CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 15-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2022 |
15-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1795 |
1.1764 |
-0.0031 |
-0.3% |
1.1341 |
| High |
1.1840 |
1.2041 |
0.0201 |
1.7% |
1.1867 |
| Low |
1.1720 |
1.1752 |
0.0032 |
0.3% |
1.1304 |
| Close |
1.1791 |
1.1885 |
0.0094 |
0.8% |
1.1865 |
| Range |
0.0120 |
0.0289 |
0.0169 |
140.8% |
0.0563 |
| ATR |
0.0211 |
0.0217 |
0.0006 |
2.6% |
0.0000 |
| Volume |
105,032 |
152,973 |
47,941 |
45.6% |
658,139 |
|
| Daily Pivots for day following 15-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2760 |
1.2611 |
1.2044 |
|
| R3 |
1.2471 |
1.2322 |
1.1964 |
|
| R2 |
1.2182 |
1.2182 |
1.1938 |
|
| R1 |
1.2033 |
1.2033 |
1.1911 |
1.2108 |
| PP |
1.1893 |
1.1893 |
1.1893 |
1.1930 |
| S1 |
1.1744 |
1.1744 |
1.1859 |
1.1819 |
| S2 |
1.1604 |
1.1604 |
1.1832 |
|
| S3 |
1.1315 |
1.1455 |
1.1806 |
|
| S4 |
1.1026 |
1.1166 |
1.1726 |
|
|
| 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 |
1.2041 |
1.1344 |
0.0697 |
5.9% |
0.0246 |
2.1% |
78% |
True |
False |
134,882 |
| 10 |
1.2041 |
1.1156 |
0.0885 |
7.4% |
0.0234 |
2.0% |
82% |
True |
False |
136,064 |
| 20 |
1.2041 |
1.1074 |
0.0967 |
8.1% |
0.0201 |
1.7% |
84% |
True |
False |
134,425 |
| 40 |
1.2041 |
1.0392 |
0.1649 |
13.9% |
0.0228 |
1.9% |
91% |
True |
False |
163,561 |
| 60 |
1.2041 |
1.0392 |
0.1649 |
13.9% |
0.0192 |
1.6% |
91% |
True |
False |
122,987 |
| 80 |
1.2327 |
1.0392 |
0.1935 |
16.3% |
0.0172 |
1.5% |
77% |
False |
False |
92,426 |
| 100 |
1.2373 |
1.0392 |
0.1981 |
16.7% |
0.0158 |
1.3% |
75% |
False |
False |
73,978 |
| 120 |
1.2691 |
1.0392 |
0.2299 |
19.3% |
0.0150 |
1.3% |
65% |
False |
False |
61,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3269 |
|
2.618 |
1.2798 |
|
1.618 |
1.2509 |
|
1.000 |
1.2330 |
|
0.618 |
1.2220 |
|
HIGH |
1.2041 |
|
0.618 |
1.1931 |
|
0.500 |
1.1897 |
|
0.382 |
1.1862 |
|
LOW |
1.1752 |
|
0.618 |
1.1573 |
|
1.000 |
1.1463 |
|
1.618 |
1.1284 |
|
2.618 |
1.0995 |
|
4.250 |
1.0524 |
|
|
| Fisher Pivots for day following 15-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1897 |
1.1873 |
| PP |
1.1893 |
1.1862 |
| S1 |
1.1889 |
1.1850 |
|