CME British Pound Future June 2022


Trading Metrics calculated at close of trading on 18-May-2022
Day Change Summary
Previous Current
17-May-2022 18-May-2022 Change Change % Previous Week
Open 1.2323 1.2493 0.0170 1.4% 1.2344
High 1.2499 1.2503 0.0004 0.0% 1.2406
Low 1.2318 1.2329 0.0011 0.1% 1.2156
Close 1.2481 1.2345 -0.0136 -1.1% 1.2242
Range 0.0181 0.0174 -0.0007 -3.9% 0.0250
ATR 0.0130 0.0133 0.0003 2.5% 0.0000
Volume 118,643 93,277 -25,366 -21.4% 559,375
Daily Pivots for day following 18-May-2022
Classic Woodie Camarilla DeMark
R4 1.2914 1.2804 1.2441
R3 1.2740 1.2630 1.2393
R2 1.2566 1.2566 1.2377
R1 1.2456 1.2456 1.2361 1.2424
PP 1.2392 1.2392 1.2392 1.2377
S1 1.2282 1.2282 1.2329 1.2250
S2 1.2218 1.2218 1.2313
S3 1.2044 1.2108 1.2297
S4 1.1870 1.1934 1.2249
Weekly Pivots for week ending 13-May-2022
Classic Woodie Camarilla DeMark
R4 1.3018 1.2880 1.2380
R3 1.2768 1.2630 1.2311
R2 1.2518 1.2518 1.2288
R1 1.2380 1.2380 1.2265 1.2324
PP 1.2268 1.2268 1.2268 1.2240
S1 1.2130 1.2130 1.2219 1.2074
S2 1.2018 1.2018 1.2196
S3 1.1768 1.1880 1.2173
S4 1.1518 1.1630 1.2105
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2503 1.2156 0.0347 2.8% 0.0133 1.1% 54% True False 98,927
10 1.2635 1.2156 0.0479 3.9% 0.0147 1.2% 39% False False 114,160
20 1.3088 1.2156 0.0932 7.5% 0.0146 1.2% 20% False False 115,097
40 1.3294 1.2156 0.1138 9.2% 0.0114 0.9% 17% False False 103,552
60 1.3608 1.2156 0.1452 11.8% 0.0114 0.9% 13% False False 87,063
80 1.3630 1.2156 0.1474 11.9% 0.0103 0.8% 13% False False 65,475
100 1.3737 1.2156 0.1581 12.8% 0.0095 0.8% 12% False False 52,407
120 1.3737 1.2156 0.1581 12.8% 0.0087 0.7% 12% False False 43,688
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3243
2.618 1.2959
1.618 1.2785
1.000 1.2677
0.618 1.2611
HIGH 1.2503
0.618 1.2437
0.500 1.2416
0.382 1.2395
LOW 1.2329
0.618 1.2221
1.000 1.2155
1.618 1.2047
2.618 1.1873
4.250 1.1590
Fisher Pivots for day following 18-May-2022
Pivot 1 day 3 day
R1 1.2416 1.2360
PP 1.2392 1.2355
S1 1.2369 1.2350

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

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