CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 17-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2022 |
17-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1872 |
1.1927 |
0.0055 |
0.5% |
1.1341 |
| High |
1.1952 |
1.1967 |
0.0015 |
0.1% |
1.1867 |
| Low |
1.1841 |
1.1772 |
-0.0069 |
-0.6% |
1.1304 |
| Close |
1.1922 |
1.1860 |
-0.0062 |
-0.5% |
1.1865 |
| Range |
0.0111 |
0.0195 |
0.0084 |
75.7% |
0.0563 |
| ATR |
0.0209 |
0.0208 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
112,266 |
100,572 |
-11,694 |
-10.4% |
658,139 |
|
| Daily Pivots for day following 17-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2451 |
1.2351 |
1.1967 |
|
| R3 |
1.2256 |
1.2156 |
1.1914 |
|
| R2 |
1.2061 |
1.2061 |
1.1896 |
|
| R1 |
1.1961 |
1.1961 |
1.1878 |
1.1914 |
| PP |
1.1866 |
1.1866 |
1.1866 |
1.1843 |
| S1 |
1.1766 |
1.1766 |
1.1842 |
1.1719 |
| S2 |
1.1671 |
1.1671 |
1.1824 |
|
| S3 |
1.1476 |
1.1571 |
1.1806 |
|
| S4 |
1.1281 |
1.1376 |
1.1753 |
|
|
| 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 |
1.1659 |
0.0382 |
3.2% |
0.0185 |
1.6% |
53% |
False |
False |
119,461 |
| 10 |
1.2041 |
1.1156 |
0.0885 |
7.5% |
0.0220 |
1.9% |
80% |
False |
False |
129,084 |
| 20 |
1.2041 |
1.1074 |
0.0967 |
8.2% |
0.0200 |
1.7% |
81% |
False |
False |
133,156 |
| 40 |
1.2041 |
1.0392 |
0.1649 |
13.9% |
0.0228 |
1.9% |
89% |
False |
False |
160,271 |
| 60 |
1.2041 |
1.0392 |
0.1649 |
13.9% |
0.0193 |
1.6% |
89% |
False |
False |
126,493 |
| 80 |
1.2327 |
1.0392 |
0.1935 |
16.3% |
0.0173 |
1.5% |
76% |
False |
False |
95,074 |
| 100 |
1.2327 |
1.0392 |
0.1935 |
16.3% |
0.0160 |
1.3% |
76% |
False |
False |
76,105 |
| 120 |
1.2683 |
1.0392 |
0.2291 |
19.3% |
0.0152 |
1.3% |
64% |
False |
False |
63,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2796 |
|
2.618 |
1.2478 |
|
1.618 |
1.2283 |
|
1.000 |
1.2162 |
|
0.618 |
1.2088 |
|
HIGH |
1.1967 |
|
0.618 |
1.1893 |
|
0.500 |
1.1870 |
|
0.382 |
1.1846 |
|
LOW |
1.1772 |
|
0.618 |
1.1651 |
|
1.000 |
1.1577 |
|
1.618 |
1.1456 |
|
2.618 |
1.1261 |
|
4.250 |
1.0943 |
|
|
| Fisher Pivots for day following 17-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1870 |
1.1897 |
| PP |
1.1866 |
1.1884 |
| S1 |
1.1863 |
1.1872 |
|