CME British Pound Future June 2022
| Trading Metrics calculated at close of trading on 23-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2022 |
23-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2475 |
1.2487 |
0.0012 |
0.1% |
1.2251 |
| High |
1.2501 |
1.2601 |
0.0100 |
0.8% |
1.2524 |
| Low |
1.2437 |
1.2487 |
0.0050 |
0.4% |
1.2217 |
| Close |
1.2471 |
1.2579 |
0.0108 |
0.9% |
1.2471 |
| Range |
0.0064 |
0.0114 |
0.0050 |
78.1% |
0.0307 |
| ATR |
0.0131 |
0.0131 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
77,865 |
79,389 |
1,524 |
2.0% |
468,685 |
|
| Daily Pivots for day following 23-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2898 |
1.2852 |
1.2642 |
|
| R3 |
1.2784 |
1.2738 |
1.2610 |
|
| R2 |
1.2670 |
1.2670 |
1.2600 |
|
| R1 |
1.2624 |
1.2624 |
1.2589 |
1.2647 |
| PP |
1.2556 |
1.2556 |
1.2556 |
1.2567 |
| S1 |
1.2510 |
1.2510 |
1.2569 |
1.2533 |
| S2 |
1.2442 |
1.2442 |
1.2558 |
|
| S3 |
1.2328 |
1.2396 |
1.2548 |
|
| S4 |
1.2214 |
1.2282 |
1.2516 |
|
|
| Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3325 |
1.3205 |
1.2640 |
|
| R3 |
1.3018 |
1.2898 |
1.2555 |
|
| R2 |
1.2711 |
1.2711 |
1.2527 |
|
| R1 |
1.2591 |
1.2591 |
1.2499 |
1.2651 |
| PP |
1.2404 |
1.2404 |
1.2404 |
1.2434 |
| S1 |
1.2284 |
1.2284 |
1.2443 |
1.2344 |
| S2 |
1.2097 |
1.2097 |
1.2415 |
|
| S3 |
1.1790 |
1.1977 |
1.2387 |
|
| S4 |
1.1483 |
1.1670 |
1.2302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2601 |
1.2318 |
0.0283 |
2.2% |
0.0144 |
1.1% |
92% |
True |
False |
94,932 |
| 10 |
1.2601 |
1.2156 |
0.0445 |
3.5% |
0.0128 |
1.0% |
95% |
True |
False |
100,036 |
| 20 |
1.2771 |
1.2156 |
0.0615 |
4.9% |
0.0143 |
1.1% |
69% |
False |
False |
107,860 |
| 40 |
1.3185 |
1.2156 |
0.1029 |
8.2% |
0.0117 |
0.9% |
41% |
False |
False |
102,642 |
| 60 |
1.3431 |
1.2156 |
0.1275 |
10.1% |
0.0113 |
0.9% |
33% |
False |
False |
91,386 |
| 80 |
1.3630 |
1.2156 |
0.1474 |
11.7% |
0.0105 |
0.8% |
29% |
False |
False |
68,747 |
| 100 |
1.3737 |
1.2156 |
0.1581 |
12.6% |
0.0097 |
0.8% |
27% |
False |
False |
55,033 |
| 120 |
1.3737 |
1.2156 |
0.1581 |
12.6% |
0.0090 |
0.7% |
27% |
False |
False |
45,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3086 |
|
2.618 |
1.2899 |
|
1.618 |
1.2785 |
|
1.000 |
1.2715 |
|
0.618 |
1.2671 |
|
HIGH |
1.2601 |
|
0.618 |
1.2557 |
|
0.500 |
1.2544 |
|
0.382 |
1.2531 |
|
LOW |
1.2487 |
|
0.618 |
1.2417 |
|
1.000 |
1.2373 |
|
1.618 |
1.2303 |
|
2.618 |
1.2189 |
|
4.250 |
1.2003 |
|
|
| Fisher Pivots for day following 23-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2567 |
1.2542 |
| PP |
1.2556 |
1.2506 |
| S1 |
1.2544 |
1.2469 |
|