CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 11-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2022 |
11-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2084 |
1.2225 |
0.0141 |
1.2% |
1.2188 |
| High |
1.2286 |
1.2258 |
-0.0028 |
-0.2% |
1.2306 |
| Low |
1.2074 |
1.2190 |
0.0116 |
1.0% |
1.2012 |
| Close |
1.2235 |
1.2208 |
-0.0027 |
-0.2% |
1.2073 |
| Range |
0.0212 |
0.0068 |
-0.0144 |
-67.9% |
0.0294 |
| ATR |
0.0136 |
0.0131 |
-0.0005 |
-3.6% |
0.0000 |
| Volume |
126,329 |
95,693 |
-30,636 |
-24.3% |
497,110 |
|
| Daily Pivots for day following 11-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2423 |
1.2383 |
1.2245 |
|
| R3 |
1.2355 |
1.2315 |
1.2227 |
|
| R2 |
1.2287 |
1.2287 |
1.2220 |
|
| R1 |
1.2247 |
1.2247 |
1.2214 |
1.2233 |
| PP |
1.2219 |
1.2219 |
1.2219 |
1.2212 |
| S1 |
1.2179 |
1.2179 |
1.2202 |
1.2165 |
| S2 |
1.2151 |
1.2151 |
1.2196 |
|
| S3 |
1.2083 |
1.2111 |
1.2189 |
|
| S4 |
1.2015 |
1.2043 |
1.2171 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3012 |
1.2837 |
1.2235 |
|
| R3 |
1.2718 |
1.2543 |
1.2154 |
|
| R2 |
1.2424 |
1.2424 |
1.2127 |
|
| R1 |
1.2249 |
1.2249 |
1.2100 |
1.2190 |
| PP |
1.2130 |
1.2130 |
1.2130 |
1.2101 |
| S1 |
1.1955 |
1.1955 |
1.2046 |
1.1896 |
| S2 |
1.1836 |
1.1836 |
1.2019 |
|
| S3 |
1.1542 |
1.1661 |
1.1992 |
|
| S4 |
1.1248 |
1.1367 |
1.1911 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2286 |
1.2012 |
0.0274 |
2.2% |
0.0121 |
1.0% |
72% |
False |
False |
94,764 |
| 10 |
1.2306 |
1.2012 |
0.0294 |
2.4% |
0.0132 |
1.1% |
67% |
False |
False |
102,341 |
| 20 |
1.2306 |
1.1821 |
0.0485 |
4.0% |
0.0127 |
1.0% |
80% |
False |
False |
103,051 |
| 40 |
1.2426 |
1.1778 |
0.0648 |
5.3% |
0.0140 |
1.1% |
66% |
False |
False |
110,176 |
| 60 |
1.2677 |
1.1778 |
0.0899 |
7.4% |
0.0137 |
1.1% |
48% |
False |
False |
87,499 |
| 80 |
1.3081 |
1.1778 |
0.1303 |
10.7% |
0.0132 |
1.1% |
33% |
False |
False |
65,672 |
| 100 |
1.3271 |
1.1778 |
0.1493 |
12.2% |
0.0115 |
0.9% |
29% |
False |
False |
52,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2547 |
|
2.618 |
1.2436 |
|
1.618 |
1.2368 |
|
1.000 |
1.2326 |
|
0.618 |
1.2300 |
|
HIGH |
1.2258 |
|
0.618 |
1.2232 |
|
0.500 |
1.2224 |
|
0.382 |
1.2216 |
|
LOW |
1.2190 |
|
0.618 |
1.2148 |
|
1.000 |
1.2122 |
|
1.618 |
1.2080 |
|
2.618 |
1.2012 |
|
4.250 |
1.1901 |
|
|
| Fisher Pivots for day following 11-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2224 |
1.2198 |
| PP |
1.2219 |
1.2189 |
| S1 |
1.2213 |
1.2179 |
|