CME British Pound Future June 2022

Trading Metrics calculated at close of trading on 19-Jan-2022

Day Change Summary
	Previous	Current
	18-Jan-2022	19-Jan-2022	Change	Change %	Previous Week
Open	1.3663	1.3586	-0.0077	-0.6%	1.3564
High	1.3672	1.3636	-0.0036	-0.3%	1.3737
Low	1.3570	1.3582	0.0012	0.1%	1.3553
Close	1.3588	1.3615	0.0027	0.2%	1.3666
Range	0.0102	0.0054	-0.0048	-47.1%	0.0184
ATR	0.0067	0.0066	-0.0001	-1.4%	0.0000
Volume	378	247	-131	-34.7%	246

Daily Pivots for day following 19-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.3773	1.3748	1.3645
R3	1.3719	1.3694	1.3630
R2	1.3665	1.3665	1.3625
R1	1.3640	1.3640	1.3620	1.3653
PP	1.3611	1.3611	1.3611	1.3617
S1	1.3586	1.3586	1.3610	1.3599
S2	1.3557	1.3557	1.3605
S3	1.3503	1.3532	1.3600
S4	1.3449	1.3478	1.3585

Weekly Pivots for week ending 14-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.4204	1.4119	1.3767
R3	1.4020	1.3935	1.3717
R2	1.3836	1.3836	1.3700
R1	1.3751	1.3751	1.3683	1.3794
PP	1.3652	1.3652	1.3652	1.3673
S1	1.3567	1.3567	1.3649	1.3610
S2	1.3468	1.3468	1.3632
S3	1.3284	1.3383	1.3615
S4	1.3100	1.3199	1.3565

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3737	1.3570	0.0167	1.2%	0.0072	0.5%	27%	False	False	169
10	1.3737	1.3486	0.0251	1.8%	0.0060	0.4%	51%	False	False	217
20	1.3737	1.3187	0.0550	4.0%	0.0066	0.5%	78%	False	False	131
40	1.3737	1.3166	0.0571	4.2%	0.0055	0.4%	79%	False	False	109

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3866
2.618	1.3777
1.618	1.3723
1.000	1.3690
0.618	1.3669
HIGH	1.3636
0.618	1.3615
0.500	1.3609
0.382	1.3603
LOW	1.3582
0.618	1.3549
1.000	1.3528
1.618	1.3495
2.618	1.3441
4.250	1.3353

Fisher Pivots for day following 19-Jan-2022
Pivot	1 day	3 day
R1	1.3613	1.3650
PP	1.3611	1.3638
S1	1.3609	1.3627

Download as Excel Spreadsheet

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

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