CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 04-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2022 |
04-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1192 |
1.1332 |
0.0140 |
1.3% |
1.0840 |
| High |
1.1347 |
1.1507 |
0.0160 |
1.4% |
1.1243 |
| Low |
1.1093 |
1.1293 |
0.0200 |
1.8% |
1.0392 |
| Close |
1.1323 |
1.1494 |
0.0171 |
1.5% |
1.1181 |
| Range |
0.0254 |
0.0214 |
-0.0040 |
-15.7% |
0.0851 |
| ATR |
0.0208 |
0.0209 |
0.0000 |
0.2% |
0.0000 |
| Volume |
163,977 |
162,555 |
-1,422 |
-0.9% |
1,360,651 |
|
| Daily Pivots for day following 04-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2073 |
1.1998 |
1.1612 |
|
| R3 |
1.1859 |
1.1784 |
1.1553 |
|
| R2 |
1.1645 |
1.1645 |
1.1533 |
|
| R1 |
1.1570 |
1.1570 |
1.1514 |
1.1608 |
| PP |
1.1431 |
1.1431 |
1.1431 |
1.1450 |
| S1 |
1.1356 |
1.1356 |
1.1474 |
1.1394 |
| S2 |
1.1217 |
1.1217 |
1.1455 |
|
| S3 |
1.1003 |
1.1142 |
1.1435 |
|
| S4 |
1.0789 |
1.0928 |
1.1376 |
|
|
| 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 |
1.1507 |
1.0539 |
0.0968 |
8.4% |
0.0285 |
2.5% |
99% |
True |
False |
217,047 |
| 10 |
1.1507 |
1.0392 |
0.1115 |
9.7% |
0.0292 |
2.5% |
99% |
True |
False |
230,565 |
| 20 |
1.1759 |
1.0392 |
0.1367 |
11.9% |
0.0209 |
1.8% |
81% |
False |
False |
154,506 |
| 40 |
1.2307 |
1.0392 |
0.1915 |
16.7% |
0.0161 |
1.4% |
58% |
False |
False |
78,778 |
| 60 |
1.2327 |
1.0392 |
0.1935 |
16.8% |
0.0141 |
1.2% |
57% |
False |
False |
52,662 |
| 80 |
1.2536 |
1.0392 |
0.2144 |
18.7% |
0.0140 |
1.2% |
51% |
False |
False |
39,589 |
| 100 |
1.2691 |
1.0392 |
0.2299 |
20.0% |
0.0127 |
1.1% |
48% |
False |
False |
31,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2417 |
|
2.618 |
1.2067 |
|
1.618 |
1.1853 |
|
1.000 |
1.1721 |
|
0.618 |
1.1639 |
|
HIGH |
1.1507 |
|
0.618 |
1.1425 |
|
0.500 |
1.1400 |
|
0.382 |
1.1375 |
|
LOW |
1.1293 |
|
0.618 |
1.1161 |
|
1.000 |
1.1079 |
|
1.618 |
1.0947 |
|
2.618 |
1.0733 |
|
4.250 |
1.0384 |
|
|
| Fisher Pivots for day following 04-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1463 |
1.1420 |
| PP |
1.1431 |
1.1345 |
| S1 |
1.1400 |
1.1271 |
|