CME British Pound Future December 2022

Trading Metrics calculated at close of trading on 01-Jul-2022

Day Change Summary
	Previous	Current
	30-Jun-2022	01-Jul-2022	Change	Change %	Previous Week
Open	1.2167	1.2154	-0.0013	-0.1%	1.2372
High	1.2225	1.2158	-0.0067	-0.5%	1.2373
Low	1.2160	1.2019	-0.0141	-1.2%	1.2019
Close	1.2225	1.2139	-0.0086	-0.7%	1.2139
Range	0.0065	0.0139	0.0074	113.8%	0.0354
ATR	0.0111	0.0118	0.0007	6.1%	0.0000
Volume	31	340	309	996.8%	584

Daily Pivots for day following 01-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.2522	1.2470	1.2215
R3	1.2383	1.2331	1.2177
R2	1.2244	1.2244	1.2164
R1	1.2192	1.2192	1.2152	1.2149
PP	1.2105	1.2105	1.2105	1.2084
S1	1.2053	1.2053	1.2126	1.2010
S2	1.1966	1.1966	1.2114
S3	1.1827	1.1914	1.2101
S4	1.1688	1.1775	1.2063

Weekly Pivots for week ending 01-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.3239	1.3043	1.2334
R3	1.2885	1.2689	1.2236
R2	1.2531	1.2531	1.2204
R1	1.2335	1.2335	1.2171	1.2256
PP	1.2177	1.2177	1.2177	1.2138
S1	1.1981	1.1981	1.2107	1.1902
S2	1.1823	1.1823	1.2074
S3	1.1469	1.1627	1.2042
S4	1.1115	1.1273	1.1944

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2373	1.2019	0.0354	2.9%	0.0087	0.7%	34%	False	True	116
10	1.2399	1.2019	0.0380	3.1%	0.0097	0.8%	32%	False	True	416
20	1.2625	1.2001	0.0624	5.1%	0.0115	0.9%	22%	False	False	394
40	1.2691	1.2001	0.0690	5.7%	0.0102	0.8%	20%	False	False	255

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.2749
2.618	1.2522
1.618	1.2383
1.000	1.2297
0.618	1.2244
HIGH	1.2158
0.618	1.2105
0.500	1.2089
0.382	1.2072
LOW	1.2019
0.618	1.1933
1.000	1.1880
1.618	1.1794
2.618	1.1655
4.250	1.1428

Fisher Pivots for day following 01-Jul-2022
Pivot	1 day	3 day
R1	1.2122	1.2133
PP	1.2105	1.2128
S1	1.2089	1.2122

Download as Excel Spreadsheet

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

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