CME British Pound Future December 2022

Trading Metrics calculated at close of trading on 07-Jul-2022

Day Change Summary
	Previous	Current
	06-Jul-2022	07-Jul-2022	Change	Change %	Previous Week
Open	1.1995	1.1988	-0.0007	-0.1%	1.2372
High	1.2021	1.2063	0.0042	0.3%	1.2373
Low	1.1924	1.1988	0.0064	0.5%	1.2019
Close	1.1967	1.2055	0.0088	0.7%	1.2139
Range	0.0097	0.0075	-0.0022	-22.7%	0.0354
ATR	0.0126	0.0124	-0.0002	-1.7%	0.0000
Volume	76	183	107	140.8%	584

Daily Pivots for day following 07-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.2260	1.2233	1.2096
R3	1.2185	1.2158	1.2076
R2	1.2110	1.2110	1.2069
R1	1.2083	1.2083	1.2062	1.2097
PP	1.2035	1.2035	1.2035	1.2042
S1	1.2008	1.2008	1.2048	1.2022
S2	1.1960	1.1960	1.2041
S3	1.1885	1.1933	1.2034
S4	1.1810	1.1858	1.2014

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	1.2225	1.1924	0.0301	2.5%	0.0128	1.1%	44%	False	False	195
10	1.2373	1.1924	0.0449	3.7%	0.0105	0.9%	29%	False	False	426
20	1.2569	1.1924	0.0645	5.4%	0.0124	1.0%	20%	False	False	367
40	1.2691	1.1924	0.0767	6.4%	0.0102	0.8%	17%	False	False	267

Crabel Price Patterns
NR	True
NR4	True
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	0.0012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2382
2.618	1.2259
1.618	1.2184
1.000	1.2138
0.618	1.2109
HIGH	1.2063
0.618	1.2034
0.500	1.2026
0.382	1.2017
LOW	1.1988
0.618	1.1942
1.000	1.1913
1.618	1.1867
2.618	1.1792
4.250	1.1669

Fisher Pivots for day following 07-Jul-2022
Pivot	1 day	3 day
R1	1.2045	1.2065
PP	1.2035	1.2061
S1	1.2026	1.2058

Download as Excel Spreadsheet

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

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