CME British Pound Future June 2022
| Trading Metrics calculated at close of trading on 01-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2022 |
01-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2631 |
1.2599 |
-0.0032 |
-0.3% |
1.2487 |
| High |
1.2660 |
1.2617 |
-0.0043 |
-0.3% |
1.2667 |
| Low |
1.2561 |
1.2458 |
-0.0103 |
-0.8% |
1.2472 |
| Close |
1.2605 |
1.2493 |
-0.0112 |
-0.9% |
1.2626 |
| Range |
0.0099 |
0.0159 |
0.0060 |
60.6% |
0.0195 |
| ATR |
0.0120 |
0.0123 |
0.0003 |
2.3% |
0.0000 |
| Volume |
149,912 |
101,742 |
-48,170 |
-32.1% |
419,069 |
|
| Daily Pivots for day following 01-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3000 |
1.2905 |
1.2580 |
|
| R3 |
1.2841 |
1.2746 |
1.2537 |
|
| R2 |
1.2682 |
1.2682 |
1.2522 |
|
| R1 |
1.2587 |
1.2587 |
1.2508 |
1.2555 |
| PP |
1.2523 |
1.2523 |
1.2523 |
1.2507 |
| S1 |
1.2428 |
1.2428 |
1.2478 |
1.2396 |
| S2 |
1.2364 |
1.2364 |
1.2464 |
|
| S3 |
1.2205 |
1.2269 |
1.2449 |
|
| S4 |
1.2046 |
1.2110 |
1.2406 |
|
|
| 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 |
1.2458 |
0.0209 |
1.7% |
0.0104 |
0.8% |
17% |
False |
True |
97,122 |
| 10 |
1.2667 |
1.2329 |
0.0338 |
2.7% |
0.0118 |
0.9% |
49% |
False |
False |
94,735 |
| 20 |
1.2667 |
1.2156 |
0.0511 |
4.1% |
0.0133 |
1.1% |
66% |
False |
False |
105,379 |
| 40 |
1.3164 |
1.2156 |
0.1008 |
8.1% |
0.0121 |
1.0% |
33% |
False |
False |
102,232 |
| 60 |
1.3294 |
1.2156 |
0.1138 |
9.1% |
0.0111 |
0.9% |
30% |
False |
False |
100,244 |
| 80 |
1.3630 |
1.2156 |
0.1474 |
11.8% |
0.0107 |
0.9% |
23% |
False |
False |
76,072 |
| 100 |
1.3737 |
1.2156 |
0.1581 |
12.7% |
0.0099 |
0.8% |
21% |
False |
False |
60,932 |
| 120 |
1.3737 |
1.2156 |
0.1581 |
12.7% |
0.0094 |
0.8% |
21% |
False |
False |
50,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3293 |
|
2.618 |
1.3033 |
|
1.618 |
1.2874 |
|
1.000 |
1.2776 |
|
0.618 |
1.2715 |
|
HIGH |
1.2617 |
|
0.618 |
1.2556 |
|
0.500 |
1.2538 |
|
0.382 |
1.2519 |
|
LOW |
1.2458 |
|
0.618 |
1.2360 |
|
1.000 |
1.2299 |
|
1.618 |
1.2201 |
|
2.618 |
1.2042 |
|
4.250 |
1.1782 |
|
|
| Fisher Pivots for day following 01-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2538 |
1.2563 |
| PP |
1.2523 |
1.2539 |
| S1 |
1.2508 |
1.2516 |
|