CME British Pound Future December 2022

Trading Metrics calculated at close of trading on 24-Jun-2022

Day Change Summary
	Previous	Current
	23-Jun-2022	24-Jun-2022	Change	Change %	Previous Week
Open	1.2310	1.2312	0.0002	0.0%	1.2264
High	1.2330	1.2365	0.0035	0.3%	1.2365
Low	1.2223	1.2290	0.0067	0.5%	1.2223
Close	1.2298	1.2315	0.0017	0.1%	1.2315
Range	0.0107	0.0075	-0.0032	-29.9%	0.0142
ATR	0.0127	0.0123	-0.0004	-2.9%	0.0000
Volume	2,065	1,012	-1,053	-51.0%	3,568

Daily Pivots for day following 24-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.2548	1.2507	1.2356
R3	1.2473	1.2432	1.2336
R2	1.2398	1.2398	1.2329
R1	1.2357	1.2357	1.2322	1.2378
PP	1.2323	1.2323	1.2323	1.2334
S1	1.2282	1.2282	1.2308	1.2303
S2	1.2248	1.2248	1.2301
S3	1.2173	1.2207	1.2294
S4	1.2098	1.2132	1.2274

Weekly Pivots for week ending 24-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.2727	1.2663	1.2393
R3	1.2585	1.2521	1.2354
R2	1.2443	1.2443	1.2341
R1	1.2379	1.2379	1.2328	1.2411
PP	1.2301	1.2301	1.2301	1.2317
S1	1.2237	1.2237	1.2302	1.2269
S2	1.2159	1.2159	1.2289
S3	1.2017	1.2095	1.2276
S4	1.1875	1.1953	1.2237

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2399	1.2216	0.0183	1.5%	0.0106	0.9%	54%	False	False	716
10	1.2536	1.2001	0.0535	4.3%	0.0156	1.3%	59%	False	False	608
20	1.2691	1.2001	0.0690	5.6%	0.0110	0.9%	46%	False	False	438

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0031
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2684
2.618	1.2561
1.618	1.2486
1.000	1.2440
0.618	1.2411
HIGH	1.2365
0.618	1.2336
0.500	1.2328
0.382	1.2319
LOW	1.2290
0.618	1.2244
1.000	1.2215
1.618	1.2169
2.618	1.2094
4.250	1.1971

Fisher Pivots for day following 24-Jun-2022
Pivot	1 day	3 day
R1	1.2328	1.2308
PP	1.2323	1.2301
S1	1.2319	1.2294

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols