CME British Pound Future December 2022

Trading Metrics calculated at close of trading on 21-Jul-2022

Day Change Summary
	Previous	Current
	20-Jul-2022	21-Jul-2022	Change	Change %	Previous Week
Open	1.2050	1.2038	-0.0012	-0.1%	1.2058
High	1.2070	1.2038	-0.0032	-0.3%	1.2058
Low	1.2000	1.1956	-0.0044	-0.4%	1.1811
Close	1.2010	1.2006	-0.0004	0.0%	1.1898
Range	0.0070	0.0082	0.0012	17.1%	0.0247
ATR	0.0114	0.0111	-0.0002	-2.0%	0.0000
Volume	42	61	19	45.2%	840

Daily Pivots for day following 21-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.2246	1.2208	1.2051
R3	1.2164	1.2126	1.2029
R2	1.2082	1.2082	1.2021
R1	1.2044	1.2044	1.2014	1.2022
PP	1.2000	1.2000	1.2000	1.1989
S1	1.1962	1.1962	1.1998	1.1940
S2	1.1918	1.1918	1.1991
S3	1.1836	1.1880	1.1983
S4	1.1754	1.1798	1.1961

Weekly Pivots for week ending 15-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.2663	1.2528	1.2034
R3	1.2416	1.2281	1.1966
R2	1.2169	1.2169	1.1943
R1	1.2034	1.2034	1.1921	1.1978
PP	1.1922	1.1922	1.1922	1.1895
S1	1.1787	1.1787	1.1875	1.1731
S2	1.1675	1.1675	1.1853
S3	1.1428	1.1540	1.1830
S4	1.1181	1.1293	1.1762

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2076	1.1850	0.0226	1.9%	0.0073	0.6%	69%	False	False	200
10	1.2095	1.1811	0.0284	2.4%	0.0091	0.8%	69%	False	False	175
20	1.2373	1.1811	0.0562	4.7%	0.0098	0.8%	35%	False	False	301
40	1.2691	1.1811	0.0880	7.3%	0.0103	0.9%	22%	False	False	294

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2387
2.618	1.2253
1.618	1.2171
1.000	1.2120
0.618	1.2089
HIGH	1.2038
0.618	1.2007
0.500	1.1997
0.382	1.1987
LOW	1.1956
0.618	1.1905
1.000	1.1874
1.618	1.1823
2.618	1.1741
4.250	1.1608

Fisher Pivots for day following 21-Jul-2022
Pivot	1 day	3 day
R1	1.2003	1.2016
PP	1.2000	1.2013
S1	1.1997	1.2009

Download as Excel Spreadsheet

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

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