CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 15-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2022 |
15-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1910 |
1.1842 |
-0.0068 |
-0.6% |
1.2052 |
| High |
1.1911 |
1.1890 |
-0.0021 |
-0.2% |
1.2054 |
| Low |
1.1778 |
1.1821 |
0.0043 |
0.4% |
1.1778 |
| Close |
1.1848 |
1.1872 |
0.0024 |
0.2% |
1.1872 |
| Range |
0.0133 |
0.0069 |
-0.0064 |
-48.1% |
0.0276 |
| ATR |
0.0145 |
0.0139 |
-0.0005 |
-3.7% |
0.0000 |
| Volume |
138,400 |
90,072 |
-48,328 |
-34.9% |
545,233 |
|
| Daily Pivots for day following 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2068 |
1.2039 |
1.1910 |
|
| R3 |
1.1999 |
1.1970 |
1.1891 |
|
| R2 |
1.1930 |
1.1930 |
1.1885 |
|
| R1 |
1.1901 |
1.1901 |
1.1878 |
1.1916 |
| PP |
1.1861 |
1.1861 |
1.1861 |
1.1868 |
| S1 |
1.1832 |
1.1832 |
1.1866 |
1.1847 |
| S2 |
1.1792 |
1.1792 |
1.1859 |
|
| S3 |
1.1723 |
1.1763 |
1.1853 |
|
| S4 |
1.1654 |
1.1694 |
1.1834 |
|
|
| Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2729 |
1.2577 |
1.2024 |
|
| R3 |
1.2453 |
1.2301 |
1.1948 |
|
| R2 |
1.2177 |
1.2177 |
1.1923 |
|
| R1 |
1.2025 |
1.2025 |
1.1897 |
1.1963 |
| PP |
1.1901 |
1.1901 |
1.1901 |
1.1871 |
| S1 |
1.1749 |
1.1749 |
1.1847 |
1.1687 |
| S2 |
1.1625 |
1.1625 |
1.1821 |
|
| S3 |
1.1349 |
1.1473 |
1.1796 |
|
| S4 |
1.1073 |
1.1197 |
1.1720 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2054 |
1.1778 |
0.0276 |
2.3% |
0.0125 |
1.0% |
34% |
False |
False |
109,046 |
| 10 |
1.2194 |
1.1778 |
0.0416 |
3.5% |
0.0146 |
1.2% |
23% |
False |
False |
117,132 |
| 20 |
1.2426 |
1.1778 |
0.0648 |
5.5% |
0.0146 |
1.2% |
15% |
False |
False |
112,669 |
| 40 |
1.2677 |
1.1778 |
0.0899 |
7.6% |
0.0140 |
1.2% |
10% |
False |
False |
81,927 |
| 60 |
1.3081 |
1.1778 |
0.1303 |
11.0% |
0.0134 |
1.1% |
7% |
False |
False |
54,712 |
| 80 |
1.3271 |
1.1778 |
0.1493 |
12.6% |
0.0113 |
1.0% |
6% |
False |
False |
41,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2183 |
|
2.618 |
1.2071 |
|
1.618 |
1.2002 |
|
1.000 |
1.1959 |
|
0.618 |
1.1933 |
|
HIGH |
1.1890 |
|
0.618 |
1.1864 |
|
0.500 |
1.1856 |
|
0.382 |
1.1847 |
|
LOW |
1.1821 |
|
0.618 |
1.1778 |
|
1.000 |
1.1752 |
|
1.618 |
1.1709 |
|
2.618 |
1.1640 |
|
4.250 |
1.1528 |
|
|
| Fisher Pivots for day following 15-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1867 |
1.1881 |
| PP |
1.1861 |
1.1878 |
| S1 |
1.1856 |
1.1875 |
|