CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 18-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2022 |
18-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1842 |
1.1884 |
0.0042 |
0.4% |
1.2052 |
| High |
1.1890 |
1.2050 |
0.0160 |
1.3% |
1.2054 |
| Low |
1.1821 |
1.1878 |
0.0057 |
0.5% |
1.1778 |
| Close |
1.1872 |
1.1969 |
0.0097 |
0.8% |
1.1872 |
| Range |
0.0069 |
0.0172 |
0.0103 |
149.3% |
0.0276 |
| ATR |
0.0139 |
0.0142 |
0.0003 |
2.0% |
0.0000 |
| Volume |
90,072 |
95,057 |
4,985 |
5.5% |
545,233 |
|
| Daily Pivots for day following 18-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2482 |
1.2397 |
1.2064 |
|
| R3 |
1.2310 |
1.2225 |
1.2016 |
|
| R2 |
1.2138 |
1.2138 |
1.2001 |
|
| R1 |
1.2053 |
1.2053 |
1.1985 |
1.2096 |
| PP |
1.1966 |
1.1966 |
1.1966 |
1.1987 |
| S1 |
1.1881 |
1.1881 |
1.1953 |
1.1924 |
| S2 |
1.1794 |
1.1794 |
1.1937 |
|
| S3 |
1.1622 |
1.1709 |
1.1922 |
|
| S4 |
1.1450 |
1.1537 |
1.1874 |
|
|
| 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 |
1.2050 |
1.1778 |
0.0272 |
2.3% |
0.0125 |
1.0% |
70% |
True |
False |
109,411 |
| 10 |
1.2182 |
1.1778 |
0.0404 |
3.4% |
0.0143 |
1.2% |
47% |
False |
False |
113,854 |
| 20 |
1.2379 |
1.1778 |
0.0601 |
5.0% |
0.0136 |
1.1% |
32% |
False |
False |
107,014 |
| 40 |
1.2677 |
1.1778 |
0.0899 |
7.5% |
0.0140 |
1.2% |
21% |
False |
False |
84,282 |
| 60 |
1.3081 |
1.1778 |
0.1303 |
10.9% |
0.0136 |
1.1% |
15% |
False |
False |
56,296 |
| 80 |
1.3271 |
1.1778 |
0.1493 |
12.5% |
0.0114 |
1.0% |
13% |
False |
False |
42,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2781 |
|
2.618 |
1.2500 |
|
1.618 |
1.2328 |
|
1.000 |
1.2222 |
|
0.618 |
1.2156 |
|
HIGH |
1.2050 |
|
0.618 |
1.1984 |
|
0.500 |
1.1964 |
|
0.382 |
1.1944 |
|
LOW |
1.1878 |
|
0.618 |
1.1772 |
|
1.000 |
1.1706 |
|
1.618 |
1.1600 |
|
2.618 |
1.1428 |
|
4.250 |
1.1147 |
|
|
| Fisher Pivots for day following 18-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1967 |
1.1951 |
| PP |
1.1966 |
1.1932 |
| S1 |
1.1964 |
1.1914 |
|