CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 04-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2022 |
04-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2175 |
1.2159 |
-0.0016 |
-0.1% |
1.2020 |
| High |
1.2220 |
1.2231 |
0.0011 |
0.1% |
1.2259 |
| Low |
1.2111 |
1.2069 |
-0.0042 |
-0.3% |
1.1975 |
| Close |
1.2156 |
1.2185 |
0.0029 |
0.2% |
1.2188 |
| Range |
0.0109 |
0.0162 |
0.0053 |
48.6% |
0.0284 |
| ATR |
0.0134 |
0.0136 |
0.0002 |
1.5% |
0.0000 |
| Volume |
95,118 |
117,755 |
22,637 |
23.8% |
553,854 |
|
| Daily Pivots for day following 04-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2648 |
1.2578 |
1.2274 |
|
| R3 |
1.2486 |
1.2416 |
1.2230 |
|
| R2 |
1.2324 |
1.2324 |
1.2215 |
|
| R1 |
1.2254 |
1.2254 |
1.2200 |
1.2289 |
| PP |
1.2162 |
1.2162 |
1.2162 |
1.2179 |
| S1 |
1.2092 |
1.2092 |
1.2170 |
1.2127 |
| S2 |
1.2000 |
1.2000 |
1.2155 |
|
| S3 |
1.1838 |
1.1930 |
1.2140 |
|
| S4 |
1.1676 |
1.1768 |
1.2096 |
|
|
| 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 |
1.2069 |
0.0237 |
1.9% |
0.0143 |
1.2% |
49% |
False |
True |
109,919 |
| 10 |
1.2306 |
1.1931 |
0.0375 |
3.1% |
0.0137 |
1.1% |
68% |
False |
False |
108,038 |
| 20 |
1.2306 |
1.1778 |
0.0528 |
4.3% |
0.0131 |
1.1% |
77% |
False |
False |
107,623 |
| 40 |
1.2607 |
1.1778 |
0.0829 |
6.8% |
0.0146 |
1.2% |
49% |
False |
False |
115,426 |
| 60 |
1.2677 |
1.1778 |
0.0899 |
7.4% |
0.0134 |
1.1% |
45% |
False |
False |
79,617 |
| 80 |
1.3151 |
1.1778 |
0.1373 |
11.3% |
0.0128 |
1.0% |
30% |
False |
False |
59,752 |
| 100 |
1.3271 |
1.1778 |
0.1493 |
12.3% |
0.0113 |
0.9% |
27% |
False |
False |
47,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2920 |
|
2.618 |
1.2655 |
|
1.618 |
1.2493 |
|
1.000 |
1.2393 |
|
0.618 |
1.2331 |
|
HIGH |
1.2231 |
|
0.618 |
1.2169 |
|
0.500 |
1.2150 |
|
0.382 |
1.2131 |
|
LOW |
1.2069 |
|
0.618 |
1.1969 |
|
1.000 |
1.1907 |
|
1.618 |
1.1807 |
|
2.618 |
1.1645 |
|
4.250 |
1.1381 |
|
|
| Fisher Pivots for day following 04-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2173 |
1.2183 |
| PP |
1.2162 |
1.2182 |
| S1 |
1.2150 |
1.2180 |
|