CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 22-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2022 |
22-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1894 |
1.1829 |
-0.0065 |
-0.5% |
1.1795 |
| High |
1.1904 |
1.1911 |
0.0007 |
0.1% |
1.2041 |
| Low |
1.1787 |
1.1826 |
0.0039 |
0.3% |
1.1720 |
| Close |
1.1824 |
1.1892 |
0.0068 |
0.6% |
1.1900 |
| Range |
0.0117 |
0.0085 |
-0.0032 |
-27.4% |
0.0321 |
| ATR |
0.0194 |
0.0187 |
-0.0008 |
-3.9% |
0.0000 |
| Volume |
62,367 |
58,531 |
-3,836 |
-6.2% |
549,173 |
|
| Daily Pivots for day following 22-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2131 |
1.2097 |
1.1939 |
|
| R3 |
1.2046 |
1.2012 |
1.1915 |
|
| R2 |
1.1961 |
1.1961 |
1.1908 |
|
| R1 |
1.1927 |
1.1927 |
1.1900 |
1.1944 |
| PP |
1.1876 |
1.1876 |
1.1876 |
1.1885 |
| S1 |
1.1842 |
1.1842 |
1.1884 |
1.1859 |
| S2 |
1.1791 |
1.1791 |
1.1876 |
|
| S3 |
1.1706 |
1.1757 |
1.1869 |
|
| S4 |
1.1621 |
1.1672 |
1.1845 |
|
|
| 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 |
1.1967 |
1.1772 |
0.0195 |
1.6% |
0.0120 |
1.0% |
62% |
False |
False |
82,413 |
| 10 |
1.2041 |
1.1344 |
0.0697 |
5.9% |
0.0183 |
1.5% |
79% |
False |
False |
108,647 |
| 20 |
1.2041 |
1.1156 |
0.0885 |
7.4% |
0.0183 |
1.5% |
83% |
False |
False |
119,488 |
| 40 |
1.2041 |
1.0539 |
0.1502 |
12.6% |
0.0206 |
1.7% |
90% |
False |
False |
143,352 |
| 60 |
1.2041 |
1.0392 |
0.1649 |
13.9% |
0.0193 |
1.6% |
91% |
False |
False |
129,647 |
| 80 |
1.2307 |
1.0392 |
0.1915 |
16.1% |
0.0172 |
1.4% |
78% |
False |
False |
97,558 |
| 100 |
1.2327 |
1.0392 |
0.1935 |
16.3% |
0.0160 |
1.3% |
78% |
False |
False |
78,093 |
| 120 |
1.2625 |
1.0392 |
0.2233 |
18.8% |
0.0153 |
1.3% |
67% |
False |
False |
65,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2272 |
|
2.618 |
1.2134 |
|
1.618 |
1.2049 |
|
1.000 |
1.1996 |
|
0.618 |
1.1964 |
|
HIGH |
1.1911 |
|
0.618 |
1.1879 |
|
0.500 |
1.1869 |
|
0.382 |
1.1858 |
|
LOW |
1.1826 |
|
0.618 |
1.1773 |
|
1.000 |
1.1741 |
|
1.618 |
1.1688 |
|
2.618 |
1.1603 |
|
4.250 |
1.1465 |
|
|
| Fisher Pivots for day following 22-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1884 |
1.1886 |
| PP |
1.1876 |
1.1880 |
| S1 |
1.1869 |
1.1874 |
|