CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 28-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2022 |
28-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2047 |
1.2171 |
0.0124 |
1.0% |
1.1884 |
| High |
1.2201 |
1.2205 |
0.0004 |
0.0% |
1.2081 |
| Low |
1.2035 |
1.2116 |
0.0081 |
0.7% |
1.1878 |
| Close |
1.2178 |
1.2163 |
-0.0015 |
-0.1% |
1.1994 |
| Range |
0.0166 |
0.0089 |
-0.0077 |
-46.4% |
0.0203 |
| ATR |
0.0137 |
0.0134 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
103,542 |
116,502 |
12,960 |
12.5% |
542,388 |
|
| Daily Pivots for day following 28-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2428 |
1.2385 |
1.2212 |
|
| R3 |
1.2339 |
1.2296 |
1.2187 |
|
| R2 |
1.2250 |
1.2250 |
1.2179 |
|
| R1 |
1.2207 |
1.2207 |
1.2171 |
1.2184 |
| PP |
1.2161 |
1.2161 |
1.2161 |
1.2150 |
| S1 |
1.2118 |
1.2118 |
1.2155 |
1.2095 |
| S2 |
1.2072 |
1.2072 |
1.2147 |
|
| S3 |
1.1983 |
1.2029 |
1.2139 |
|
| S4 |
1.1894 |
1.1940 |
1.2114 |
|
|
| 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 |
1.2205 |
1.1931 |
0.0274 |
2.3% |
0.0132 |
1.1% |
85% |
True |
False |
106,157 |
| 10 |
1.2205 |
1.1821 |
0.0384 |
3.2% |
0.0122 |
1.0% |
89% |
True |
False |
103,760 |
| 20 |
1.2206 |
1.1778 |
0.0428 |
3.5% |
0.0136 |
1.1% |
90% |
False |
False |
111,804 |
| 40 |
1.2622 |
1.1778 |
0.0844 |
6.9% |
0.0144 |
1.2% |
46% |
False |
False |
105,016 |
| 60 |
1.2677 |
1.1778 |
0.0899 |
7.4% |
0.0136 |
1.1% |
43% |
False |
False |
70,474 |
| 80 |
1.3151 |
1.1778 |
0.1373 |
11.3% |
0.0121 |
1.0% |
28% |
False |
False |
52,885 |
| 100 |
1.3271 |
1.1778 |
0.1493 |
12.3% |
0.0108 |
0.9% |
26% |
False |
False |
42,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2583 |
|
2.618 |
1.2438 |
|
1.618 |
1.2349 |
|
1.000 |
1.2294 |
|
0.618 |
1.2260 |
|
HIGH |
1.2205 |
|
0.618 |
1.2171 |
|
0.500 |
1.2161 |
|
0.382 |
1.2150 |
|
LOW |
1.2116 |
|
0.618 |
1.2061 |
|
1.000 |
1.2027 |
|
1.618 |
1.1972 |
|
2.618 |
1.1883 |
|
4.250 |
1.1738 |
|
|
| Fisher Pivots for day following 28-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2162 |
1.2139 |
| PP |
1.2161 |
1.2116 |
| S1 |
1.2161 |
1.2092 |
|