CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 30-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2022 |
30-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0892 |
1.1125 |
0.0233 |
2.1% |
1.0840 |
| High |
1.1131 |
1.1243 |
0.0112 |
1.0% |
1.1243 |
| Low |
1.0765 |
1.1034 |
0.0269 |
2.5% |
1.0392 |
| Close |
1.1064 |
1.1181 |
0.0117 |
1.1% |
1.1181 |
| Range |
0.0366 |
0.0209 |
-0.0157 |
-42.9% |
0.0851 |
| ATR |
0.0205 |
0.0205 |
0.0000 |
0.2% |
0.0000 |
| Volume |
237,093 |
236,947 |
-146 |
-0.1% |
1,360,651 |
|
| Daily Pivots for day following 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1780 |
1.1689 |
1.1296 |
|
| R3 |
1.1571 |
1.1480 |
1.1238 |
|
| R2 |
1.1362 |
1.1362 |
1.1219 |
|
| R1 |
1.1271 |
1.1271 |
1.1200 |
1.1317 |
| PP |
1.1153 |
1.1153 |
1.1153 |
1.1175 |
| S1 |
1.1062 |
1.1062 |
1.1162 |
1.1108 |
| S2 |
1.0944 |
1.0944 |
1.1143 |
|
| S3 |
1.0735 |
1.0853 |
1.1124 |
|
| S4 |
1.0526 |
1.0644 |
1.1066 |
|
|
| Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3492 |
1.3187 |
1.1649 |
|
| R3 |
1.2641 |
1.2336 |
1.1415 |
|
| R2 |
1.1790 |
1.1790 |
1.1337 |
|
| R1 |
1.1485 |
1.1485 |
1.1259 |
1.1638 |
| PP |
1.0939 |
1.0939 |
1.0939 |
1.1015 |
| S1 |
1.0634 |
1.0634 |
1.1103 |
1.0787 |
| S2 |
1.0088 |
1.0088 |
1.1025 |
|
| S3 |
0.9237 |
0.9783 |
1.0947 |
|
| S4 |
0.8386 |
0.8932 |
1.0713 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1243 |
1.0392 |
0.0851 |
7.6% |
0.0339 |
3.0% |
93% |
True |
False |
272,130 |
| 10 |
1.1485 |
1.0392 |
0.1093 |
9.8% |
0.0264 |
2.4% |
72% |
False |
False |
213,646 |
| 20 |
1.1759 |
1.0392 |
0.1367 |
12.2% |
0.0198 |
1.8% |
58% |
False |
False |
139,541 |
| 40 |
1.2307 |
1.0392 |
0.1915 |
17.1% |
0.0155 |
1.4% |
41% |
False |
False |
70,699 |
| 60 |
1.2327 |
1.0392 |
0.1935 |
17.3% |
0.0138 |
1.2% |
41% |
False |
False |
47,222 |
| 80 |
1.2569 |
1.0392 |
0.2177 |
19.5% |
0.0135 |
1.2% |
36% |
False |
False |
35,508 |
| 100 |
1.2691 |
1.0392 |
0.2299 |
20.6% |
0.0124 |
1.1% |
34% |
False |
False |
28,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2131 |
|
2.618 |
1.1790 |
|
1.618 |
1.1581 |
|
1.000 |
1.1452 |
|
0.618 |
1.1372 |
|
HIGH |
1.1243 |
|
0.618 |
1.1163 |
|
0.500 |
1.1139 |
|
0.382 |
1.1114 |
|
LOW |
1.1034 |
|
0.618 |
1.0905 |
|
1.000 |
1.0825 |
|
1.618 |
1.0696 |
|
2.618 |
1.0487 |
|
4.250 |
1.0146 |
|
|
| Fisher Pivots for day following 30-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1167 |
1.1084 |
| PP |
1.1153 |
1.0988 |
| S1 |
1.1139 |
1.0891 |
|