CME British Pound Future June 2022

Trading Metrics calculated at close of trading on 06-Jan-2022

Day Change Summary
	Previous	Current
	05-Jan-2022	06-Jan-2022	Change	Change %	Previous Week
Open	1.3518	1.3542	0.0024	0.2%	1.3390
High	1.3579	1.3542	-0.0037	-0.3%	1.3536
Low	1.3510	1.3486	-0.0024	-0.2%	1.3388
Close	1.3548	1.3513	-0.0035	-0.3%	1.3522
Range	0.0069	0.0056	-0.0013	-18.8%	0.0148
ATR	0.0066	0.0066	0.0000	-0.5%	0.0000
Volume	45	1,194	1,149	2,553.3%	177

Daily Pivots for day following 06-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.3682	1.3653	1.3544
R3	1.3626	1.3597	1.3528
R2	1.3570	1.3570	1.3523
R1	1.3541	1.3541	1.3518	1.3528
PP	1.3514	1.3514	1.3514	1.3507
S1	1.3485	1.3485	1.3508	1.3472
S2	1.3458	1.3458	1.3503
S3	1.3402	1.3429	1.3498
S4	1.3346	1.3373	1.3482

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%	56%	False	False	284
10	1.3579	1.3334	0.0245	1.8%	0.0068	0.5%	73%	False	False	159
20	1.3579	1.3166	0.0413	3.1%	0.0069	0.5%	84%	False	False	139

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 7 trading days

Fibonacci Retracements and Extensions
4.250	1.3780
2.618	1.3689
1.618	1.3633
1.000	1.3598
0.618	1.3577
HIGH	1.3542
0.618	1.3521
0.500	1.3514
0.382	1.3507
LOW	1.3486
0.618	1.3451
1.000	1.3430
1.618	1.3395
2.618	1.3339
4.250	1.3248

Fisher Pivots for day following 06-Jan-2022
Pivot	1 day	3 day
R1	1.3514	1.3517
PP	1.3514	1.3516
S1	1.3513	1.3514

Download as Excel Spreadsheet

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

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