CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 27-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2022 |
27-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0840 |
1.0674 |
-0.0166 |
-1.5% |
1.1445 |
| High |
1.0930 |
1.0848 |
-0.0082 |
-0.8% |
1.1485 |
| Low |
1.0392 |
1.0648 |
0.0256 |
2.5% |
1.0840 |
| Close |
1.0693 |
1.0738 |
0.0045 |
0.4% |
1.0861 |
| Range |
0.0538 |
0.0200 |
-0.0338 |
-62.8% |
0.0645 |
| ATR |
0.0176 |
0.0178 |
0.0002 |
1.0% |
0.0000 |
| Volume |
384,067 |
217,880 |
-166,187 |
-43.3% |
775,816 |
|
| Daily Pivots for day following 27-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1345 |
1.1241 |
1.0848 |
|
| R3 |
1.1145 |
1.1041 |
1.0793 |
|
| R2 |
1.0945 |
1.0945 |
1.0775 |
|
| R1 |
1.0841 |
1.0841 |
1.0756 |
1.0893 |
| PP |
1.0745 |
1.0745 |
1.0745 |
1.0771 |
| S1 |
1.0641 |
1.0641 |
1.0720 |
1.0693 |
| S2 |
1.0545 |
1.0545 |
1.0701 |
|
| S3 |
1.0345 |
1.0441 |
1.0683 |
|
| S4 |
1.0145 |
1.0241 |
1.0628 |
|
|
| 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 |
1.1407 |
1.0392 |
0.1015 |
9.5% |
0.0300 |
2.8% |
34% |
False |
False |
244,084 |
| 10 |
1.1615 |
1.0392 |
0.1223 |
11.4% |
0.0202 |
1.9% |
28% |
False |
False |
173,252 |
| 20 |
1.1778 |
1.0392 |
0.1386 |
12.9% |
0.0167 |
1.6% |
25% |
False |
False |
102,238 |
| 40 |
1.2307 |
1.0392 |
0.1915 |
17.8% |
0.0139 |
1.3% |
18% |
False |
False |
51,765 |
| 60 |
1.2327 |
1.0392 |
0.1935 |
18.0% |
0.0130 |
1.2% |
18% |
False |
False |
34,587 |
| 80 |
1.2625 |
1.0392 |
0.2233 |
20.8% |
0.0126 |
1.2% |
15% |
False |
False |
26,039 |
| 100 |
1.2691 |
1.0392 |
0.2299 |
21.4% |
0.0118 |
1.1% |
15% |
False |
False |
20,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1698 |
|
2.618 |
1.1372 |
|
1.618 |
1.1172 |
|
1.000 |
1.1048 |
|
0.618 |
1.0972 |
|
HIGH |
1.0848 |
|
0.618 |
1.0772 |
|
0.500 |
1.0748 |
|
0.382 |
1.0724 |
|
LOW |
1.0648 |
|
0.618 |
1.0524 |
|
1.000 |
1.0448 |
|
1.618 |
1.0324 |
|
2.618 |
1.0124 |
|
4.250 |
0.9798 |
|
|
| Fisher Pivots for day following 27-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0748 |
1.0845 |
| PP |
1.0745 |
1.0809 |
| S1 |
1.0741 |
1.0774 |
|