CME British Pound Future December 2022

Trading Metrics calculated at close of trading on 27-Jun-2022

Day Change Summary
	Previous	Current
	24-Jun-2022	27-Jun-2022	Change	Change %	Previous Week
Open	1.2312	1.2372	0.0060	0.5%	1.2264
High	1.2365	1.2373	0.0008	0.1%	1.2365
Low	1.2290	1.2290	0.0000	0.0%	1.2223
Close	1.2315	1.2322	0.0007	0.1%	1.2315
Range	0.0075	0.0083	0.0008	10.7%	0.0142
ATR	0.0123	0.0120	-0.0003	-2.3%	0.0000
Volume	1,012	77	-935	-92.4%	3,568

Daily Pivots for day following 27-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.2577	1.2533	1.2368
R3	1.2494	1.2450	1.2345
R2	1.2411	1.2411	1.2337
R1	1.2367	1.2367	1.2330	1.2348
PP	1.2328	1.2328	1.2328	1.2319
S1	1.2284	1.2284	1.2314	1.2265
S2	1.2245	1.2245	1.2307
S3	1.2162	1.2201	1.2299
S4	1.2079	1.2118	1.2276

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	1.2373	1.2223	0.0150	1.2%	0.0086	0.7%	66%	True	False	729
10	1.2436	1.2001	0.0435	3.5%	0.0144	1.2%	74%	False	False	598
20	1.2691	1.2001	0.0690	5.6%	0.0112	0.9%	47%	False	False	441

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0028
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2726
2.618	1.2590
1.618	1.2507
1.000	1.2456
0.618	1.2424
HIGH	1.2373
0.618	1.2341
0.500	1.2332
0.382	1.2322
LOW	1.2290
0.618	1.2239
1.000	1.2207
1.618	1.2156
2.618	1.2073
4.250	1.1937

Fisher Pivots for day following 27-Jun-2022
Pivot	1 day	3 day
R1	1.2332	1.2314
PP	1.2328	1.2306
S1	1.2325	1.2298

Download as Excel Spreadsheet

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

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