CME British Pound Future December 2022

Trading Metrics calculated at close of trading on 11-Jul-2022

Day Change Summary
	Previous	Current
	08-Jul-2022	11-Jul-2022	Change	Change %	Previous Week
Open	1.2066	1.2058	-0.0008	-0.1%	1.2163
High	1.2095	1.2058	-0.0037	-0.3%	1.2205
Low	1.1960	1.1910	-0.0050	-0.4%	1.1924
Close	1.2069	1.1939	-0.0130	-1.1%	1.2069
Range	0.0135	0.0148	0.0013	9.6%	0.0281
ATR	0.0125	0.0127	0.0002	2.0%	0.0000
Volume	49	49	0	0.0%	655

Daily Pivots for day following 11-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.2413	1.2324	1.2020
R3	1.2265	1.2176	1.1980
R2	1.2117	1.2117	1.1966
R1	1.2028	1.2028	1.1953	1.1999
PP	1.1969	1.1969	1.1969	1.1954
S1	1.1880	1.1880	1.1925	1.1851
S2	1.1821	1.1821	1.1912
S3	1.1673	1.1732	1.1898
S4	1.1525	1.1584	1.1858

Weekly Pivots for week ending 08-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.2909	1.2770	1.2224
R3	1.2628	1.2489	1.2146
R2	1.2347	1.2347	1.2121
R1	1.2208	1.2208	1.2095	1.2137
PP	1.2066	1.2066	1.2066	1.2031
S1	1.1927	1.1927	1.2043	1.1856
S2	1.1785	1.1785	1.2017
S3	1.1504	1.1646	1.1992
S4	1.1223	1.1365	1.1914

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2205	1.1910	0.0295	2.5%	0.0143	1.2%	10%	False	True	140
10	1.2373	1.1910	0.0463	3.9%	0.0115	1.0%	6%	False	True	128
20	1.2536	1.1910	0.0626	5.2%	0.0135	1.1%	5%	False	True	368
40	1.2691	1.1910	0.0781	6.5%	0.0106	0.9%	4%	False	True	269

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0011
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2687
2.618	1.2445
1.618	1.2297
1.000	1.2206
0.618	1.2149
HIGH	1.2058
0.618	1.2001
0.500	1.1984
0.382	1.1967
LOW	1.1910
0.618	1.1819
1.000	1.1762
1.618	1.1671
2.618	1.1523
4.250	1.1281

Fisher Pivots for day following 11-Jul-2022
Pivot	1 day	3 day
R1	1.1984	1.2003
PP	1.1969	1.1981
S1	1.1954	1.1960

Download as Excel Spreadsheet

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

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