CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 11-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2022 |
11-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1100 |
1.1072 |
-0.0028 |
-0.3% |
1.1192 |
| High |
1.1124 |
1.1194 |
0.0070 |
0.6% |
1.1511 |
| Low |
1.1032 |
1.0966 |
-0.0066 |
-0.6% |
1.1069 |
| Close |
1.1071 |
1.1036 |
-0.0035 |
-0.3% |
1.1090 |
| Range |
0.0092 |
0.0228 |
0.0136 |
147.8% |
0.0442 |
| ATR |
0.0205 |
0.0207 |
0.0002 |
0.8% |
0.0000 |
| Volume |
87,702 |
174,262 |
86,560 |
98.7% |
727,046 |
|
| Daily Pivots for day following 11-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1749 |
1.1621 |
1.1161 |
|
| R3 |
1.1521 |
1.1393 |
1.1099 |
|
| R2 |
1.1293 |
1.1293 |
1.1078 |
|
| R1 |
1.1165 |
1.1165 |
1.1057 |
1.1115 |
| PP |
1.1065 |
1.1065 |
1.1065 |
1.1041 |
| S1 |
1.0937 |
1.0937 |
1.1015 |
1.0887 |
| S2 |
1.0837 |
1.0837 |
1.0994 |
|
| S3 |
1.0609 |
1.0709 |
1.0973 |
|
| S4 |
1.0381 |
1.0481 |
1.0911 |
|
|
| Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2549 |
1.2262 |
1.1333 |
|
| R3 |
1.2107 |
1.1820 |
1.1212 |
|
| R2 |
1.1665 |
1.1665 |
1.1171 |
|
| R1 |
1.1378 |
1.1378 |
1.1131 |
1.1301 |
| PP |
1.1223 |
1.1223 |
1.1223 |
1.1185 |
| S1 |
1.0936 |
1.0936 |
1.1049 |
1.0859 |
| S2 |
1.0781 |
1.0781 |
1.1009 |
|
| S3 |
1.0339 |
1.0494 |
1.0968 |
|
| S4 |
0.9897 |
1.0052 |
1.0847 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1511 |
1.0966 |
0.0545 |
4.9% |
0.0206 |
1.9% |
13% |
False |
True |
132,495 |
| 10 |
1.1511 |
1.0539 |
0.0972 |
8.8% |
0.0245 |
2.2% |
51% |
False |
False |
174,771 |
| 20 |
1.1615 |
1.0392 |
0.1223 |
11.1% |
0.0224 |
2.0% |
53% |
False |
False |
174,011 |
| 40 |
1.2170 |
1.0392 |
0.1778 |
16.1% |
0.0174 |
1.6% |
36% |
False |
False |
95,300 |
| 60 |
1.2327 |
1.0392 |
0.1935 |
17.5% |
0.0152 |
1.4% |
33% |
False |
False |
63,688 |
| 80 |
1.2399 |
1.0392 |
0.2007 |
18.2% |
0.0140 |
1.3% |
32% |
False |
False |
47,838 |
| 100 |
1.2691 |
1.0392 |
0.2299 |
20.8% |
0.0133 |
1.2% |
28% |
False |
False |
38,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2163 |
|
2.618 |
1.1791 |
|
1.618 |
1.1563 |
|
1.000 |
1.1422 |
|
0.618 |
1.1335 |
|
HIGH |
1.1194 |
|
0.618 |
1.1107 |
|
0.500 |
1.1080 |
|
0.382 |
1.1053 |
|
LOW |
1.0966 |
|
0.618 |
1.0825 |
|
1.000 |
1.0738 |
|
1.618 |
1.0597 |
|
2.618 |
1.0369 |
|
4.250 |
0.9997 |
|
|
| Fisher Pivots for day following 11-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1080 |
1.1102 |
| PP |
1.1065 |
1.1080 |
| S1 |
1.1051 |
1.1058 |
|