CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 21-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2022 |
21-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1876 |
1.1894 |
0.0018 |
0.2% |
1.1795 |
| High |
1.1960 |
1.1904 |
-0.0056 |
-0.5% |
1.2041 |
| Low |
1.1866 |
1.1787 |
-0.0079 |
-0.7% |
1.1720 |
| Close |
1.1900 |
1.1824 |
-0.0076 |
-0.6% |
1.1900 |
| Range |
0.0094 |
0.0117 |
0.0023 |
24.5% |
0.0321 |
| ATR |
0.0200 |
0.0194 |
-0.0006 |
-3.0% |
0.0000 |
| Volume |
78,330 |
62,367 |
-15,963 |
-20.4% |
549,173 |
|
| Daily Pivots for day following 21-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2189 |
1.2124 |
1.1888 |
|
| R3 |
1.2072 |
1.2007 |
1.1856 |
|
| R2 |
1.1955 |
1.1955 |
1.1845 |
|
| R1 |
1.1890 |
1.1890 |
1.1835 |
1.1864 |
| PP |
1.1838 |
1.1838 |
1.1838 |
1.1826 |
| S1 |
1.1773 |
1.1773 |
1.1813 |
1.1747 |
| S2 |
1.1721 |
1.1721 |
1.1803 |
|
| S3 |
1.1604 |
1.1656 |
1.1792 |
|
| S4 |
1.1487 |
1.1539 |
1.1760 |
|
|
| Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2850 |
1.2696 |
1.2077 |
|
| R3 |
1.2529 |
1.2375 |
1.1988 |
|
| R2 |
1.2208 |
1.2208 |
1.1959 |
|
| R1 |
1.2054 |
1.2054 |
1.1929 |
1.2131 |
| PP |
1.1887 |
1.1887 |
1.1887 |
1.1926 |
| S1 |
1.1733 |
1.1733 |
1.1871 |
1.1810 |
| S2 |
1.1566 |
1.1566 |
1.1841 |
|
| S3 |
1.1245 |
1.1412 |
1.1812 |
|
| S4 |
1.0924 |
1.1091 |
1.1723 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2041 |
1.1752 |
0.0289 |
2.4% |
0.0161 |
1.4% |
25% |
False |
False |
101,301 |
| 10 |
1.2041 |
1.1344 |
0.0697 |
5.9% |
0.0192 |
1.6% |
69% |
False |
False |
113,111 |
| 20 |
1.2041 |
1.1156 |
0.0885 |
7.5% |
0.0190 |
1.6% |
75% |
False |
False |
123,309 |
| 40 |
1.2041 |
1.0539 |
0.1502 |
12.7% |
0.0208 |
1.8% |
86% |
False |
False |
147,335 |
| 60 |
1.2041 |
1.0392 |
0.1649 |
13.9% |
0.0193 |
1.6% |
87% |
False |
False |
128,702 |
| 80 |
1.2327 |
1.0392 |
0.1935 |
16.4% |
0.0173 |
1.5% |
74% |
False |
False |
96,830 |
| 100 |
1.2327 |
1.0392 |
0.1935 |
16.4% |
0.0161 |
1.4% |
74% |
False |
False |
77,511 |
| 120 |
1.2625 |
1.0392 |
0.2233 |
18.9% |
0.0152 |
1.3% |
64% |
False |
False |
64,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2401 |
|
2.618 |
1.2210 |
|
1.618 |
1.2093 |
|
1.000 |
1.2021 |
|
0.618 |
1.1976 |
|
HIGH |
1.1904 |
|
0.618 |
1.1859 |
|
0.500 |
1.1846 |
|
0.382 |
1.1832 |
|
LOW |
1.1787 |
|
0.618 |
1.1715 |
|
1.000 |
1.1670 |
|
1.618 |
1.1598 |
|
2.618 |
1.1481 |
|
4.250 |
1.1290 |
|
|
| Fisher Pivots for day following 21-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1846 |
1.1870 |
| PP |
1.1838 |
1.1854 |
| S1 |
1.1831 |
1.1839 |
|