CME British Pound Future June 2022

Trading Metrics calculated at close of trading on 05-Jan-2022

Day Change Summary
	Previous	Current
	04-Jan-2022	05-Jan-2022	Change	Change %	Previous Week
Open	1.3455	1.3518	0.0063	0.5%	1.3390
High	1.3541	1.3579	0.0038	0.3%	1.3536
Low	1.3455	1.3510	0.0055	0.4%	1.3388
Close	1.3521	1.3548	0.0027	0.2%	1.3522
Range	0.0086	0.0069	-0.0017	-19.8%	0.0148
ATR	0.0066	0.0066	0.0000	0.3%	0.0000
Volume	94	45	-49	-52.1%	177

Daily Pivots for day following 05-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.3753	1.3719	1.3586
R3	1.3684	1.3650	1.3567
R2	1.3615	1.3615	1.3561
R1	1.3581	1.3581	1.3554	1.3598
PP	1.3546	1.3546	1.3546	1.3554
S1	1.3512	1.3512	1.3542	1.3529
S2	1.3477	1.3477	1.3535
S3	1.3408	1.3443	1.3529
S4	1.3339	1.3374	1.3510

Weekly Pivots for week ending 31-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.3926	1.3872	1.3603
R3	1.3778	1.3724	1.3563
R2	1.3630	1.3630	1.3549
R1	1.3576	1.3576	1.3536	1.3603
PP	1.3482	1.3482	1.3482	1.3496
S1	1.3428	1.3428	1.3508	1.3455
S2	1.3334	1.3334	1.3495
S3	1.3186	1.3280	1.3481
S4	1.3038	1.3132	1.3441

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3579	1.3430	0.0149	1.1%	0.0074	0.5%	79%	True	False	50
10	1.3579	1.3248	0.0331	2.4%	0.0072	0.5%	91%	True	False	42
20	1.3579	1.3166	0.0413	3.0%	0.0068	0.5%	92%	True	False	107

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3872
2.618	1.3760
1.618	1.3691
1.000	1.3648
0.618	1.3622
HIGH	1.3579
0.618	1.3553
0.500	1.3545
0.382	1.3536
LOW	1.3510
0.618	1.3467
1.000	1.3441
1.618	1.3398
2.618	1.3329
4.250	1.3217

Fisher Pivots for day following 05-Jan-2022
Pivot	1 day	3 day
R1	1.3547	1.3534
PP	1.3546	1.3519
S1	1.3545	1.3505

Download as Excel Spreadsheet

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

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