CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 06-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2022 |
06-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1545 |
1.1491 |
-0.0054 |
-0.5% |
1.1732 |
| High |
1.1594 |
1.1611 |
0.0017 |
0.1% |
1.1765 |
| Low |
1.1497 |
1.1445 |
-0.0052 |
-0.5% |
1.1497 |
| Close |
1.1515 |
1.1526 |
0.0011 |
0.1% |
1.1515 |
| Range |
0.0097 |
0.0166 |
0.0069 |
71.1% |
0.0268 |
| ATR |
0.0121 |
0.0124 |
0.0003 |
2.7% |
0.0000 |
| Volume |
135,300 |
197,249 |
61,949 |
45.8% |
606,505 |
|
| Daily Pivots for day following 06-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2025 |
1.1942 |
1.1617 |
|
| R3 |
1.1859 |
1.1776 |
1.1572 |
|
| R2 |
1.1693 |
1.1693 |
1.1556 |
|
| R1 |
1.1610 |
1.1610 |
1.1541 |
1.1652 |
| PP |
1.1527 |
1.1527 |
1.1527 |
1.1548 |
| S1 |
1.1444 |
1.1444 |
1.1511 |
1.1486 |
| S2 |
1.1361 |
1.1361 |
1.1496 |
|
| S3 |
1.1195 |
1.1278 |
1.1480 |
|
| S4 |
1.1029 |
1.1112 |
1.1435 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2396 |
1.2224 |
1.1662 |
|
| R3 |
1.2128 |
1.1956 |
1.1589 |
|
| R2 |
1.1860 |
1.1860 |
1.1564 |
|
| R1 |
1.1688 |
1.1688 |
1.1540 |
1.1640 |
| PP |
1.1592 |
1.1592 |
1.1592 |
1.1569 |
| S1 |
1.1420 |
1.1420 |
1.1490 |
1.1372 |
| S2 |
1.1324 |
1.1324 |
1.1466 |
|
| S3 |
1.1056 |
1.1152 |
1.1441 |
|
| S4 |
1.0788 |
1.0884 |
1.1368 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1765 |
1.1445 |
0.0320 |
2.8% |
0.0124 |
1.1% |
25% |
False |
True |
140,640 |
| 10 |
1.1905 |
1.1445 |
0.0460 |
4.0% |
0.0121 |
1.0% |
18% |
False |
True |
126,632 |
| 20 |
1.2286 |
1.1445 |
0.0841 |
7.3% |
0.0120 |
1.0% |
10% |
False |
True |
113,505 |
| 40 |
1.2306 |
1.1445 |
0.0861 |
7.5% |
0.0124 |
1.1% |
9% |
False |
True |
109,902 |
| 60 |
1.2526 |
1.1445 |
0.1081 |
9.4% |
0.0139 |
1.2% |
7% |
False |
True |
113,471 |
| 80 |
1.2677 |
1.1445 |
0.1232 |
10.7% |
0.0131 |
1.1% |
7% |
False |
True |
90,295 |
| 100 |
1.3151 |
1.1445 |
0.1706 |
14.8% |
0.0128 |
1.1% |
5% |
False |
True |
72,271 |
| 120 |
1.3271 |
1.1445 |
0.1826 |
15.8% |
0.0115 |
1.0% |
4% |
False |
True |
60,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2317 |
|
2.618 |
1.2046 |
|
1.618 |
1.1880 |
|
1.000 |
1.1777 |
|
0.618 |
1.1714 |
|
HIGH |
1.1611 |
|
0.618 |
1.1548 |
|
0.500 |
1.1528 |
|
0.382 |
1.1508 |
|
LOW |
1.1445 |
|
0.618 |
1.1342 |
|
1.000 |
1.1279 |
|
1.618 |
1.1176 |
|
2.618 |
1.1010 |
|
4.250 |
1.0740 |
|
|
| Fisher Pivots for day following 06-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1528 |
1.1533 |
| PP |
1.1527 |
1.1531 |
| S1 |
1.1527 |
1.1528 |
|