CME British Pound Future December 2022

Trading Metrics calculated at close of trading on 21-Jun-2022

Day Change Summary
	Previous	Current
	17-Jun-2022	21-Jun-2022	Change	Change %	Previous Week
Open	1.2349	1.2264	-0.0085	-0.7%	1.2290
High	1.2399	1.2318	-0.0081	-0.7%	1.2436
Low	1.2216	1.2263	0.0047	0.4%	1.2001
Close	1.2251	1.2318	0.0067	0.5%	1.2251
Range	0.0183	0.0055	-0.0128	-69.9%	0.0435
ATR	0.0135	0.0130	-0.0005	-3.6%	0.0000
Volume	13	29	16	123.1%	2,343

Daily Pivots for day following 21-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.2465	1.2446	1.2348
R3	1.2410	1.2391	1.2333
R2	1.2355	1.2355	1.2328
R1	1.2336	1.2336	1.2323	1.2346
PP	1.2300	1.2300	1.2300	1.2304
S1	1.2281	1.2281	1.2313	1.2291
S2	1.2245	1.2245	1.2308
S3	1.2190	1.2226	1.2303
S4	1.2135	1.2171	1.2288

Weekly Pivots for week ending 17-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.3534	1.3328	1.2490
R3	1.3099	1.2893	1.2371
R2	1.2664	1.2664	1.2331
R1	1.2458	1.2458	1.2291	1.2344
PP	1.2229	1.2229	1.2229	1.2172
S1	1.2023	1.2023	1.2211	1.1909
S2	1.1794	1.1794	1.2171
S3	1.1359	1.1588	1.2131
S4	1.0924	1.1153	1.2012

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2436	1.2001	0.0435	3.5%	0.0186	1.5%	73%	False	False	390
10	1.2625	1.2001	0.0624	5.1%	0.0147	1.2%	51%	False	False	269
20	1.2691	1.2001	0.0690	5.6%	0.0107	0.9%	46%	False	False	266

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0031
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.2552
2.618	1.2462
1.618	1.2407
1.000	1.2373
0.618	1.2352
HIGH	1.2318
0.618	1.2297
0.500	1.2291
0.382	1.2284
LOW	1.2263
0.618	1.2229
1.000	1.2208
1.618	1.2174
2.618	1.2119
4.250	1.2029

Fisher Pivots for day following 21-Jun-2022
Pivot	1 day	3 day
R1	1.2309	1.2301
PP	1.2300	1.2283
S1	1.2291	1.2266

Download as Excel Spreadsheet

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

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