CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 14-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2022 |
14-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1683 |
1.1497 |
-0.0186 |
-1.6% |
1.1491 |
| High |
1.1740 |
1.1591 |
-0.0149 |
-1.3% |
1.1649 |
| Low |
1.1493 |
1.1481 |
-0.0012 |
-0.1% |
1.1407 |
| Close |
1.1504 |
1.1542 |
0.0038 |
0.3% |
1.1591 |
| Range |
0.0247 |
0.0110 |
-0.0137 |
-55.5% |
0.0242 |
| ATR |
0.0134 |
0.0132 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
255,052 |
198,516 |
-56,536 |
-22.2% |
617,126 |
|
| Daily Pivots for day following 14-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1868 |
1.1815 |
1.1603 |
|
| R3 |
1.1758 |
1.1705 |
1.1572 |
|
| R2 |
1.1648 |
1.1648 |
1.1562 |
|
| R1 |
1.1595 |
1.1595 |
1.1552 |
1.1622 |
| PP |
1.1538 |
1.1538 |
1.1538 |
1.1551 |
| S1 |
1.1485 |
1.1485 |
1.1532 |
1.1512 |
| S2 |
1.1428 |
1.1428 |
1.1522 |
|
| S3 |
1.1318 |
1.1375 |
1.1512 |
|
| S4 |
1.1208 |
1.1265 |
1.1482 |
|
|
| 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 |
1.1460 |
0.0280 |
2.4% |
0.0143 |
1.2% |
29% |
False |
False |
180,544 |
| 10 |
1.1740 |
1.1407 |
0.0333 |
2.9% |
0.0133 |
1.2% |
41% |
False |
False |
161,739 |
| 20 |
1.2151 |
1.1407 |
0.0744 |
6.4% |
0.0129 |
1.1% |
18% |
False |
False |
136,283 |
| 40 |
1.2306 |
1.1407 |
0.0899 |
7.8% |
0.0127 |
1.1% |
15% |
False |
False |
119,293 |
| 60 |
1.2353 |
1.1407 |
0.0946 |
8.2% |
0.0129 |
1.1% |
14% |
False |
False |
115,060 |
| 80 |
1.2677 |
1.1407 |
0.1270 |
11.0% |
0.0133 |
1.1% |
11% |
False |
False |
103,140 |
| 100 |
1.3036 |
1.1407 |
0.1629 |
14.1% |
0.0133 |
1.2% |
8% |
False |
False |
82,579 |
| 120 |
1.3223 |
1.1407 |
0.1816 |
15.7% |
0.0119 |
1.0% |
7% |
False |
False |
68,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2059 |
|
2.618 |
1.1879 |
|
1.618 |
1.1769 |
|
1.000 |
1.1701 |
|
0.618 |
1.1659 |
|
HIGH |
1.1591 |
|
0.618 |
1.1549 |
|
0.500 |
1.1536 |
|
0.382 |
1.1523 |
|
LOW |
1.1481 |
|
0.618 |
1.1413 |
|
1.000 |
1.1371 |
|
1.618 |
1.1303 |
|
2.618 |
1.1193 |
|
4.250 |
1.1014 |
|
|
| Fisher Pivots for day following 14-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1540 |
1.1611 |
| PP |
1.1538 |
1.1588 |
| S1 |
1.1536 |
1.1565 |
|