CME British Pound Future June 2022

Trading Metrics calculated at close of trading on 28-Jan-2022

Day Change Summary
	Previous	Current
	27-Jan-2022	28-Jan-2022	Change	Change %	Previous Week
Open	1.3446	1.3388	-0.0058	-0.4%	1.3545
High	1.3446	1.3422	-0.0024	-0.2%	1.3545
Low	1.3359	1.3357	-0.0002	0.0%	1.3357
Close	1.3364	1.3376	0.0012	0.1%	1.3376
Range	0.0087	0.0065	-0.0022	-25.3%	0.0188
ATR	0.0071	0.0071	0.0000	-0.6%	0.0000
Volume	351	178	-173	-49.3%	1,256

Daily Pivots for day following 28-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.3580	1.3543	1.3412
R3	1.3515	1.3478	1.3394
R2	1.3450	1.3450	1.3388
R1	1.3413	1.3413	1.3382	1.3399
PP	1.3385	1.3385	1.3385	1.3378
S1	1.3348	1.3348	1.3370	1.3334
S2	1.3320	1.3320	1.3364
S3	1.3255	1.3283	1.3358
S4	1.3190	1.3218	1.3340

Weekly Pivots for week ending 28-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.3990	1.3871	1.3479
R3	1.3802	1.3683	1.3428
R2	1.3614	1.3614	1.3410
R1	1.3495	1.3495	1.3393	1.3461
PP	1.3426	1.3426	1.3426	1.3409
S1	1.3307	1.3307	1.3359	1.3273
S2	1.3238	1.3238	1.3342
S3	1.3050	1.3119	1.3324
S4	1.2862	1.2931	1.3273

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3545	1.3357	0.0188	1.4%	0.0084	0.6%	10%	False	True	251
10	1.3730	1.3357	0.0373	2.8%	0.0074	0.6%	5%	False	True	213
20	1.3737	1.3357	0.0380	2.8%	0.0067	0.5%	5%	False	True	186
40	1.3737	1.3166	0.0571	4.3%	0.0062	0.5%	37%	False	False	143

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0014
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.3698
2.618	1.3592
1.618	1.3527
1.000	1.3487
0.618	1.3462
HIGH	1.3422
0.618	1.3397
0.500	1.3390
0.382	1.3382
LOW	1.3357
0.618	1.3317
1.000	1.3292
1.618	1.3252
2.618	1.3187
4.250	1.3081

Fisher Pivots for day following 28-Jan-2022
Pivot	1 day	3 day
R1	1.3390	1.3435
PP	1.3385	1.3415
S1	1.3381	1.3396

Download as Excel Spreadsheet

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

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