CME British Pound Future December 2022
| Trading Metrics calculated at close of trading on 23-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2022 |
23-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1829 |
1.1892 |
0.0063 |
0.5% |
1.1795 |
| High |
1.1911 |
1.2089 |
0.0178 |
1.5% |
1.2041 |
| Low |
1.1826 |
1.1881 |
0.0055 |
0.5% |
1.1720 |
| Close |
1.1892 |
1.2074 |
0.0182 |
1.5% |
1.1900 |
| Range |
0.0085 |
0.0208 |
0.0123 |
144.7% |
0.0321 |
| ATR |
0.0187 |
0.0188 |
0.0002 |
0.8% |
0.0000 |
| Volume |
58,531 |
95,978 |
37,447 |
64.0% |
549,173 |
|
| Daily Pivots for day following 23-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2639 |
1.2564 |
1.2188 |
|
| R3 |
1.2431 |
1.2356 |
1.2131 |
|
| R2 |
1.2223 |
1.2223 |
1.2112 |
|
| R1 |
1.2148 |
1.2148 |
1.2093 |
1.2186 |
| PP |
1.2015 |
1.2015 |
1.2015 |
1.2033 |
| S1 |
1.1940 |
1.1940 |
1.2055 |
1.1978 |
| S2 |
1.1807 |
1.1807 |
1.2036 |
|
| S3 |
1.1599 |
1.1732 |
1.2017 |
|
| S4 |
1.1391 |
1.1524 |
1.1960 |
|
|
| 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 |
1.2089 |
1.1772 |
0.0317 |
2.6% |
0.0140 |
1.2% |
95% |
True |
False |
79,155 |
| 10 |
1.2089 |
1.1364 |
0.0725 |
6.0% |
0.0181 |
1.5% |
98% |
True |
False |
107,046 |
| 20 |
1.2089 |
1.1156 |
0.0933 |
7.7% |
0.0183 |
1.5% |
98% |
True |
False |
116,511 |
| 40 |
1.2089 |
1.0765 |
0.1324 |
11.0% |
0.0201 |
1.7% |
99% |
True |
False |
138,635 |
| 60 |
1.2089 |
1.0392 |
0.1697 |
14.1% |
0.0194 |
1.6% |
99% |
True |
False |
131,199 |
| 80 |
1.2307 |
1.0392 |
0.1915 |
15.9% |
0.0174 |
1.4% |
88% |
False |
False |
98,757 |
| 100 |
1.2327 |
1.0392 |
0.1935 |
16.0% |
0.0159 |
1.3% |
87% |
False |
False |
79,049 |
| 120 |
1.2625 |
1.0392 |
0.2233 |
18.5% |
0.0154 |
1.3% |
75% |
False |
False |
65,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2973 |
|
2.618 |
1.2634 |
|
1.618 |
1.2426 |
|
1.000 |
1.2297 |
|
0.618 |
1.2218 |
|
HIGH |
1.2089 |
|
0.618 |
1.2010 |
|
0.500 |
1.1985 |
|
0.382 |
1.1960 |
|
LOW |
1.1881 |
|
0.618 |
1.1752 |
|
1.000 |
1.1673 |
|
1.618 |
1.1544 |
|
2.618 |
1.1336 |
|
4.250 |
1.0997 |
|
|
| Fisher Pivots for day following 23-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2044 |
1.2029 |
| PP |
1.2015 |
1.1983 |
| S1 |
1.1985 |
1.1938 |
|