CME British Pound Future June 2022

Trading Metrics calculated at close of trading on 27-Jan-2022

Day Change Summary
	Previous	Current
	26-Jan-2022	27-Jan-2022	Change	Change %	Previous Week
Open	1.3497	1.3446	-0.0051	-0.4%	1.3663
High	1.3513	1.3446	-0.0067	-0.5%	1.3672
Low	1.3438	1.3359	-0.0079	-0.6%	1.3544
Close	1.3455	1.3364	-0.0091	-0.7%	1.3545
Range	0.0075	0.0087	0.0012	16.0%	0.0128
ATR	0.0069	0.0071	0.0002	2.7%	0.0000
Volume	471	351	-120	-25.5%	746

Daily Pivots for day following 27-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.3651	1.3594	1.3412
R3	1.3564	1.3507	1.3388
R2	1.3477	1.3477	1.3380
R1	1.3420	1.3420	1.3372	1.3405
PP	1.3390	1.3390	1.3390	1.3382
S1	1.3333	1.3333	1.3356	1.3318
S2	1.3303	1.3303	1.3348
S3	1.3216	1.3246	1.3340
S4	1.3129	1.3159	1.3316

Weekly Pivots for week ending 21-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.3971	1.3886	1.3615
R3	1.3843	1.3758	1.3580
R2	1.3715	1.3715	1.3568
R1	1.3630	1.3630	1.3557	1.3609
PP	1.3587	1.3587	1.3587	1.3576
S1	1.3502	1.3502	1.3533	1.3481
S2	1.3459	1.3459	1.3522
S3	1.3331	1.3374	1.3510
S4	1.3203	1.3246	1.3475

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3576	1.3359	0.0217	1.6%	0.0077	0.6%	2%	False	True	224
10	1.3737	1.3359	0.0378	2.8%	0.0071	0.5%	1%	False	True	200
20	1.3737	1.3359	0.0378	2.8%	0.0067	0.5%	1%	False	True	178
40	1.3737	1.3166	0.0571	4.3%	0.0060	0.5%	35%	False	False	138

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3816
2.618	1.3674
1.618	1.3587
1.000	1.3533
0.618	1.3500
HIGH	1.3446
0.618	1.3413
0.500	1.3403
0.382	1.3392
LOW	1.3359
0.618	1.3305
1.000	1.3272
1.618	1.3218
2.618	1.3131
4.250	1.2989

Fisher Pivots for day following 27-Jan-2022
Pivot	1 day	3 day
R1	1.3403	1.3436
PP	1.3390	1.3412
S1	1.3377	1.3388

Download as Excel Spreadsheet

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

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