CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 26-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2022 |
26-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1294 |
1.1490 |
0.0196 |
1.7% |
1.1243 |
| High |
1.1517 |
1.1654 |
0.0137 |
1.2% |
1.1455 |
| Low |
1.1287 |
1.1446 |
0.0159 |
1.4% |
1.1074 |
| Close |
1.1489 |
1.1641 |
0.0152 |
1.3% |
1.1287 |
| Range |
0.0230 |
0.0208 |
-0.0022 |
-9.6% |
0.0381 |
| ATR |
0.0209 |
0.0209 |
0.0000 |
0.0% |
0.0000 |
| Volume |
134,945 |
155,522 |
20,577 |
15.2% |
684,777 |
|
| Daily Pivots for day following 26-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2204 |
1.2131 |
1.1755 |
|
| R3 |
1.1996 |
1.1923 |
1.1698 |
|
| R2 |
1.1788 |
1.1788 |
1.1679 |
|
| R1 |
1.1715 |
1.1715 |
1.1660 |
1.1752 |
| PP |
1.1580 |
1.1580 |
1.1580 |
1.1599 |
| S1 |
1.1507 |
1.1507 |
1.1622 |
1.1544 |
| S2 |
1.1372 |
1.1372 |
1.1603 |
|
| S3 |
1.1164 |
1.1299 |
1.1584 |
|
| S4 |
1.0956 |
1.1091 |
1.1527 |
|
|
| 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 |
1.1654 |
1.1074 |
0.0580 |
5.0% |
0.0202 |
1.7% |
98% |
True |
False |
151,928 |
| 10 |
1.1654 |
1.1070 |
0.0584 |
5.0% |
0.0211 |
1.8% |
98% |
True |
False |
157,071 |
| 20 |
1.1654 |
1.0765 |
0.0889 |
7.6% |
0.0220 |
1.9% |
99% |
True |
False |
160,758 |
| 40 |
1.1759 |
1.0392 |
0.1367 |
11.7% |
0.0200 |
1.7% |
91% |
False |
False |
138,544 |
| 60 |
1.2307 |
1.0392 |
0.1915 |
16.5% |
0.0171 |
1.5% |
65% |
False |
False |
92,839 |
| 80 |
1.2327 |
1.0392 |
0.1935 |
16.6% |
0.0154 |
1.3% |
65% |
False |
False |
69,684 |
| 100 |
1.2625 |
1.0392 |
0.2233 |
19.2% |
0.0148 |
1.3% |
56% |
False |
False |
55,827 |
| 120 |
1.2691 |
1.0392 |
0.2299 |
19.7% |
0.0136 |
1.2% |
54% |
False |
False |
46,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2538 |
|
2.618 |
1.2199 |
|
1.618 |
1.1991 |
|
1.000 |
1.1862 |
|
0.618 |
1.1783 |
|
HIGH |
1.1654 |
|
0.618 |
1.1575 |
|
0.500 |
1.1550 |
|
0.382 |
1.1525 |
|
LOW |
1.1446 |
|
0.618 |
1.1317 |
|
1.000 |
1.1238 |
|
1.618 |
1.1109 |
|
2.618 |
1.0901 |
|
4.250 |
1.0562 |
|
|
| Fisher Pivots for day following 26-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1611 |
1.1582 |
| PP |
1.1580 |
1.1523 |
| S1 |
1.1550 |
1.1464 |
|