CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 23-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2022 |
23-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1830 |
1.1770 |
-0.0060 |
-0.5% |
1.2141 |
| High |
1.1842 |
1.1883 |
0.0041 |
0.3% |
1.2156 |
| Low |
1.1747 |
1.1722 |
-0.0025 |
-0.2% |
1.1797 |
| Close |
1.1757 |
1.1822 |
0.0065 |
0.6% |
1.1817 |
| Range |
0.0095 |
0.0161 |
0.0066 |
69.5% |
0.0359 |
| ATR |
0.0127 |
0.0130 |
0.0002 |
1.9% |
0.0000 |
| Volume |
100,029 |
133,502 |
33,473 |
33.5% |
511,469 |
|
| Daily Pivots for day following 23-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2292 |
1.2218 |
1.1911 |
|
| R3 |
1.2131 |
1.2057 |
1.1866 |
|
| R2 |
1.1970 |
1.1970 |
1.1852 |
|
| R1 |
1.1896 |
1.1896 |
1.1837 |
1.1933 |
| PP |
1.1809 |
1.1809 |
1.1809 |
1.1828 |
| S1 |
1.1735 |
1.1735 |
1.1807 |
1.1772 |
| S2 |
1.1648 |
1.1648 |
1.1792 |
|
| S3 |
1.1487 |
1.1574 |
1.1778 |
|
| S4 |
1.1326 |
1.1413 |
1.1733 |
|
|
| Weekly Pivots for week ending 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3000 |
1.2768 |
1.2014 |
|
| R3 |
1.2641 |
1.2409 |
1.1916 |
|
| R2 |
1.2282 |
1.2282 |
1.1883 |
|
| R1 |
1.2050 |
1.2050 |
1.1850 |
1.1987 |
| PP |
1.1923 |
1.1923 |
1.1923 |
1.1892 |
| S1 |
1.1691 |
1.1691 |
1.1784 |
1.1628 |
| S2 |
1.1564 |
1.1564 |
1.1751 |
|
| S3 |
1.1205 |
1.1332 |
1.1718 |
|
| S4 |
1.0846 |
1.0973 |
1.1620 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2151 |
1.1722 |
0.0429 |
3.6% |
0.0135 |
1.1% |
23% |
False |
True |
112,327 |
| 10 |
1.2286 |
1.1722 |
0.0564 |
4.8% |
0.0128 |
1.1% |
18% |
False |
True |
106,236 |
| 20 |
1.2306 |
1.1722 |
0.0584 |
4.9% |
0.0129 |
1.1% |
17% |
False |
True |
104,190 |
| 40 |
1.2312 |
1.1722 |
0.0590 |
5.0% |
0.0131 |
1.1% |
17% |
False |
True |
106,900 |
| 60 |
1.2677 |
1.1722 |
0.0955 |
8.1% |
0.0138 |
1.2% |
10% |
False |
True |
101,278 |
| 80 |
1.2677 |
1.1722 |
0.0955 |
8.1% |
0.0134 |
1.1% |
10% |
False |
True |
76,154 |
| 100 |
1.3160 |
1.1722 |
0.1438 |
12.2% |
0.0121 |
1.0% |
7% |
False |
True |
60,947 |
| 120 |
1.3395 |
1.1722 |
0.1673 |
14.2% |
0.0112 |
0.9% |
6% |
False |
True |
50,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2567 |
|
2.618 |
1.2304 |
|
1.618 |
1.2143 |
|
1.000 |
1.2044 |
|
0.618 |
1.1982 |
|
HIGH |
1.1883 |
|
0.618 |
1.1821 |
|
0.500 |
1.1803 |
|
0.382 |
1.1784 |
|
LOW |
1.1722 |
|
0.618 |
1.1623 |
|
1.000 |
1.1561 |
|
1.618 |
1.1462 |
|
2.618 |
1.1301 |
|
4.250 |
1.1038 |
|
|
| Fisher Pivots for day following 23-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1816 |
1.1832 |
| PP |
1.1809 |
1.1828 |
| S1 |
1.1803 |
1.1825 |
|