CME British Pound Future June 2022
| Trading Metrics calculated at close of trading on 11-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2022 |
11-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2327 |
1.2314 |
-0.0013 |
-0.1% |
1.2577 |
| High |
1.2375 |
1.2400 |
0.0025 |
0.2% |
1.2638 |
| Low |
1.2291 |
1.2236 |
-0.0055 |
-0.4% |
1.2276 |
| Close |
1.2313 |
1.2269 |
-0.0044 |
-0.4% |
1.2331 |
| Range |
0.0084 |
0.0164 |
0.0080 |
95.2% |
0.0362 |
| ATR |
0.0127 |
0.0130 |
0.0003 |
2.1% |
0.0000 |
| Volume |
99,974 |
143,014 |
43,040 |
43.1% |
560,796 |
|
| Daily Pivots for day following 11-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2794 |
1.2695 |
1.2359 |
|
| R3 |
1.2630 |
1.2531 |
1.2314 |
|
| R2 |
1.2466 |
1.2466 |
1.2299 |
|
| R1 |
1.2367 |
1.2367 |
1.2284 |
1.2335 |
| PP |
1.2302 |
1.2302 |
1.2302 |
1.2285 |
| S1 |
1.2203 |
1.2203 |
1.2254 |
1.2171 |
| S2 |
1.2138 |
1.2138 |
1.2239 |
|
| S3 |
1.1974 |
1.2039 |
1.2224 |
|
| S4 |
1.1810 |
1.1875 |
1.2179 |
|
|
| Weekly Pivots for week ending 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3501 |
1.3278 |
1.2530 |
|
| R3 |
1.3139 |
1.2916 |
1.2431 |
|
| R2 |
1.2777 |
1.2777 |
1.2397 |
|
| R1 |
1.2554 |
1.2554 |
1.2364 |
1.2485 |
| PP |
1.2415 |
1.2415 |
1.2415 |
1.2380 |
| S1 |
1.2192 |
1.2192 |
1.2298 |
1.2123 |
| S2 |
1.2053 |
1.2053 |
1.2265 |
|
| S3 |
1.1691 |
1.1830 |
1.2231 |
|
| S4 |
1.1329 |
1.1468 |
1.2132 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2635 |
1.2236 |
0.0399 |
3.3% |
0.0161 |
1.3% |
8% |
False |
True |
129,394 |
| 10 |
1.2638 |
1.2236 |
0.0402 |
3.3% |
0.0154 |
1.3% |
8% |
False |
True |
116,828 |
| 20 |
1.3145 |
1.2236 |
0.0909 |
7.4% |
0.0136 |
1.1% |
4% |
False |
True |
111,673 |
| 40 |
1.3294 |
1.2236 |
0.1058 |
8.6% |
0.0112 |
0.9% |
3% |
False |
True |
103,099 |
| 60 |
1.3630 |
1.2236 |
0.1394 |
11.4% |
0.0108 |
0.9% |
2% |
False |
True |
78,895 |
| 80 |
1.3672 |
1.2236 |
0.1436 |
11.7% |
0.0099 |
0.8% |
2% |
False |
True |
59,302 |
| 100 |
1.3737 |
1.2236 |
0.1501 |
12.2% |
0.0093 |
0.8% |
2% |
False |
True |
47,463 |
| 120 |
1.3737 |
1.2236 |
0.1501 |
12.2% |
0.0084 |
0.7% |
2% |
False |
True |
39,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3097 |
|
2.618 |
1.2829 |
|
1.618 |
1.2665 |
|
1.000 |
1.2564 |
|
0.618 |
1.2501 |
|
HIGH |
1.2400 |
|
0.618 |
1.2337 |
|
0.500 |
1.2318 |
|
0.382 |
1.2299 |
|
LOW |
1.2236 |
|
0.618 |
1.2135 |
|
1.000 |
1.2072 |
|
1.618 |
1.1971 |
|
2.618 |
1.1807 |
|
4.250 |
1.1539 |
|
|
| Fisher Pivots for day following 11-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2318 |
1.2321 |
| PP |
1.2302 |
1.2304 |
| S1 |
1.2285 |
1.2286 |
|