1.1777 |
1.1777 |
1.1880 |
|
| S3 |
1.1605 |
1.1673 |
1.1865 |
|
| S4 |
1.1433 |
1.1501 |
1.1817 |
|
|
| 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 |
1.2182 |
1.1882 |
0.0300 |
2.5% |
0.0162 |
1.4% |
10% |
False |
True |
118,296 |
| 10 |
1.2353 |
1.1882 |
0.0471 |
4.0% |
0.0143 |
1.2% |
6% |
False |
True |
108,563 |
| 20 |
1.2526 |
1.1882 |
0.0644 |
5.4% |
0.0169 |
1.4% |
5% |
False |
True |
120,607 |
| 40 |
1.2677 |
1.1882 |
0.0795 |
6.7% |
0.0139 |
1.2% |
4% |
False |
True |
70,688 |
| 60 |
1.3151 |
1.1882 |
0.1269 |
10.7% |
0.0131 |
1.1% |
2% |
False |
True |
47,183 |
| 80 |
1.3271 |
1.1882 |
0.1389 |
11.7% |
0.0110 |
0.9% |
2% |
False |
True |
35,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2785 |
|
2.618 |
1.2504 |
|
1.618 |
1.2332 |
|
1.000 |
1.2226 |
|
0.618 |
1.2160 |
|
HIGH |
1.2054 |
|
0.618 |
1.1988 |
|
0.500 |
1.1968 |
|
0.382 |
1.1948 |
|
LOW |
1.1882 |
|
0.618 |
1.1776 |
|
1.000 |
1.1710 |
|
1.618 |
1.1604 |
|
2.618 |
1.1432 |
|
4.250 |
1.1151 |
|
|
| Fisher Pivots for day following 11-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1968 |
1.1977 |
| PP |
1.1949 |
1.1955 |
| S1 |
1.1931 |
1.1934 |
|