CME British Pound Future December 2022

Trading Metrics calculated at close of trading on 28-Jun-2022

Day Change Summary
	Previous	Current
	27-Jun-2022	28-Jun-2022	Change	Change %	Previous Week
Open	1.2372	1.2315	-0.0057	-0.5%	1.2264
High	1.2373	1.2315	-0.0058	-0.5%	1.2365
Low	1.2290	1.2226	-0.0064	-0.5%	1.2223
Close	1.2322	1.2226	-0.0096	-0.8%	1.2315
Range	0.0083	0.0089	0.0006	7.2%	0.0142
ATR	0.0120	0.0119	-0.0002	-1.4%	0.0000
Volume	77	74	-3	-3.9%	3,568

Daily Pivots for day following 28-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.2523	1.2463	1.2275
R3	1.2434	1.2374	1.2250
R2	1.2345	1.2345	1.2242
R1	1.2285	1.2285	1.2234	1.2271
PP	1.2256	1.2256	1.2256	1.2248
S1	1.2196	1.2196	1.2218	1.2182
S2	1.2167	1.2167	1.2210
S3	1.2078	1.2107	1.2202
S4	1.1989	1.2018	1.2177

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%	0.0093	0.8%	2%	False	False	738
10	1.2436	1.2001	0.0435	3.6%	0.0139	1.1%	52%	False	False	564
20	1.2683	1.2001	0.0682	5.6%	0.0113	0.9%	33%	False	False	445

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 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2693
2.618	1.2548
1.618	1.2459
1.000	1.2404
0.618	1.2370
HIGH	1.2315
0.618	1.2281
0.500	1.2271
0.382	1.2260
LOW	1.2226
0.618	1.2171
1.000	1.2137
1.618	1.2082
2.618	1.1993
4.250	1.1848

Fisher Pivots for day following 28-Jun-2022
Pivot	1 day	3 day
R1	1.2271	1.2300
PP	1.2256	1.2275
S1	1.2241	1.2251

Download as Excel Spreadsheet

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

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