CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 14-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2022 |
14-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1715 |
1.1795 |
0.0080 |
0.7% |
1.1341 |
| High |
1.1867 |
1.1840 |
-0.0027 |
-0.2% |
1.1867 |
| Low |
1.1659 |
1.1720 |
0.0061 |
0.5% |
1.1304 |
| Close |
1.1865 |
1.1791 |
-0.0074 |
-0.6% |
1.1865 |
| Range |
0.0208 |
0.0120 |
-0.0088 |
-42.3% |
0.0563 |
| ATR |
0.0216 |
0.0211 |
-0.0005 |
-2.4% |
0.0000 |
| Volume |
126,464 |
105,032 |
-21,432 |
-16.9% |
658,139 |
|
| Daily Pivots for day following 14-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2144 |
1.2087 |
1.1857 |
|
| R3 |
1.2024 |
1.1967 |
1.1824 |
|
| R2 |
1.1904 |
1.1904 |
1.1813 |
|
| R1 |
1.1847 |
1.1847 |
1.1802 |
1.1816 |
| PP |
1.1784 |
1.1784 |
1.1784 |
1.1768 |
| S1 |
1.1727 |
1.1727 |
1.1780 |
1.1696 |
| S2 |
1.1664 |
1.1664 |
1.1769 |
|
| S3 |
1.1544 |
1.1607 |
1.1758 |
|
| S4 |
1.1424 |
1.1487 |
1.1725 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3368 |
1.3179 |
1.2175 |
|
| R3 |
1.2805 |
1.2616 |
1.2020 |
|
| R2 |
1.2242 |
1.2242 |
1.1968 |
|
| R1 |
1.2053 |
1.2053 |
1.1917 |
1.2148 |
| PP |
1.1679 |
1.1679 |
1.1679 |
1.1726 |
| S1 |
1.1490 |
1.1490 |
1.1813 |
1.1585 |
| S2 |
1.1116 |
1.1116 |
1.1762 |
|
| S3 |
1.0553 |
1.0927 |
1.1710 |
|
| S4 |
0.9990 |
1.0364 |
1.1555 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1867 |
1.1344 |
0.0523 |
4.4% |
0.0222 |
1.9% |
85% |
False |
False |
124,920 |
| 10 |
1.1867 |
1.1156 |
0.0711 |
6.0% |
0.0218 |
1.9% |
89% |
False |
False |
131,683 |
| 20 |
1.1867 |
1.1074 |
0.0793 |
6.7% |
0.0195 |
1.7% |
90% |
False |
False |
132,503 |
| 40 |
1.1867 |
1.0392 |
0.1475 |
12.5% |
0.0223 |
1.9% |
95% |
False |
False |
162,421 |
| 60 |
1.1923 |
1.0392 |
0.1531 |
13.0% |
0.0189 |
1.6% |
91% |
False |
False |
120,456 |
| 80 |
1.2327 |
1.0392 |
0.1935 |
16.4% |
0.0170 |
1.4% |
72% |
False |
False |
90,516 |
| 100 |
1.2373 |
1.0392 |
0.1981 |
16.8% |
0.0156 |
1.3% |
71% |
False |
False |
72,458 |
| 120 |
1.2691 |
1.0392 |
0.2299 |
19.5% |
0.0149 |
1.3% |
61% |
False |
False |
60,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2350 |
|
2.618 |
1.2154 |
|
1.618 |
1.2034 |
|
1.000 |
1.1960 |
|
0.618 |
1.1914 |
|
HIGH |
1.1840 |
|
0.618 |
1.1794 |
|
0.500 |
1.1780 |
|
0.382 |
1.1766 |
|
LOW |
1.1720 |
|
0.618 |
1.1646 |
|
1.000 |
1.1600 |
|
1.618 |
1.1526 |
|
2.618 |
1.1406 |
|
4.250 |
1.1210 |
|
|
| Fisher Pivots for day following 14-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1787 |
1.1733 |
| PP |
1.1784 |
1.1674 |
| S1 |
1.1780 |
1.1616 |
|