CME British Pound Future September 2022
| Trading Metrics calculated at close of trading on 19-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2022 |
19-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1466 |
1.1419 |
-0.0047 |
-0.4% |
1.1631 |
| High |
1.1480 |
1.1441 |
-0.0039 |
-0.3% |
1.1740 |
| Low |
1.1351 |
1.1357 |
0.0006 |
0.1% |
1.1351 |
| Close |
1.1412 |
1.1384 |
-0.0028 |
-0.2% |
1.1412 |
| Range |
0.0129 |
0.0084 |
-0.0045 |
-34.9% |
0.0389 |
| ATR |
0.0130 |
0.0127 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
21,425 |
354 |
-21,071 |
-98.3% |
758,733 |
|
| Daily Pivots for day following 19-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1646 |
1.1599 |
1.1430 |
|
| R3 |
1.1562 |
1.1515 |
1.1407 |
|
| R2 |
1.1478 |
1.1478 |
1.1399 |
|
| R1 |
1.1431 |
1.1431 |
1.1392 |
1.1413 |
| PP |
1.1394 |
1.1394 |
1.1394 |
1.1385 |
| S1 |
1.1347 |
1.1347 |
1.1376 |
1.1329 |
| S2 |
1.1310 |
1.1310 |
1.1369 |
|
| S3 |
1.1226 |
1.1263 |
1.1361 |
|
| S4 |
1.1142 |
1.1179 |
1.1338 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2668 |
1.2429 |
1.1626 |
|
| R3 |
1.2279 |
1.2040 |
1.1519 |
|
| R2 |
1.1890 |
1.1890 |
1.1483 |
|
| R1 |
1.1651 |
1.1651 |
1.1448 |
1.1576 |
| PP |
1.1501 |
1.1501 |
1.1501 |
1.1464 |
| S1 |
1.1262 |
1.1262 |
1.1376 |
1.1187 |
| S2 |
1.1112 |
1.1112 |
1.1341 |
|
| S3 |
1.0723 |
1.0873 |
1.1305 |
|
| S4 |
1.0334 |
1.0484 |
1.1198 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1740 |
1.1351 |
0.0389 |
3.4% |
0.0134 |
1.2% |
8% |
False |
False |
120,264 |
| 10 |
1.1740 |
1.1351 |
0.0389 |
3.4% |
0.0133 |
1.2% |
8% |
False |
False |
137,621 |
| 20 |
1.1905 |
1.1351 |
0.0554 |
4.9% |
0.0123 |
1.1% |
6% |
False |
False |
127,265 |
| 40 |
1.2306 |
1.1351 |
0.0955 |
8.4% |
0.0126 |
1.1% |
3% |
False |
False |
114,517 |
| 60 |
1.2353 |
1.1351 |
0.1002 |
8.8% |
0.0127 |
1.1% |
3% |
False |
False |
112,388 |
| 80 |
1.2677 |
1.1351 |
0.1326 |
11.6% |
0.0133 |
1.2% |
2% |
False |
False |
104,930 |
| 100 |
1.2677 |
1.1351 |
0.1326 |
11.6% |
0.0132 |
1.2% |
2% |
False |
False |
84,045 |
| 120 |
1.3180 |
1.1351 |
0.1829 |
16.1% |
0.0120 |
1.1% |
2% |
False |
False |
70,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1798 |
|
2.618 |
1.1661 |
|
1.618 |
1.1577 |
|
1.000 |
1.1525 |
|
0.618 |
1.1493 |
|
HIGH |
1.1441 |
|
0.618 |
1.1409 |
|
0.500 |
1.1399 |
|
0.382 |
1.1389 |
|
LOW |
1.1357 |
|
0.618 |
1.1305 |
|
1.000 |
1.1273 |
|
1.618 |
1.1221 |
|
2.618 |
1.1137 |
|
4.250 |
1.1000 |
|
|
| Fisher Pivots for day following 19-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1399 |
1.1451 |
| PP |
1.1394 |
1.1428 |
| S1 |
1.1389 |
1.1406 |
|