CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 29-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2022 |
29-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2171 |
1.2187 |
0.0016 |
0.1% |
1.2020 |
| High |
1.2205 |
1.2259 |
0.0054 |
0.4% |
1.2259 |
| Low |
1.2116 |
1.2076 |
-0.0040 |
-0.3% |
1.1975 |
| Close |
1.2163 |
1.2188 |
0.0025 |
0.2% |
1.2188 |
| Range |
0.0089 |
0.0183 |
0.0094 |
105.6% |
0.0284 |
| ATR |
0.0134 |
0.0137 |
0.0004 |
2.6% |
0.0000 |
| Volume |
116,502 |
148,712 |
32,210 |
27.6% |
553,854 |
|
| Daily Pivots for day following 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2723 |
1.2639 |
1.2289 |
|
| R3 |
1.2540 |
1.2456 |
1.2238 |
|
| R2 |
1.2357 |
1.2357 |
1.2222 |
|
| R1 |
1.2273 |
1.2273 |
1.2205 |
1.2315 |
| PP |
1.2174 |
1.2174 |
1.2174 |
1.2196 |
| S1 |
1.2090 |
1.2090 |
1.2171 |
1.2132 |
| S2 |
1.1991 |
1.1991 |
1.2154 |
|
| S3 |
1.1808 |
1.1907 |
1.2138 |
|
| S4 |
1.1625 |
1.1724 |
1.2087 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2993 |
1.2874 |
1.2344 |
|
| R3 |
1.2709 |
1.2590 |
1.2266 |
|
| R2 |
1.2425 |
1.2425 |
1.2240 |
|
| R1 |
1.2306 |
1.2306 |
1.2214 |
1.2366 |
| PP |
1.2141 |
1.2141 |
1.2141 |
1.2170 |
| S1 |
1.2022 |
1.2022 |
1.2162 |
1.2082 |
| S2 |
1.1857 |
1.1857 |
1.2136 |
|
| S3 |
1.1573 |
1.1738 |
1.2110 |
|
| S4 |
1.1289 |
1.1454 |
1.2032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2259 |
1.1975 |
0.0284 |
2.3% |
0.0138 |
1.1% |
75% |
True |
False |
110,770 |
| 10 |
1.2259 |
1.1878 |
0.0381 |
3.1% |
0.0134 |
1.1% |
81% |
True |
False |
109,624 |
| 20 |
1.2259 |
1.1778 |
0.0481 |
3.9% |
0.0140 |
1.1% |
85% |
True |
False |
113,378 |
| 40 |
1.2610 |
1.1778 |
0.0832 |
6.8% |
0.0145 |
1.2% |
49% |
False |
False |
108,590 |
| 60 |
1.2677 |
1.1778 |
0.0899 |
7.4% |
0.0137 |
1.1% |
46% |
False |
False |
72,952 |
| 80 |
1.3151 |
1.1778 |
0.1373 |
11.3% |
0.0123 |
1.0% |
30% |
False |
False |
54,744 |
| 100 |
1.3271 |
1.1778 |
0.1493 |
12.2% |
0.0109 |
0.9% |
27% |
False |
False |
43,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3037 |
|
2.618 |
1.2738 |
|
1.618 |
1.2555 |
|
1.000 |
1.2442 |
|
0.618 |
1.2372 |
|
HIGH |
1.2259 |
|
0.618 |
1.2189 |
|
0.500 |
1.2168 |
|
0.382 |
1.2146 |
|
LOW |
1.2076 |
|
0.618 |
1.1963 |
|
1.000 |
1.1893 |
|
1.618 |
1.1780 |
|
2.618 |
1.1597 |
|
4.250 |
1.1298 |
|
|
| Fisher Pivots for day following 29-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2181 |
1.2174 |
| PP |
1.2174 |
1.2161 |
| S1 |
1.2168 |
1.2147 |
|