CME British Pound Future December 2022

Trading Metrics calculated at close of trading on 06-Jun-2022

Day Change Summary
	Previous	Current
	03-Jun-2022	06-Jun-2022	Change	Change %	Previous Week
Open	1.2550	1.2576	0.0026	0.2%	1.2682
High	1.2612	1.2577	-0.0035	-0.3%	1.2683
Low	1.2524	1.2562	0.0038	0.3%	1.2505
Close	1.2528	1.2562	0.0034	0.3%	1.2528
Range	0.0088	0.0015	-0.0073	-83.0%	0.0178
ATR	0.0094	0.0091	-0.0003	-3.4%	0.0000
Volume	220	860	640	290.9%	1,654

Daily Pivots for day following 06-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.2612	1.2602	1.2570
R3	1.2597	1.2587	1.2566
R2	1.2582	1.2582	1.2565
R1	1.2572	1.2572	1.2563	1.2570
PP	1.2567	1.2567	1.2567	1.2566
S1	1.2557	1.2557	1.2561	1.2555
S2	1.2552	1.2552	1.2559
S3	1.2537	1.2542	1.2558
S4	1.2522	1.2527	1.2554

Weekly Pivots for week ending 03-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.3106	1.2995	1.2626
R3	1.2928	1.2817	1.2577
R2	1.2750	1.2750	1.2561
R1	1.2639	1.2639	1.2544	1.2606
PP	1.2572	1.2572	1.2572	1.2555
S1	1.2461	1.2461	1.2512	1.2428
S2	1.2394	1.2394	1.2495
S3	1.2216	1.2283	1.2479
S4	1.2038	1.2105	1.2430

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2683	1.2505	0.0178	1.4%	0.0064	0.5%	32%	False	False	502
10	1.2691	1.2505	0.0186	1.5%	0.0066	0.5%	31%	False	False	263
20	1.2691	1.2194	0.0497	4.0%	0.0075	0.6%	74%	False	False	167

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	1.2641
2.618	1.2616
1.618	1.2601
1.000	1.2592
0.618	1.2586
HIGH	1.2577
0.618	1.2571
0.500	1.2570
0.382	1.2568
LOW	1.2562
0.618	1.2553
1.000	1.2547
1.618	1.2538
2.618	1.2523
4.250	1.2498

Fisher Pivots for day following 06-Jun-2022
Pivot	1 day	3 day
R1	1.2570	1.2568
PP	1.2567	1.2566
S1	1.2565	1.2564

Download as Excel Spreadsheet

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

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