CME British Pound Future June 2022
Trading Metrics calculated at close of trading on 27-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2022 |
27-May-2022 |
Change |
Change % |
Previous Week |
Open |
1.2582 |
1.2604 |
0.0022 |
0.2% |
1.2487 |
High |
1.2621 |
1.2667 |
0.0046 |
0.4% |
1.2667 |
Low |
1.2552 |
1.2586 |
0.0034 |
0.3% |
1.2472 |
Close |
1.2595 |
1.2626 |
0.0031 |
0.2% |
1.2626 |
Range |
0.0069 |
0.0081 |
0.0012 |
17.4% |
0.0195 |
ATR |
0.0125 |
0.0122 |
-0.0003 |
-2.5% |
0.0000 |
Volume |
70,590 |
77,187 |
6,597 |
9.3% |
419,069 |
|
Daily Pivots for day following 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2869 |
1.2829 |
1.2671 |
|
R3 |
1.2788 |
1.2748 |
1.2648 |
|
R2 |
1.2707 |
1.2707 |
1.2641 |
|
R1 |
1.2667 |
1.2667 |
1.2633 |
1.2687 |
PP |
1.2626 |
1.2626 |
1.2626 |
1.2637 |
S1 |
1.2586 |
1.2586 |
1.2619 |
1.2606 |
S2 |
1.2545 |
1.2545 |
1.2611 |
|
S3 |
1.2464 |
1.2505 |
1.2604 |
|
S4 |
1.2383 |
1.2424 |
1.2581 |
|
|
Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3173 |
1.3095 |
1.2733 |
|
R3 |
1.2978 |
1.2900 |
1.2680 |
|
R2 |
1.2783 |
1.2783 |
1.2662 |
|
R1 |
1.2705 |
1.2705 |
1.2644 |
1.2744 |
PP |
1.2588 |
1.2588 |
1.2588 |
1.2608 |
S1 |
1.2510 |
1.2510 |
1.2608 |
1.2549 |
S2 |
1.2393 |
1.2393 |
1.2590 |
|
S3 |
1.2198 |
1.2315 |
1.2572 |
|
S4 |
1.2003 |
1.2120 |
1.2519 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2667 |
1.2472 |
0.0195 |
1.5% |
0.0100 |
0.8% |
79% |
True |
False |
83,813 |
10 |
1.2667 |
1.2217 |
0.0450 |
3.6% |
0.0122 |
1.0% |
91% |
True |
False |
88,775 |
20 |
1.2667 |
1.2156 |
0.0511 |
4.0% |
0.0132 |
1.0% |
92% |
True |
False |
100,396 |
40 |
1.3164 |
1.2156 |
0.1008 |
8.0% |
0.0117 |
0.9% |
47% |
False |
False |
99,794 |
60 |
1.3343 |
1.2156 |
0.1187 |
9.4% |
0.0112 |
0.9% |
40% |
False |
False |
96,635 |
80 |
1.3630 |
1.2156 |
0.1474 |
11.7% |
0.0106 |
0.8% |
32% |
False |
False |
72,972 |
100 |
1.3737 |
1.2156 |
0.1581 |
12.5% |
0.0098 |
0.8% |
30% |
False |
False |
58,428 |
120 |
1.3737 |
1.2156 |
0.1581 |
12.5% |
0.0092 |
0.7% |
30% |
False |
False |
48,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3011 |
2.618 |
1.2879 |
1.618 |
1.2798 |
1.000 |
1.2748 |
0.618 |
1.2717 |
HIGH |
1.2667 |
0.618 |
1.2636 |
0.500 |
1.2627 |
0.382 |
1.2617 |
LOW |
1.2586 |
0.618 |
1.2536 |
1.000 |
1.2505 |
1.618 |
1.2455 |
2.618 |
1.2374 |
4.250 |
1.2242 |
|
|
Fisher Pivots for day following 27-May-2022 |
Pivot |
1 day |
3 day |
R1 |
1.2627 |
1.2609 |
PP |
1.2626 |
1.2591 |
S1 |
1.2626 |
1.2574 |
|