CME British Pound Future December 2022

Trading Metrics calculated at close of trading on 12-Jul-2022

Day Change Summary
	Previous	Current
	11-Jul-2022	12-Jul-2022	Change	Change %	Previous Week
Open	1.2058	1.1940	-0.0118	-1.0%	1.2163
High	1.2058	1.1943	-0.0115	-1.0%	1.2205
Low	1.1910	1.1884	-0.0026	-0.2%	1.1924
Close	1.1939	1.1943	0.0004	0.0%	1.2069
Range	0.0148	0.0059	-0.0089	-60.1%	0.0281
ATR	0.0127	0.0122	-0.0005	-3.8%	0.0000
Volume	49	138	89	181.6%	655

Daily Pivots for day following 12-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.2100	1.2081	1.1975
R3	1.2041	1.2022	1.1959
R2	1.1982	1.1982	1.1954
R1	1.1963	1.1963	1.1948	1.1973
PP	1.1923	1.1923	1.1923	1.1928
S1	1.1904	1.1904	1.1938	1.1914
S2	1.1864	1.1864	1.1932
S3	1.1805	1.1845	1.1927
S4	1.1746	1.1786	1.1911

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	1.2095	1.1884	0.0211	1.8%	0.0103	0.9%	28%	False	True	99
10	1.2315	1.1884	0.0431	3.6%	0.0113	0.9%	14%	False	True	134
20	1.2436	1.1884	0.0552	4.6%	0.0128	1.1%	11%	False	True	366
40	1.2691	1.1884	0.0807	6.8%	0.0106	0.9%	7%	False	True	273

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0011
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.2194
2.618	1.2097
1.618	1.2038
1.000	1.2002
0.618	1.1979
HIGH	1.1943
0.618	1.1920
0.500	1.1914
0.382	1.1907
LOW	1.1884
0.618	1.1848
1.000	1.1825
1.618	1.1789
2.618	1.1730
4.250	1.1633

Fisher Pivots for day following 12-Jul-2022
Pivot	1 day	3 day
R1	1.1933	1.1990
PP	1.1923	1.1974
S1	1.1914	1.1959

Download as Excel Spreadsheet

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

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