CME British Pound Future December 2022
Trading Metrics calculated at close of trading on 06-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2022 |
06-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
1.1487 |
1.1332 |
-0.0155 |
-1.3% |
1.0840 |
High |
1.1511 |
1.1398 |
-0.0113 |
-1.0% |
1.1243 |
Low |
1.1242 |
1.1125 |
-0.0117 |
-1.0% |
1.0392 |
Close |
1.1359 |
1.1162 |
-0.0197 |
-1.7% |
1.1181 |
Range |
0.0269 |
0.0273 |
0.0004 |
1.5% |
0.0851 |
ATR |
0.0213 |
0.0217 |
0.0004 |
2.0% |
0.0000 |
Volume |
128,861 |
137,740 |
8,879 |
6.9% |
1,360,651 |
|
Daily Pivots for day following 06-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2047 |
1.1878 |
1.1312 |
|
R3 |
1.1774 |
1.1605 |
1.1237 |
|
R2 |
1.1501 |
1.1501 |
1.1212 |
|
R1 |
1.1332 |
1.1332 |
1.1187 |
1.1280 |
PP |
1.1228 |
1.1228 |
1.1228 |
1.1203 |
S1 |
1.1059 |
1.1059 |
1.1137 |
1.1007 |
S2 |
1.0955 |
1.0955 |
1.1112 |
|
S3 |
1.0682 |
1.0786 |
1.1087 |
|
S4 |
1.0409 |
1.0513 |
1.1012 |
|
|
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 |
1.1511 |
1.1034 |
0.0477 |
4.3% |
0.0244 |
2.2% |
27% |
False |
False |
166,016 |
10 |
1.1511 |
1.0392 |
0.1119 |
10.0% |
0.0316 |
2.8% |
69% |
False |
False |
222,784 |
20 |
1.1759 |
1.0392 |
0.1367 |
12.2% |
0.0224 |
2.0% |
56% |
False |
False |
165,559 |
40 |
1.2283 |
1.0392 |
0.1891 |
16.9% |
0.0168 |
1.5% |
41% |
False |
False |
85,423 |
60 |
1.2327 |
1.0392 |
0.1935 |
17.3% |
0.0148 |
1.3% |
40% |
False |
False |
57,099 |
80 |
1.2436 |
1.0392 |
0.2044 |
18.3% |
0.0142 |
1.3% |
38% |
False |
False |
42,914 |
100 |
1.2691 |
1.0392 |
0.2299 |
20.6% |
0.0131 |
1.2% |
33% |
False |
False |
34,371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2558 |
2.618 |
1.2113 |
1.618 |
1.1840 |
1.000 |
1.1671 |
0.618 |
1.1567 |
HIGH |
1.1398 |
0.618 |
1.1294 |
0.500 |
1.1262 |
0.382 |
1.1229 |
LOW |
1.1125 |
0.618 |
1.0956 |
1.000 |
1.0852 |
1.618 |
1.0683 |
2.618 |
1.0410 |
4.250 |
0.9965 |
|
|
Fisher Pivots for day following 06-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
1.1262 |
1.1318 |
PP |
1.1228 |
1.1266 |
S1 |
1.1195 |
1.1214 |
|