CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 25-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2022 |
25-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1403 |
1.1294 |
-0.0109 |
-1.0% |
1.1243 |
| High |
1.1425 |
1.1517 |
0.0092 |
0.8% |
1.1455 |
| Low |
1.1273 |
1.1287 |
0.0014 |
0.1% |
1.1074 |
| Close |
1.1296 |
1.1489 |
0.0193 |
1.7% |
1.1287 |
| Range |
0.0152 |
0.0230 |
0.0078 |
51.3% |
0.0381 |
| ATR |
0.0208 |
0.0209 |
0.0002 |
0.8% |
0.0000 |
| Volume |
145,220 |
134,945 |
-10,275 |
-7.1% |
684,777 |
|
| Daily Pivots for day following 25-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2121 |
1.2035 |
1.1616 |
|
| R3 |
1.1891 |
1.1805 |
1.1552 |
|
| R2 |
1.1661 |
1.1661 |
1.1531 |
|
| R1 |
1.1575 |
1.1575 |
1.1510 |
1.1618 |
| PP |
1.1431 |
1.1431 |
1.1431 |
1.1453 |
| S1 |
1.1345 |
1.1345 |
1.1468 |
1.1388 |
| S2 |
1.1201 |
1.1201 |
1.1447 |
|
| S3 |
1.0971 |
1.1115 |
1.1426 |
|
| S4 |
1.0741 |
1.0885 |
1.1363 |
|
|
| 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 |
1.1517 |
1.1074 |
0.0443 |
3.9% |
0.0195 |
1.7% |
94% |
True |
False |
142,161 |
| 10 |
1.1517 |
1.0937 |
0.0580 |
5.0% |
0.0211 |
1.8% |
95% |
True |
False |
159,659 |
| 20 |
1.1517 |
1.0539 |
0.0978 |
8.5% |
0.0228 |
2.0% |
97% |
True |
False |
167,215 |
| 40 |
1.1778 |
1.0392 |
0.1386 |
12.1% |
0.0198 |
1.7% |
79% |
False |
False |
134,727 |
| 60 |
1.2307 |
1.0392 |
0.1915 |
16.7% |
0.0169 |
1.5% |
57% |
False |
False |
90,248 |
| 80 |
1.2327 |
1.0392 |
0.1935 |
16.8% |
0.0154 |
1.3% |
57% |
False |
False |
67,744 |
| 100 |
1.2625 |
1.0392 |
0.2233 |
19.4% |
0.0146 |
1.3% |
49% |
False |
False |
54,274 |
| 120 |
1.2691 |
1.0392 |
0.2299 |
20.0% |
0.0137 |
1.2% |
48% |
False |
False |
45,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2495 |
|
2.618 |
1.2119 |
|
1.618 |
1.1889 |
|
1.000 |
1.1747 |
|
0.618 |
1.1659 |
|
HIGH |
1.1517 |
|
0.618 |
1.1429 |
|
0.500 |
1.1402 |
|
0.382 |
1.1375 |
|
LOW |
1.1287 |
|
0.618 |
1.1145 |
|
1.000 |
1.1057 |
|
1.618 |
1.0915 |
|
2.618 |
1.0685 |
|
4.250 |
1.0310 |
|
|
| Fisher Pivots for day following 25-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1460 |
1.1425 |
| PP |
1.1431 |
1.1360 |
| S1 |
1.1402 |
1.1296 |
|