CME British Pound Future June 2022

Trading Metrics calculated at close of trading on 13-Jan-2022

Day Change Summary
	Previous	Current
	12-Jan-2022	13-Jan-2022	Change	Change %	Previous Week
Open	1.3618	1.3700	0.0082	0.6%	1.3490
High	1.3701	1.3737	0.0036	0.3%	1.3585
Low	1.3614	1.3700	0.0086	0.6%	1.3430
Close	1.3701	1.3709	0.0008	0.1%	1.3585
Range	0.0087	0.0037	-0.0050	-57.5%	0.0155
ATR	0.0065	0.0063	-0.0002	-3.1%	0.0000
Volume	38	54	16	42.1%	1,451

Daily Pivots for day following 13-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.3826	1.3805	1.3729
R3	1.3789	1.3768	1.3719
R2	1.3752	1.3752	1.3716
R1	1.3731	1.3731	1.3712	1.3742
PP	1.3715	1.3715	1.3715	1.3721
S1	1.3694	1.3694	1.3706	1.3705
S2	1.3678	1.3678	1.3702
S3	1.3641	1.3657	1.3699
S4	1.3604	1.3620	1.3689

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	1.3737	1.3533	0.0204	1.5%	0.0048	0.4%	86%	True	False	35
10	1.3737	1.3430	0.0307	2.2%	0.0061	0.4%	91%	True	False	159
20	1.3737	1.3166	0.0571	4.2%	0.0067	0.5%	95%	True	False	104
40	1.3737	1.3166	0.0571	4.2%	0.0053	0.4%	95%	True	False	91

Crabel Price Patterns
NR	True
NR4	False
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	0.0007
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3894
2.618	1.3834
1.618	1.3797
1.000	1.3774
0.618	1.3760
HIGH	1.3737
0.618	1.3723
0.500	1.3719
0.382	1.3714
LOW	1.3700
0.618	1.3677
1.000	1.3663
1.618	1.3640
2.618	1.3603
4.250	1.3543

Fisher Pivots for day following 13-Jan-2022
Pivot	1 day	3 day
R1	1.3719	1.3690
PP	1.3715	1.3670
S1	1.3712	1.3651

Download as Excel Spreadsheet

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

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