CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 23-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2022 |
23-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1292 |
1.1279 |
-0.0013 |
-0.1% |
1.1445 |
| High |
1.1386 |
1.1298 |
-0.0088 |
-0.8% |
1.1485 |
| Low |
1.1233 |
1.0840 |
-0.0393 |
-3.5% |
1.0840 |
| Close |
1.1274 |
1.0861 |
-0.0413 |
-3.7% |
1.0861 |
| Range |
0.0153 |
0.0458 |
0.0305 |
199.3% |
0.0645 |
| ATR |
0.0124 |
0.0148 |
0.0024 |
19.1% |
0.0000 |
| Volume |
189,873 |
274,064 |
84,191 |
44.3% |
775,816 |
|
| Daily Pivots for day following 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2374 |
1.2075 |
1.1113 |
|
| R3 |
1.1916 |
1.1617 |
1.0987 |
|
| R2 |
1.1458 |
1.1458 |
1.0945 |
|
| R1 |
1.1159 |
1.1159 |
1.0903 |
1.1080 |
| PP |
1.1000 |
1.1000 |
1.1000 |
1.0960 |
| S1 |
1.0701 |
1.0701 |
1.0819 |
1.0622 |
| S2 |
1.0542 |
1.0542 |
1.0777 |
|
| S3 |
1.0084 |
1.0243 |
1.0735 |
|
| S4 |
0.9626 |
0.9785 |
1.0609 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2997 |
1.2574 |
1.1216 |
|
| R3 |
1.2352 |
1.1929 |
1.1038 |
|
| R2 |
1.1707 |
1.1707 |
1.0979 |
|
| R1 |
1.1284 |
1.1284 |
1.0920 |
1.1173 |
| PP |
1.1062 |
1.1062 |
1.1062 |
1.1007 |
| S1 |
1.0639 |
1.0639 |
1.0802 |
1.0528 |
| S2 |
1.0417 |
1.0417 |
1.0743 |
|
| S3 |
0.9772 |
0.9994 |
1.0684 |
|
| S4 |
0.9127 |
0.9349 |
1.0506 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1485 |
1.0840 |
0.0645 |
5.9% |
0.0190 |
1.8% |
3% |
False |
True |
155,163 |
| 10 |
1.1759 |
1.0840 |
0.0919 |
8.5% |
0.0164 |
1.5% |
2% |
False |
True |
131,406 |
| 20 |
1.1923 |
1.0840 |
0.1083 |
10.0% |
0.0143 |
1.3% |
2% |
False |
True |
72,566 |
| 40 |
1.2327 |
1.0840 |
0.1487 |
13.7% |
0.0128 |
1.2% |
1% |
False |
True |
36,727 |
| 60 |
1.2327 |
1.0840 |
0.1487 |
13.7% |
0.0121 |
1.1% |
1% |
False |
True |
24,560 |
| 80 |
1.2625 |
1.0840 |
0.1785 |
16.4% |
0.0118 |
1.1% |
1% |
False |
True |
18,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3245 |
|
2.618 |
1.2497 |
|
1.618 |
1.2039 |
|
1.000 |
1.1756 |
|
0.618 |
1.1581 |
|
HIGH |
1.1298 |
|
0.618 |
1.1123 |
|
0.500 |
1.1069 |
|
0.382 |
1.1015 |
|
LOW |
1.0840 |
|
0.618 |
1.0557 |
|
1.000 |
1.0382 |
|
1.618 |
1.0099 |
|
2.618 |
0.9641 |
|
4.250 |
0.8894 |
|
|
| Fisher Pivots for day following 23-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1069 |
1.1124 |
| PP |
1.1000 |
1.1036 |
| S1 |
1.0930 |
1.0949 |
|