CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 12-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2022 |
12-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1072 |
1.0982 |
-0.0090 |
-0.8% |
1.1192 |
| High |
1.1194 |
1.1148 |
-0.0046 |
-0.4% |
1.1511 |
| Low |
1.0966 |
1.0937 |
-0.0029 |
-0.3% |
1.1069 |
| Close |
1.1036 |
1.1107 |
0.0071 |
0.6% |
1.1090 |
| Range |
0.0228 |
0.0211 |
-0.0017 |
-7.5% |
0.0442 |
| ATR |
0.0207 |
0.0207 |
0.0000 |
0.1% |
0.0000 |
| Volume |
174,262 |
181,411 |
7,149 |
4.1% |
727,046 |
|
| Daily Pivots for day following 12-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1697 |
1.1613 |
1.1223 |
|
| R3 |
1.1486 |
1.1402 |
1.1165 |
|
| R2 |
1.1275 |
1.1275 |
1.1146 |
|
| R1 |
1.1191 |
1.1191 |
1.1126 |
1.1233 |
| PP |
1.1064 |
1.1064 |
1.1064 |
1.1085 |
| S1 |
1.0980 |
1.0980 |
1.1088 |
1.1022 |
| S2 |
1.0853 |
1.0853 |
1.1068 |
|
| S3 |
1.0642 |
1.0769 |
1.1049 |
|
| S4 |
1.0431 |
1.0558 |
1.0991 |
|
|
| 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 |
1.1398 |
1.0937 |
0.0461 |
4.2% |
0.0195 |
1.8% |
37% |
False |
True |
143,005 |
| 10 |
1.1511 |
1.0765 |
0.0746 |
6.7% |
0.0229 |
2.1% |
46% |
False |
False |
164,446 |
| 20 |
1.1572 |
1.0392 |
0.1180 |
10.6% |
0.0229 |
2.1% |
61% |
False |
False |
176,559 |
| 40 |
1.2170 |
1.0392 |
0.1778 |
16.0% |
0.0176 |
1.6% |
40% |
False |
False |
99,805 |
| 60 |
1.2327 |
1.0392 |
0.1935 |
17.4% |
0.0154 |
1.4% |
37% |
False |
False |
66,701 |
| 80 |
1.2373 |
1.0392 |
0.1981 |
17.8% |
0.0140 |
1.3% |
36% |
False |
False |
50,106 |
| 100 |
1.2691 |
1.0392 |
0.2299 |
20.7% |
0.0133 |
1.2% |
31% |
False |
False |
40,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2045 |
|
2.618 |
1.1700 |
|
1.618 |
1.1489 |
|
1.000 |
1.1359 |
|
0.618 |
1.1278 |
|
HIGH |
1.1148 |
|
0.618 |
1.1067 |
|
0.500 |
1.1043 |
|
0.382 |
1.1018 |
|
LOW |
1.0937 |
|
0.618 |
1.0807 |
|
1.000 |
1.0726 |
|
1.618 |
1.0596 |
|
2.618 |
1.0385 |
|
4.250 |
1.0040 |
|
|
| Fisher Pivots for day following 12-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1086 |
1.1093 |
| PP |
1.1064 |
1.1079 |
| S1 |
1.1043 |
1.1066 |
|