CME British Pound Future June 2022

Trading Metrics calculated at close of trading on 12-Jan-2022

Day Change Summary
	Previous	Current
	11-Jan-2022	12-Jan-2022	Change	Change %	Previous Week
Open	1.3570	1.3618	0.0048	0.4%	1.3490
High	1.3618	1.3701	0.0083	0.6%	1.3585
Low	1.3564	1.3614	0.0050	0.4%	1.3430
Close	1.3618	1.3701	0.0083	0.6%	1.3585
Range	0.0054	0.0087	0.0033	61.1%	0.0155
ATR	0.0064	0.0065	0.0002	2.6%	0.0000
Volume	15	38	23	153.3%	1,451

Daily Pivots for day following 12-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.3933	1.3904	1.3749
R3	1.3846	1.3817	1.3725
R2	1.3759	1.3759	1.3717
R1	1.3730	1.3730	1.3709	1.3745
PP	1.3672	1.3672	1.3672	1.3679
S1	1.3643	1.3643	1.3693	1.3658
S2	1.3585	1.3585	1.3685
S3	1.3498	1.3556	1.3677
S4	1.3411	1.3469	1.3653

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	1.3701	1.3486	0.0215	1.6%	0.0052	0.4%	100%	True	False	263
10	1.3701	1.3430	0.0271	2.0%	0.0063	0.5%	100%	True	False	156
20	1.3701	1.3166	0.0535	3.9%	0.0070	0.5%	100%	True	False	112
40	1.3701	1.3166	0.0535	3.9%	0.0053	0.4%	100%	True	False	89

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1.4071
2.618	1.3929
1.618	1.3842
1.000	1.3788
0.618	1.3755
HIGH	1.3701
0.618	1.3668
0.500	1.3658
0.382	1.3647
LOW	1.3614
0.618	1.3560
1.000	1.3527
1.618	1.3473
2.618	1.3386
4.250	1.3244

Fisher Pivots for day following 12-Jan-2022
Pivot	1 day	3 day
R1	1.3687	1.3676
PP	1.3672	1.3652
S1	1.3658	1.3627

Download as Excel Spreadsheet

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

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