CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 24-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2022 |
24-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1251 |
1.1403 |
0.0152 |
1.4% |
1.1243 |
| High |
1.1330 |
1.1425 |
0.0095 |
0.8% |
1.1455 |
| Low |
1.1074 |
1.1273 |
0.0199 |
1.8% |
1.1074 |
| Close |
1.1287 |
1.1296 |
0.0009 |
0.1% |
1.1287 |
| Range |
0.0256 |
0.0152 |
-0.0104 |
-40.6% |
0.0381 |
| ATR |
0.0212 |
0.0208 |
-0.0004 |
-2.0% |
0.0000 |
| Volume |
192,423 |
145,220 |
-47,203 |
-24.5% |
684,777 |
|
| Daily Pivots for day following 24-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1787 |
1.1694 |
1.1380 |
|
| R3 |
1.1635 |
1.1542 |
1.1338 |
|
| R2 |
1.1483 |
1.1483 |
1.1324 |
|
| R1 |
1.1390 |
1.1390 |
1.1310 |
1.1361 |
| PP |
1.1331 |
1.1331 |
1.1331 |
1.1317 |
| S1 |
1.1238 |
1.1238 |
1.1282 |
1.1209 |
| S2 |
1.1179 |
1.1179 |
1.1268 |
|
| S3 |
1.1027 |
1.1086 |
1.1254 |
|
| S4 |
1.0875 |
1.0934 |
1.1212 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2415 |
1.2232 |
1.1497 |
|
| R3 |
1.2034 |
1.1851 |
1.1392 |
|
| R2 |
1.1653 |
1.1653 |
1.1357 |
|
| R1 |
1.1470 |
1.1470 |
1.1322 |
1.1562 |
| PP |
1.1272 |
1.1272 |
1.1272 |
1.1318 |
| S1 |
1.1089 |
1.1089 |
1.1252 |
1.1181 |
| S2 |
1.0891 |
1.0891 |
1.1217 |
|
| S3 |
1.0510 |
1.0708 |
1.1182 |
|
| S4 |
1.0129 |
1.0327 |
1.1077 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1425 |
1.1074 |
0.0351 |
3.1% |
0.0180 |
1.6% |
63% |
True |
False |
138,077 |
| 10 |
1.1455 |
1.0937 |
0.0518 |
4.6% |
0.0211 |
1.9% |
69% |
False |
False |
163,591 |
| 20 |
1.1511 |
1.0539 |
0.0972 |
8.6% |
0.0227 |
2.0% |
78% |
False |
False |
171,362 |
| 40 |
1.1778 |
1.0392 |
0.1386 |
12.3% |
0.0194 |
1.7% |
65% |
False |
False |
131,399 |
| 60 |
1.2327 |
1.0392 |
0.1935 |
17.1% |
0.0167 |
1.5% |
47% |
False |
False |
88,004 |
| 80 |
1.2327 |
1.0392 |
0.1935 |
17.1% |
0.0153 |
1.4% |
47% |
False |
False |
66,061 |
| 100 |
1.2625 |
1.0392 |
0.2233 |
19.8% |
0.0145 |
1.3% |
40% |
False |
False |
52,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2071 |
|
2.618 |
1.1823 |
|
1.618 |
1.1671 |
|
1.000 |
1.1577 |
|
0.618 |
1.1519 |
|
HIGH |
1.1425 |
|
0.618 |
1.1367 |
|
0.500 |
1.1349 |
|
0.382 |
1.1331 |
|
LOW |
1.1273 |
|
0.618 |
1.1179 |
|
1.000 |
1.1121 |
|
1.618 |
1.1027 |
|
2.618 |
1.0875 |
|
4.250 |
1.0627 |
|
|
| Fisher Pivots for day following 24-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1349 |
1.1281 |
| PP |
1.1331 |
1.1265 |
| S1 |
1.1314 |
1.1250 |
|