CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 13-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2022 |
13-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1631 |
1.1683 |
0.0052 |
0.4% |
1.1491 |
| High |
1.1712 |
1.1740 |
0.0028 |
0.2% |
1.1649 |
| Low |
1.1602 |
1.1493 |
-0.0109 |
-0.9% |
1.1407 |
| Close |
1.1681 |
1.1504 |
-0.0177 |
-1.5% |
1.1591 |
| Range |
0.0110 |
0.0247 |
0.0137 |
124.5% |
0.0242 |
| ATR |
0.0125 |
0.0134 |
0.0009 |
7.0% |
0.0000 |
| Volume |
157,766 |
255,052 |
97,286 |
61.7% |
617,126 |
|
| Daily Pivots for day following 13-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2320 |
1.2159 |
1.1640 |
|
| R3 |
1.2073 |
1.1912 |
1.1572 |
|
| R2 |
1.1826 |
1.1826 |
1.1549 |
|
| R1 |
1.1665 |
1.1665 |
1.1527 |
1.1622 |
| PP |
1.1579 |
1.1579 |
1.1579 |
1.1558 |
| S1 |
1.1418 |
1.1418 |
1.1481 |
1.1375 |
| S2 |
1.1332 |
1.1332 |
1.1459 |
|
| S3 |
1.1085 |
1.1171 |
1.1436 |
|
| S4 |
1.0838 |
1.0924 |
1.1368 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2275 |
1.2175 |
1.1724 |
|
| R3 |
1.2033 |
1.1933 |
1.1658 |
|
| R2 |
1.1791 |
1.1791 |
1.1635 |
|
| R1 |
1.1691 |
1.1691 |
1.1613 |
1.1741 |
| PP |
1.1549 |
1.1549 |
1.1549 |
1.1574 |
| S1 |
1.1449 |
1.1449 |
1.1569 |
1.1499 |
| S2 |
1.1307 |
1.1307 |
1.1547 |
|
| S3 |
1.1065 |
1.1207 |
1.1524 |
|
| S4 |
1.0823 |
1.0965 |
1.1458 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1740 |
1.1407 |
0.0333 |
2.9% |
0.0148 |
1.3% |
29% |
True |
False |
166,539 |
| 10 |
1.1765 |
1.1407 |
0.0358 |
3.1% |
0.0136 |
1.2% |
27% |
False |
False |
153,589 |
| 20 |
1.2151 |
1.1407 |
0.0744 |
6.5% |
0.0129 |
1.1% |
13% |
False |
False |
131,372 |
| 40 |
1.2306 |
1.1407 |
0.0899 |
7.8% |
0.0127 |
1.1% |
11% |
False |
False |
117,043 |
| 60 |
1.2379 |
1.1407 |
0.0972 |
8.4% |
0.0130 |
1.1% |
10% |
False |
False |
113,700 |
| 80 |
1.2677 |
1.1407 |
0.1270 |
11.0% |
0.0133 |
1.2% |
8% |
False |
False |
100,663 |
| 100 |
1.3081 |
1.1407 |
0.1674 |
14.6% |
0.0133 |
1.2% |
6% |
False |
False |
80,595 |
| 120 |
1.3271 |
1.1407 |
0.1864 |
16.2% |
0.0119 |
1.0% |
5% |
False |
False |
67,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2790 |
|
2.618 |
1.2387 |
|
1.618 |
1.2140 |
|
1.000 |
1.1987 |
|
0.618 |
1.1893 |
|
HIGH |
1.1740 |
|
0.618 |
1.1646 |
|
0.500 |
1.1617 |
|
0.382 |
1.1587 |
|
LOW |
1.1493 |
|
0.618 |
1.1340 |
|
1.000 |
1.1246 |
|
1.618 |
1.1093 |
|
2.618 |
1.0846 |
|
4.250 |
1.0443 |
|
|
| Fisher Pivots for day following 13-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1617 |
1.1617 |
| PP |
1.1579 |
1.1579 |
| S1 |
1.1542 |
1.1542 |
|