CME British Pound Future September 2022

Trading Metrics calculated at close of trading on 12-Jul-2022

Day Change Summary
	Previous	Current
	11-Jul-2022	12-Jul-2022	Change	Change %	Previous Week
Open	1.2052	1.1907	-0.0145	-1.2%	1.2112
High	1.2054	1.1932	-0.0122	-1.0%	1.2182
Low	1.1882	1.1823	-0.0059	-0.5%	1.1892
Close	1.1912	1.1915	0.0003	0.0%	1.2043
Range	0.0172	0.0109	-0.0063	-36.6%	0.0290
ATR	0.0148	0.0145	-0.0003	-1.9%	0.0000
Volume	93,231	91,735	-1,496	-1.6%	498,252

Daily Pivots for day following 12-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.2217	1.2175	1.1975
R3	1.2108	1.2066	1.1945
R2	1.1999	1.1999	1.1935
R1	1.1957	1.1957	1.1925	1.1978
PP	1.1890	1.1890	1.1890	1.1901
S1	1.1848	1.1848	1.1905	1.1869
S2	1.1781	1.1781	1.1895
S3	1.1672	1.1739	1.1885
S4	1.1563	1.1630	1.1855

Weekly Pivots for week ending 08-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.2909	1.2766	1.2203
R3	1.2619	1.2476	1.2123
R2	1.2329	1.2329	1.2096
R1	1.2186	1.2186	1.2070	1.2113
PP	1.2039	1.2039	1.2039	1.2002
S1	1.1896	1.1896	1.2016	1.1823
S2	1.1749	1.1749	1.1990
S3	1.1459	1.1606	1.1963
S4	1.1169	1.1316	1.1884

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2071	1.1823	0.0248	2.1%	0.0130	1.1%	37%	False	True	102,442
10	1.2312	1.1823	0.0489	4.1%	0.0144	1.2%	19%	False	True	110,445
20	1.2426	1.1823	0.0603	5.1%	0.0163	1.4%	15%	False	True	119,211
40	1.2677	1.1823	0.0854	7.2%	0.0140	1.2%	11%	False	True	72,977
60	1.3151	1.1823	0.1328	11.1%	0.0131	1.1%	7%	False	True	48,711
80	1.3271	1.1823	0.1448	12.2%	0.0110	0.9%	6%	False	True	36,549

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
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	0.0026
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.2395
2.618	1.2217
1.618	1.2108
1.000	1.2041
0.618	1.1999
HIGH	1.1932
0.618	1.1890
0.500	1.1878
0.382	1.1865
LOW	1.1823
0.618	1.1756
1.000	1.1714
1.618	1.1647
2.618	1.1538
4.250	1.1360

Fisher Pivots for day following 12-Jul-2022
Pivot	1 day	3 day
R1	1.1903	1.1947
PP	1.1890	1.1936
S1	1.1878	1.1926

Download as Excel Spreadsheet

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

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