CME British Pound Future June 2022
| Trading Metrics calculated at close of trading on 26-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2022 |
26-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2534 |
1.2582 |
0.0048 |
0.4% |
1.2251 |
| High |
1.2591 |
1.2621 |
0.0030 |
0.2% |
1.2524 |
| Low |
1.2480 |
1.2552 |
0.0072 |
0.6% |
1.2217 |
| Close |
1.2585 |
1.2595 |
0.0010 |
0.1% |
1.2471 |
| Range |
0.0111 |
0.0069 |
-0.0042 |
-37.8% |
0.0307 |
| ATR |
0.0130 |
0.0125 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
86,180 |
70,590 |
-15,590 |
-18.1% |
468,685 |
|
| Daily Pivots for day following 26-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2796 |
1.2765 |
1.2633 |
|
| R3 |
1.2727 |
1.2696 |
1.2614 |
|
| R2 |
1.2658 |
1.2658 |
1.2608 |
|
| R1 |
1.2627 |
1.2627 |
1.2601 |
1.2643 |
| PP |
1.2589 |
1.2589 |
1.2589 |
1.2597 |
| S1 |
1.2558 |
1.2558 |
1.2589 |
1.2574 |
| S2 |
1.2520 |
1.2520 |
1.2582 |
|
| S3 |
1.2451 |
1.2489 |
1.2576 |
|
| S4 |
1.2382 |
1.2420 |
1.2557 |
|
|
| 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 |
1.2621 |
1.2437 |
0.0184 |
1.5% |
0.0097 |
0.8% |
86% |
True |
False |
83,949 |
| 10 |
1.2621 |
1.2156 |
0.0465 |
3.7% |
0.0125 |
1.0% |
94% |
True |
False |
90,122 |
| 20 |
1.2638 |
1.2156 |
0.0482 |
3.8% |
0.0136 |
1.1% |
91% |
False |
False |
102,874 |
| 40 |
1.3171 |
1.2156 |
0.1015 |
8.1% |
0.0117 |
0.9% |
43% |
False |
False |
100,814 |
| 60 |
1.3408 |
1.2156 |
0.1252 |
9.9% |
0.0112 |
0.9% |
35% |
False |
False |
95,427 |
| 80 |
1.3630 |
1.2156 |
0.1474 |
11.7% |
0.0106 |
0.8% |
30% |
False |
False |
72,023 |
| 100 |
1.3737 |
1.2156 |
0.1581 |
12.6% |
0.0098 |
0.8% |
28% |
False |
False |
57,657 |
| 120 |
1.3737 |
1.2156 |
0.1581 |
12.6% |
0.0092 |
0.7% |
28% |
False |
False |
48,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2914 |
|
2.618 |
1.2802 |
|
1.618 |
1.2733 |
|
1.000 |
1.2690 |
|
0.618 |
1.2664 |
|
HIGH |
1.2621 |
|
0.618 |
1.2595 |
|
0.500 |
1.2587 |
|
0.382 |
1.2578 |
|
LOW |
1.2552 |
|
0.618 |
1.2509 |
|
1.000 |
1.2483 |
|
1.618 |
1.2440 |
|
2.618 |
1.2371 |
|
4.250 |
1.2259 |
|
|
| Fisher Pivots for day following 26-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2592 |
1.2579 |
| PP |
1.2589 |
1.2563 |
| S1 |
1.2587 |
1.2547 |
|