CME British Pound Future June 2022
| Trading Metrics calculated at close of trading on 24-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2022 |
24-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2487 |
1.2590 |
0.0103 |
0.8% |
1.2251 |
| High |
1.2601 |
1.2598 |
-0.0003 |
0.0% |
1.2524 |
| Low |
1.2487 |
1.2472 |
-0.0015 |
-0.1% |
1.2217 |
| Close |
1.2579 |
1.2511 |
-0.0068 |
-0.5% |
1.2471 |
| Range |
0.0114 |
0.0126 |
0.0012 |
10.5% |
0.0307 |
| ATR |
0.0131 |
0.0131 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
79,389 |
105,723 |
26,334 |
33.2% |
468,685 |
|
| Daily Pivots for day following 24-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2905 |
1.2834 |
1.2580 |
|
| R3 |
1.2779 |
1.2708 |
1.2546 |
|
| R2 |
1.2653 |
1.2653 |
1.2534 |
|
| R1 |
1.2582 |
1.2582 |
1.2523 |
1.2555 |
| PP |
1.2527 |
1.2527 |
1.2527 |
1.2513 |
| S1 |
1.2456 |
1.2456 |
1.2499 |
1.2429 |
| S2 |
1.2401 |
1.2401 |
1.2488 |
|
| S3 |
1.2275 |
1.2330 |
1.2476 |
|
| S4 |
1.2149 |
1.2204 |
1.2442 |
|
|
| 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 |
1.2329 |
0.0272 |
2.2% |
0.0133 |
1.1% |
67% |
False |
False |
92,348 |
| 10 |
1.2601 |
1.2156 |
0.0445 |
3.6% |
0.0132 |
1.1% |
80% |
False |
False |
100,611 |
| 20 |
1.2638 |
1.2156 |
0.0482 |
3.9% |
0.0140 |
1.1% |
74% |
False |
False |
107,538 |
| 40 |
1.3179 |
1.2156 |
0.1023 |
8.2% |
0.0117 |
0.9% |
35% |
False |
False |
102,694 |
| 60 |
1.3430 |
1.2156 |
0.1274 |
10.2% |
0.0113 |
0.9% |
28% |
False |
False |
92,946 |
| 80 |
1.3630 |
1.2156 |
0.1474 |
11.8% |
0.0105 |
0.8% |
24% |
False |
False |
70,066 |
| 100 |
1.3737 |
1.2156 |
0.1581 |
12.6% |
0.0098 |
0.8% |
22% |
False |
False |
56,090 |
| 120 |
1.3737 |
1.2156 |
0.1581 |
12.6% |
0.0091 |
0.7% |
22% |
False |
False |
46,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3134 |
|
2.618 |
1.2928 |
|
1.618 |
1.2802 |
|
1.000 |
1.2724 |
|
0.618 |
1.2676 |
|
HIGH |
1.2598 |
|
0.618 |
1.2550 |
|
0.500 |
1.2535 |
|
0.382 |
1.2520 |
|
LOW |
1.2472 |
|
0.618 |
1.2394 |
|
1.000 |
1.2346 |
|
1.618 |
1.2268 |
|
2.618 |
1.2142 |
|
4.250 |
1.1937 |
|
|
| Fisher Pivots for day following 24-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2535 |
1.2519 |
| PP |
1.2527 |
1.2516 |
| S1 |
1.2519 |
1.2514 |
|