CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 24-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2022 |
24-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1770 |
1.1837 |
0.0067 |
0.6% |
1.2141 |
| High |
1.1883 |
1.1843 |
-0.0040 |
-0.3% |
1.2156 |
| Low |
1.1722 |
1.1760 |
0.0038 |
0.3% |
1.1797 |
| Close |
1.1822 |
1.1792 |
-0.0030 |
-0.3% |
1.1817 |
| Range |
0.0161 |
0.0083 |
-0.0078 |
-48.4% |
0.0359 |
| ATR |
0.0130 |
0.0126 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
133,502 |
97,746 |
-35,756 |
-26.8% |
511,469 |
|
| Daily Pivots for day following 24-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2047 |
1.2003 |
1.1838 |
|
| R3 |
1.1964 |
1.1920 |
1.1815 |
|
| R2 |
1.1881 |
1.1881 |
1.1807 |
|
| R1 |
1.1837 |
1.1837 |
1.1800 |
1.1818 |
| PP |
1.1798 |
1.1798 |
1.1798 |
1.1789 |
| S1 |
1.1754 |
1.1754 |
1.1784 |
1.1735 |
| S2 |
1.1715 |
1.1715 |
1.1777 |
|
| S3 |
1.1632 |
1.1671 |
1.1769 |
|
| S4 |
1.1549 |
1.1588 |
1.1746 |
|
|
| 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 |
1.2086 |
1.1722 |
0.0364 |
3.1% |
0.0128 |
1.1% |
19% |
False |
False |
112,720 |
| 10 |
1.2258 |
1.1722 |
0.0536 |
4.5% |
0.0116 |
1.0% |
13% |
False |
False |
103,377 |
| 20 |
1.2306 |
1.1722 |
0.0584 |
5.0% |
0.0125 |
1.1% |
12% |
False |
False |
103,900 |
| 40 |
1.2306 |
1.1722 |
0.0584 |
5.0% |
0.0131 |
1.1% |
12% |
False |
False |
107,293 |
| 60 |
1.2669 |
1.1722 |
0.0947 |
8.0% |
0.0138 |
1.2% |
7% |
False |
False |
102,859 |
| 80 |
1.2677 |
1.1722 |
0.0955 |
8.1% |
0.0133 |
1.1% |
7% |
False |
False |
77,374 |
| 100 |
1.3151 |
1.1722 |
0.1429 |
12.1% |
0.0122 |
1.0% |
5% |
False |
False |
61,924 |
| 120 |
1.3329 |
1.1722 |
0.1607 |
13.6% |
0.0112 |
0.9% |
4% |
False |
False |
51,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2196 |
|
2.618 |
1.2060 |
|
1.618 |
1.1977 |
|
1.000 |
1.1926 |
|
0.618 |
1.1894 |
|
HIGH |
1.1843 |
|
0.618 |
1.1811 |
|
0.500 |
1.1802 |
|
0.382 |
1.1792 |
|
LOW |
1.1760 |
|
0.618 |
1.1709 |
|
1.000 |
1.1677 |
|
1.618 |
1.1626 |
|
2.618 |
1.1543 |
|
4.250 |
1.1407 |
|
|
| Fisher Pivots for day following 24-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1802 |
1.1803 |
| PP |
1.1798 |
1.1799 |
| S1 |
1.1795 |
1.1796 |
|