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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0032
Widest range in 4 trading days
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

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

View Archives - Comment on this page... - Back to Index of Symbols