CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 02-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2022 |
02-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1483 |
1.1501 |
0.0018 |
0.2% |
1.1403 |
| High |
1.1581 |
1.1583 |
0.0002 |
0.0% |
1.1661 |
| Low |
1.1452 |
1.1402 |
-0.0050 |
-0.4% |
1.1273 |
| Close |
1.1499 |
1.1489 |
-0.0010 |
-0.1% |
1.1627 |
| Range |
0.0129 |
0.0181 |
0.0052 |
40.3% |
0.0388 |
| ATR |
0.0188 |
0.0187 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
109,162 |
106,446 |
-2,716 |
-2.5% |
684,511 |
|
| Daily Pivots for day following 02-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2034 |
1.1943 |
1.1589 |
|
| R3 |
1.1853 |
1.1762 |
1.1539 |
|
| R2 |
1.1672 |
1.1672 |
1.1522 |
|
| R1 |
1.1581 |
1.1581 |
1.1506 |
1.1536 |
| PP |
1.1491 |
1.1491 |
1.1491 |
1.1469 |
| S1 |
1.1400 |
1.1400 |
1.1472 |
1.1355 |
| S2 |
1.1310 |
1.1310 |
1.1456 |
|
| S3 |
1.1129 |
1.1219 |
1.1439 |
|
| S4 |
1.0948 |
1.1038 |
1.1389 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2684 |
1.2544 |
1.1840 |
|
| R3 |
1.2296 |
1.2156 |
1.1734 |
|
| R2 |
1.1908 |
1.1908 |
1.1698 |
|
| R1 |
1.1768 |
1.1768 |
1.1663 |
1.1838 |
| PP |
1.1520 |
1.1520 |
1.1520 |
1.1556 |
| S1 |
1.1380 |
1.1380 |
1.1591 |
1.1450 |
| S2 |
1.1132 |
1.1132 |
1.1556 |
|
| S3 |
1.0744 |
1.0992 |
1.1520 |
|
| S4 |
1.0356 |
1.0604 |
1.1414 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1661 |
1.1402 |
0.0259 |
2.3% |
0.0136 |
1.2% |
34% |
False |
True |
113,598 |
| 10 |
1.1661 |
1.1074 |
0.0587 |
5.1% |
0.0169 |
1.5% |
71% |
False |
False |
132,763 |
| 20 |
1.1661 |
1.0937 |
0.0724 |
6.3% |
0.0188 |
1.6% |
76% |
False |
False |
142,686 |
| 40 |
1.1759 |
1.0392 |
0.1367 |
11.9% |
0.0202 |
1.8% |
80% |
False |
False |
151,406 |
| 60 |
1.2307 |
1.0392 |
0.1915 |
16.7% |
0.0174 |
1.5% |
57% |
False |
False |
102,219 |
| 80 |
1.2327 |
1.0392 |
0.1935 |
16.8% |
0.0156 |
1.4% |
57% |
False |
False |
76,777 |
| 100 |
1.2436 |
1.0392 |
0.2044 |
17.8% |
0.0150 |
1.3% |
54% |
False |
False |
61,495 |
| 120 |
1.2691 |
1.0392 |
0.2299 |
20.0% |
0.0139 |
1.2% |
48% |
False |
False |
51,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2352 |
|
2.618 |
1.2057 |
|
1.618 |
1.1876 |
|
1.000 |
1.1764 |
|
0.618 |
1.1695 |
|
HIGH |
1.1583 |
|
0.618 |
1.1514 |
|
0.500 |
1.1493 |
|
0.382 |
1.1471 |
|
LOW |
1.1402 |
|
0.618 |
1.1290 |
|
1.000 |
1.1221 |
|
1.618 |
1.1109 |
|
2.618 |
1.0928 |
|
4.250 |
1.0633 |
|
|
| Fisher Pivots for day following 02-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1493 |
1.1516 |
| PP |
1.1491 |
1.1507 |
| S1 |
1.1490 |
1.1498 |
|