CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 01-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2022 |
01-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1657 |
1.1619 |
-0.0038 |
-0.3% |
1.1830 |
| High |
1.1696 |
1.1621 |
-0.0075 |
-0.6% |
1.1905 |
| Low |
1.1601 |
1.1501 |
-0.0100 |
-0.9% |
1.1722 |
| Close |
1.1618 |
1.1540 |
-0.0078 |
-0.7% |
1.1747 |
| Range |
0.0095 |
0.0120 |
0.0025 |
26.3% |
0.0183 |
| ATR |
0.0123 |
0.0123 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
126,888 |
126,750 |
-138 |
-0.1% |
562,598 |
|
| Daily Pivots for day following 01-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1914 |
1.1847 |
1.1606 |
|
| R3 |
1.1794 |
1.1727 |
1.1573 |
|
| R2 |
1.1674 |
1.1674 |
1.1562 |
|
| R1 |
1.1607 |
1.1607 |
1.1551 |
1.1581 |
| PP |
1.1554 |
1.1554 |
1.1554 |
1.1541 |
| S1 |
1.1487 |
1.1487 |
1.1529 |
1.1461 |
| S2 |
1.1434 |
1.1434 |
1.1518 |
|
| S3 |
1.1314 |
1.1367 |
1.1507 |
|
| S4 |
1.1194 |
1.1247 |
1.1474 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2340 |
1.2227 |
1.1848 |
|
| R3 |
1.2157 |
1.2044 |
1.1797 |
|
| R2 |
1.1974 |
1.1974 |
1.1781 |
|
| R1 |
1.1861 |
1.1861 |
1.1764 |
1.1826 |
| PP |
1.1791 |
1.1791 |
1.1791 |
1.1774 |
| S1 |
1.1678 |
1.1678 |
1.1730 |
1.1643 |
| S2 |
1.1608 |
1.1608 |
1.1713 |
|
| S3 |
1.1425 |
1.1495 |
1.1697 |
|
| S4 |
1.1242 |
1.1312 |
1.1646 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1905 |
1.1501 |
0.0404 |
3.5% |
0.0124 |
1.1% |
10% |
False |
True |
121,918 |
| 10 |
1.1941 |
1.1501 |
0.0440 |
3.8% |
0.0118 |
1.0% |
9% |
False |
True |
115,342 |
| 20 |
1.2286 |
1.1501 |
0.0785 |
6.8% |
0.0120 |
1.0% |
5% |
False |
True |
105,721 |
| 40 |
1.2306 |
1.1501 |
0.0805 |
7.0% |
0.0125 |
1.1% |
5% |
False |
True |
106,672 |
| 60 |
1.2607 |
1.1501 |
0.1106 |
9.6% |
0.0137 |
1.2% |
4% |
False |
True |
112,191 |
| 80 |
1.2677 |
1.1501 |
0.1176 |
10.2% |
0.0131 |
1.1% |
3% |
False |
True |
86,143 |
| 100 |
1.3151 |
1.1501 |
0.1650 |
14.3% |
0.0126 |
1.1% |
2% |
False |
True |
68,946 |
| 120 |
1.3271 |
1.1501 |
0.1770 |
15.3% |
0.0114 |
1.0% |
2% |
False |
True |
57,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2131 |
|
2.618 |
1.1935 |
|
1.618 |
1.1815 |
|
1.000 |
1.1741 |
|
0.618 |
1.1695 |
|
HIGH |
1.1621 |
|
0.618 |
1.1575 |
|
0.500 |
1.1561 |
|
0.382 |
1.1547 |
|
LOW |
1.1501 |
|
0.618 |
1.1427 |
|
1.000 |
1.1381 |
|
1.618 |
1.1307 |
|
2.618 |
1.1187 |
|
4.250 |
1.0991 |
|
|
| Fisher Pivots for day following 01-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1561 |
1.1633 |
| PP |
1.1554 |
1.1602 |
| S1 |
1.1547 |
1.1571 |
|