CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 12-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2022 |
12-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2225 |
1.2207 |
-0.0018 |
-0.1% |
1.2077 |
| High |
1.2258 |
1.2227 |
-0.0031 |
-0.3% |
1.2286 |
| Low |
1.2190 |
1.2107 |
-0.0083 |
-0.7% |
1.2057 |
| Close |
1.2208 |
1.2148 |
-0.0060 |
-0.5% |
1.2148 |
| Range |
0.0068 |
0.0120 |
0.0052 |
76.5% |
0.0229 |
| ATR |
0.0131 |
0.0131 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
95,693 |
95,339 |
-354 |
-0.4% |
472,936 |
|
| Daily Pivots for day following 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2521 |
1.2454 |
1.2214 |
|
| R3 |
1.2401 |
1.2334 |
1.2181 |
|
| R2 |
1.2281 |
1.2281 |
1.2170 |
|
| R1 |
1.2214 |
1.2214 |
1.2159 |
1.2188 |
| PP |
1.2161 |
1.2161 |
1.2161 |
1.2147 |
| S1 |
1.2094 |
1.2094 |
1.2137 |
1.2068 |
| S2 |
1.2041 |
1.2041 |
1.2126 |
|
| S3 |
1.1921 |
1.1974 |
1.2115 |
|
| S4 |
1.1801 |
1.1854 |
1.2082 |
|
|
| Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2851 |
1.2728 |
1.2274 |
|
| R3 |
1.2622 |
1.2499 |
1.2211 |
|
| R2 |
1.2393 |
1.2393 |
1.2190 |
|
| R1 |
1.2270 |
1.2270 |
1.2169 |
1.2332 |
| PP |
1.2164 |
1.2164 |
1.2164 |
1.2194 |
| S1 |
1.2041 |
1.2041 |
1.2127 |
1.2103 |
| S2 |
1.1935 |
1.1935 |
1.2106 |
|
| S3 |
1.1706 |
1.1812 |
1.2085 |
|
| S4 |
1.1477 |
1.1583 |
1.2022 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2286 |
1.2057 |
0.0229 |
1.9% |
0.0111 |
0.9% |
40% |
False |
False |
94,587 |
| 10 |
1.2306 |
1.2012 |
0.0294 |
2.4% |
0.0125 |
1.0% |
46% |
False |
False |
97,004 |
| 20 |
1.2306 |
1.1878 |
0.0428 |
3.5% |
0.0130 |
1.1% |
63% |
False |
False |
103,314 |
| 40 |
1.2426 |
1.1778 |
0.0648 |
5.3% |
0.0138 |
1.1% |
57% |
False |
False |
107,991 |
| 60 |
1.2677 |
1.1778 |
0.0899 |
7.4% |
0.0136 |
1.1% |
41% |
False |
False |
89,056 |
| 80 |
1.3081 |
1.1778 |
0.1303 |
10.7% |
0.0133 |
1.1% |
28% |
False |
False |
66,863 |
| 100 |
1.3271 |
1.1778 |
0.1493 |
12.3% |
0.0116 |
1.0% |
25% |
False |
False |
53,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2737 |
|
2.618 |
1.2541 |
|
1.618 |
1.2421 |
|
1.000 |
1.2347 |
|
0.618 |
1.2301 |
|
HIGH |
1.2227 |
|
0.618 |
1.2181 |
|
0.500 |
1.2167 |
|
0.382 |
1.2153 |
|
LOW |
1.2107 |
|
0.618 |
1.2033 |
|
1.000 |
1.1987 |
|
1.618 |
1.1913 |
|
2.618 |
1.1793 |
|
4.250 |
1.1597 |
|
|
| Fisher Pivots for day following 12-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2167 |
1.2180 |
| PP |
1.2161 |
1.2169 |
| S1 |
1.2154 |
1.2159 |
|