CME British Pound Future June 2022

Trading Metrics calculated at close of trading on 07-Jan-2022

Day Change Summary
	Previous	Current
	06-Jan-2022	07-Jan-2022	Change	Change %	Previous Week
Open	1.3542	1.3534	-0.0008	-0.1%	1.3490
High	1.3542	1.3585	0.0043	0.3%	1.3585
Low	1.3486	1.3533	0.0047	0.3%	1.3430
Close	1.3513	1.3585	0.0072	0.5%	1.3585
Range	0.0056	0.0052	-0.0004	-7.1%	0.0155
ATR	0.0066	0.0066	0.0000	0.7%	0.0000
Volume	1,194	60	-1,134	-95.0%	1,451

Daily Pivots for day following 07-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.3724	1.3706	1.3614
R3	1.3672	1.3654	1.3599
R2	1.3620	1.3620	1.3595
R1	1.3602	1.3602	1.3590	1.3611
PP	1.3568	1.3568	1.3568	1.3572
S1	1.3550	1.3550	1.3580	1.3559
S2	1.3516	1.3516	1.3575
S3	1.3464	1.3498	1.3571
S4	1.3412	1.3446	1.3556

Weekly Pivots for week ending 07-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.3998	1.3947	1.3670
R3	1.3843	1.3792	1.3628
R2	1.3688	1.3688	1.3613
R1	1.3637	1.3637	1.3599	1.3663
PP	1.3533	1.3533	1.3533	1.3546
S1	1.3482	1.3482	1.3571	1.3508
S2	1.3378	1.3378	1.3557
S3	1.3223	1.3327	1.3542
S4	1.3068	1.3172	1.3500

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3585	1.3430	0.0155	1.1%	0.0068	0.5%	100%	True	False	290
10	1.3585	1.3388	0.0197	1.5%	0.0064	0.5%	100%	True	False	162
20	1.3585	1.3166	0.0419	3.1%	0.0069	0.5%	100%	True	False	141

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.3806
2.618	1.3721
1.618	1.3669
1.000	1.3637
0.618	1.3617
HIGH	1.3585
0.618	1.3565
0.500	1.3559
0.382	1.3553
LOW	1.3533
0.618	1.3501
1.000	1.3481
1.618	1.3449
2.618	1.3397
4.250	1.3312

Fisher Pivots for day following 07-Jan-2022
Pivot	1 day	3 day
R1	1.3576	1.3569
PP	1.3568	1.3552
S1	1.3559	1.3536

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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