CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 20-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2022 |
20-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1445 |
1.1456 |
0.0011 |
0.1% |
1.1650 |
| High |
1.1466 |
1.1485 |
0.0019 |
0.2% |
1.1759 |
| Low |
1.1380 |
1.1380 |
0.0000 |
0.0% |
1.1374 |
| Close |
1.1443 |
1.1392 |
-0.0051 |
-0.4% |
1.1436 |
| Range |
0.0086 |
0.0105 |
0.0019 |
22.1% |
0.0385 |
| ATR |
0.0121 |
0.0120 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
49,941 |
107,401 |
57,460 |
115.1% |
538,250 |
|
| Daily Pivots for day following 20-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1734 |
1.1668 |
1.1450 |
|
| R3 |
1.1629 |
1.1563 |
1.1421 |
|
| R2 |
1.1524 |
1.1524 |
1.1411 |
|
| R1 |
1.1458 |
1.1458 |
1.1402 |
1.1439 |
| PP |
1.1419 |
1.1419 |
1.1419 |
1.1409 |
| S1 |
1.1353 |
1.1353 |
1.1382 |
1.1334 |
| S2 |
1.1314 |
1.1314 |
1.1373 |
|
| S3 |
1.1209 |
1.1248 |
1.1363 |
|
| S4 |
1.1104 |
1.1143 |
1.1334 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2678 |
1.2442 |
1.1648 |
|
| R3 |
1.2293 |
1.2057 |
1.1542 |
|
| R2 |
1.1908 |
1.1908 |
1.1507 |
|
| R1 |
1.1672 |
1.1672 |
1.1471 |
1.1598 |
| PP |
1.1523 |
1.1523 |
1.1523 |
1.1486 |
| S1 |
1.1287 |
1.1287 |
1.1401 |
1.1213 |
| S2 |
1.1138 |
1.1138 |
1.1365 |
|
| S3 |
1.0753 |
1.0902 |
1.1330 |
|
| S4 |
1.0368 |
1.0517 |
1.1224 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1615 |
1.1374 |
0.0241 |
2.1% |
0.0105 |
0.9% |
7% |
False |
False |
102,419 |
| 10 |
1.1759 |
1.1374 |
0.0385 |
3.4% |
0.0125 |
1.1% |
5% |
False |
False |
78,448 |
| 20 |
1.1923 |
1.1374 |
0.0549 |
4.8% |
0.0120 |
1.1% |
3% |
False |
False |
41,840 |
| 40 |
1.2327 |
1.1374 |
0.0953 |
8.4% |
0.0117 |
1.0% |
2% |
False |
False |
21,291 |
| 60 |
1.2373 |
1.1374 |
0.0999 |
8.8% |
0.0112 |
1.0% |
2% |
False |
False |
14,256 |
| 80 |
1.2691 |
1.1374 |
0.1317 |
11.6% |
0.0111 |
1.0% |
1% |
False |
False |
10,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1931 |
|
2.618 |
1.1760 |
|
1.618 |
1.1655 |
|
1.000 |
1.1590 |
|
0.618 |
1.1550 |
|
HIGH |
1.1485 |
|
0.618 |
1.1445 |
|
0.500 |
1.1433 |
|
0.382 |
1.1420 |
|
LOW |
1.1380 |
|
0.618 |
1.1315 |
|
1.000 |
1.1275 |
|
1.618 |
1.1210 |
|
2.618 |
1.1105 |
|
4.250 |
1.0934 |
|
|
| Fisher Pivots for day following 20-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1433 |
1.1439 |
| PP |
1.1419 |
1.1423 |
| S1 |
1.1406 |
1.1408 |
|