CME British Pound Future September 2022

Trading Metrics calculated at close of trading on 28-Apr-2022

Day Change Summary
	Previous	Current
	27-Apr-2022	28-Apr-2022	Change	Change %	Previous Week
Open	1.2573	1.2552	-0.0021	-0.2%	1.3035
High	1.2607	1.2580	-0.0027	-0.2%	1.3081
Low	1.2514	1.2427	-0.0087	-0.7%	1.2836
Close	1.2551	1.2473	-0.0078	-0.6%	1.2833
Range	0.0093	0.0153	0.0060	64.5%	0.0245
ATR	0.0082	0.0087	0.0005	6.1%	0.0000
Volume	94	389	295	313.8%	630

Daily Pivots for day following 28-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.2952	1.2866	1.2557
R3	1.2799	1.2713	1.2515
R2	1.2646	1.2646	1.2501
R1	1.2560	1.2560	1.2487	1.2527
PP	1.2493	1.2493	1.2493	1.2477
S1	1.2407	1.2407	1.2459	1.2374
S2	1.2340	1.2340	1.2445
S3	1.2187	1.2254	1.2431
S4	1.2034	1.2101	1.2389

Weekly Pivots for week ending 22-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.3652	1.3487	1.2968
R3	1.3407	1.3242	1.2900
R2	1.3162	1.3162	1.2878
R1	1.2997	1.2997	1.2855	1.2957
PP	1.2917	1.2917	1.2917	1.2897
S1	1.2752	1.2752	1.2811	1.2712
S2	1.2672	1.2672	1.2788
S3	1.2427	1.2507	1.2766
S4	1.2182	1.2262	1.2698

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3036	1.2427	0.0609	4.9%	0.0136	1.1%	8%	False	True	311
10	1.3151	1.2427	0.0724	5.8%	0.0094	0.8%	6%	False	True	191
20	1.3160	1.2427	0.0733	5.9%	0.0069	0.6%	6%	False	True	123
40	1.3395	1.2427	0.0968	7.8%	0.0066	0.5%	5%	False	True	161

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3230
2.618	1.2981
1.618	1.2828
1.000	1.2733
0.618	1.2675
HIGH	1.2580
0.618	1.2522
0.500	1.2504
0.382	1.2485
LOW	1.2427
0.618	1.2332
1.000	1.2274
1.618	1.2179
2.618	1.2026
4.250	1.1777

Fisher Pivots for day following 28-Apr-2022
Pivot	1 day	3 day
R1	1.2504	1.2577
PP	1.2493	1.2542
S1	1.2483	1.2508

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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