CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 21-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2022 |
21-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2014 |
1.1995 |
-0.0019 |
-0.2% |
1.2052 |
| High |
1.2053 |
1.2021 |
-0.0032 |
-0.3% |
1.2054 |
| Low |
1.1969 |
1.1905 |
-0.0064 |
-0.5% |
1.1778 |
| Close |
1.1982 |
1.1979 |
-0.0003 |
0.0% |
1.1872 |
| Range |
0.0084 |
0.0116 |
0.0032 |
38.1% |
0.0276 |
| ATR |
0.0137 |
0.0135 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
90,361 |
122,810 |
32,449 |
35.9% |
545,233 |
|
| Daily Pivots for day following 21-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2316 |
1.2264 |
1.2043 |
|
| R3 |
1.2200 |
1.2148 |
1.2011 |
|
| R2 |
1.2084 |
1.2084 |
1.2000 |
|
| R1 |
1.2032 |
1.2032 |
1.1990 |
1.2000 |
| PP |
1.1968 |
1.1968 |
1.1968 |
1.1953 |
| S1 |
1.1916 |
1.1916 |
1.1968 |
1.1884 |
| S2 |
1.1852 |
1.1852 |
1.1958 |
|
| S3 |
1.1736 |
1.1800 |
1.1947 |
|
| S4 |
1.1620 |
1.1684 |
1.1915 |
|
|
| 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 |
1.2063 |
1.1821 |
0.0242 |
2.0% |
0.0113 |
0.9% |
65% |
False |
False |
101,363 |
| 10 |
1.2071 |
1.1778 |
0.0293 |
2.4% |
0.0125 |
1.0% |
69% |
False |
False |
107,207 |
| 20 |
1.2353 |
1.1778 |
0.0575 |
4.8% |
0.0129 |
1.1% |
35% |
False |
False |
106,567 |
| 40 |
1.2677 |
1.1778 |
0.0899 |
7.5% |
0.0139 |
1.2% |
22% |
False |
False |
92,272 |
| 60 |
1.2726 |
1.1778 |
0.0948 |
7.9% |
0.0136 |
1.1% |
21% |
False |
False |
61,647 |
| 80 |
1.3180 |
1.1778 |
0.1402 |
11.7% |
0.0116 |
1.0% |
14% |
False |
False |
46,254 |
| 100 |
1.3422 |
1.1778 |
0.1644 |
13.7% |
0.0107 |
0.9% |
12% |
False |
False |
37,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2514 |
|
2.618 |
1.2325 |
|
1.618 |
1.2209 |
|
1.000 |
1.2137 |
|
0.618 |
1.2093 |
|
HIGH |
1.2021 |
|
0.618 |
1.1977 |
|
0.500 |
1.1963 |
|
0.382 |
1.1949 |
|
LOW |
1.1905 |
|
0.618 |
1.1833 |
|
1.000 |
1.1789 |
|
1.618 |
1.1717 |
|
2.618 |
1.1601 |
|
4.250 |
1.1412 |
|
|
| Fisher Pivots for day following 21-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1974 |
1.1984 |
| PP |
1.1968 |
1.1982 |
| S1 |
1.1963 |
1.1981 |
|