CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 22-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2022 |
22-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1995 |
1.2016 |
0.0021 |
0.2% |
1.1884 |
| High |
1.2021 |
1.2081 |
0.0060 |
0.5% |
1.2081 |
| Low |
1.1905 |
1.1931 |
0.0026 |
0.2% |
1.1878 |
| Close |
1.1979 |
1.1994 |
0.0015 |
0.1% |
1.1994 |
| Range |
0.0116 |
0.0150 |
0.0034 |
29.3% |
0.0203 |
| ATR |
0.0135 |
0.0136 |
0.0001 |
0.8% |
0.0000 |
| Volume |
122,810 |
125,643 |
2,833 |
2.3% |
542,388 |
|
| Daily Pivots for day following 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2452 |
1.2373 |
1.2077 |
|
| R3 |
1.2302 |
1.2223 |
1.2035 |
|
| R2 |
1.2152 |
1.2152 |
1.2022 |
|
| R1 |
1.2073 |
1.2073 |
1.2008 |
1.2038 |
| PP |
1.2002 |
1.2002 |
1.2002 |
1.1984 |
| S1 |
1.1923 |
1.1923 |
1.1980 |
1.1888 |
| S2 |
1.1852 |
1.1852 |
1.1967 |
|
| S3 |
1.1702 |
1.1773 |
1.1953 |
|
| S4 |
1.1552 |
1.1623 |
1.1912 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2593 |
1.2497 |
1.2106 |
|
| R3 |
1.2390 |
1.2294 |
1.2050 |
|
| R2 |
1.2187 |
1.2187 |
1.2031 |
|
| R1 |
1.2091 |
1.2091 |
1.2013 |
1.2139 |
| PP |
1.1984 |
1.1984 |
1.1984 |
1.2009 |
| S1 |
1.1888 |
1.1888 |
1.1975 |
1.1936 |
| S2 |
1.1781 |
1.1781 |
1.1957 |
|
| S3 |
1.1578 |
1.1685 |
1.1938 |
|
| S4 |
1.1375 |
1.1482 |
1.1882 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2081 |
1.1878 |
0.0203 |
1.7% |
0.0129 |
1.1% |
57% |
True |
False |
108,477 |
| 10 |
1.2081 |
1.1778 |
0.0303 |
2.5% |
0.0127 |
1.1% |
71% |
True |
False |
108,762 |
| 20 |
1.2353 |
1.1778 |
0.0575 |
4.8% |
0.0130 |
1.1% |
38% |
False |
False |
108,130 |
| 40 |
1.2677 |
1.1778 |
0.0899 |
7.5% |
0.0140 |
1.2% |
24% |
False |
False |
95,343 |
| 60 |
1.2677 |
1.1778 |
0.0899 |
7.5% |
0.0136 |
1.1% |
24% |
False |
False |
63,731 |
| 80 |
1.3180 |
1.1778 |
0.1402 |
11.7% |
0.0118 |
1.0% |
15% |
False |
False |
47,824 |
| 100 |
1.3422 |
1.1778 |
0.1644 |
13.7% |
0.0108 |
0.9% |
13% |
False |
False |
38,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2719 |
|
2.618 |
1.2474 |
|
1.618 |
1.2324 |
|
1.000 |
1.2231 |
|
0.618 |
1.2174 |
|
HIGH |
1.2081 |
|
0.618 |
1.2024 |
|
0.500 |
1.2006 |
|
0.382 |
1.1988 |
|
LOW |
1.1931 |
|
0.618 |
1.1838 |
|
1.000 |
1.1781 |
|
1.618 |
1.1688 |
|
2.618 |
1.1538 |
|
4.250 |
1.1294 |
|
|
| Fisher Pivots for day following 22-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2006 |
1.1994 |
| PP |
1.2002 |
1.1993 |
| S1 |
1.1998 |
1.1993 |
|