CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 02-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2022 |
02-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2188 |
1.2265 |
0.0077 |
0.6% |
1.2020 |
| High |
1.2306 |
1.2291 |
-0.0015 |
-0.1% |
1.2259 |
| Low |
1.2168 |
1.2170 |
0.0002 |
0.0% |
1.1975 |
| Close |
1.2266 |
1.2180 |
-0.0086 |
-0.7% |
1.2188 |
| Range |
0.0138 |
0.0121 |
-0.0017 |
-12.3% |
0.0284 |
| ATR |
0.0137 |
0.0136 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
93,305 |
94,709 |
1,404 |
1.5% |
553,854 |
|
| Daily Pivots for day following 02-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2577 |
1.2499 |
1.2247 |
|
| R3 |
1.2456 |
1.2378 |
1.2213 |
|
| R2 |
1.2335 |
1.2335 |
1.2202 |
|
| R1 |
1.2257 |
1.2257 |
1.2191 |
1.2236 |
| PP |
1.2214 |
1.2214 |
1.2214 |
1.2203 |
| S1 |
1.2136 |
1.2136 |
1.2169 |
1.2115 |
| S2 |
1.2093 |
1.2093 |
1.2158 |
|
| S3 |
1.1972 |
1.2015 |
1.2147 |
|
| S4 |
1.1851 |
1.1894 |
1.2113 |
|
|
| 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 |
1.2306 |
1.2035 |
0.0271 |
2.2% |
0.0139 |
1.1% |
54% |
False |
False |
111,354 |
| 10 |
1.2306 |
1.1905 |
0.0401 |
3.3% |
0.0130 |
1.1% |
69% |
False |
False |
108,068 |
| 20 |
1.2306 |
1.1778 |
0.0528 |
4.3% |
0.0129 |
1.1% |
76% |
False |
False |
107,836 |
| 40 |
1.2610 |
1.1778 |
0.0832 |
6.8% |
0.0146 |
1.2% |
48% |
False |
False |
113,008 |
| 60 |
1.2677 |
1.1778 |
0.0899 |
7.4% |
0.0134 |
1.1% |
45% |
False |
False |
76,071 |
| 80 |
1.3151 |
1.1778 |
0.1373 |
11.3% |
0.0125 |
1.0% |
29% |
False |
False |
57,092 |
| 100 |
1.3271 |
1.1778 |
0.1493 |
12.3% |
0.0111 |
0.9% |
27% |
False |
False |
45,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2805 |
|
2.618 |
1.2608 |
|
1.618 |
1.2487 |
|
1.000 |
1.2412 |
|
0.618 |
1.2366 |
|
HIGH |
1.2291 |
|
0.618 |
1.2245 |
|
0.500 |
1.2231 |
|
0.382 |
1.2216 |
|
LOW |
1.2170 |
|
0.618 |
1.2095 |
|
1.000 |
1.2049 |
|
1.618 |
1.1974 |
|
2.618 |
1.1853 |
|
4.250 |
1.1656 |
|
|
| Fisher Pivots for day following 02-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2231 |
1.2191 |
| PP |
1.2214 |
1.2187 |
| S1 |
1.2197 |
1.2184 |
|