CME British Pound Future December 2022

Trading Metrics calculated at close of trading on 26-Jul-2022

Day Change Summary
	Previous	Current
	25-Jul-2022	26-Jul-2022	Change	Change %	Previous Week
Open	1.2032	1.2093	0.0061	0.5%	1.1968
High	1.2130	1.2119	-0.0011	-0.1%	1.2102
Low	1.2020	1.2016	-0.0004	0.0%	1.1956
Close	1.2091	1.2071	-0.0020	-0.2%	1.2020
Range	0.0110	0.0103	-0.0007	-6.4%	0.0146
ATR	0.0113	0.0113	-0.0001	-0.6%	0.0000
Volume	191	466	275	144.0%	1,479

Daily Pivots for day following 26-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.2378	1.2327	1.2128
R3	1.2275	1.2224	1.2099
R2	1.2172	1.2172	1.2090
R1	1.2121	1.2121	1.2080	1.2095
PP	1.2069	1.2069	1.2069	1.2056
S1	1.2018	1.2018	1.2062	1.1992
S2	1.1966	1.1966	1.2052
S3	1.1863	1.1915	1.2043
S4	1.1760	1.1812	1.2014

Weekly Pivots for week ending 22-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.2464	1.2388	1.2100
R3	1.2318	1.2242	1.2060
R2	1.2172	1.2172	1.2047
R1	1.2096	1.2096	1.2033	1.2134
PP	1.2026	1.2026	1.2026	1.2045
S1	1.1950	1.1950	1.2007	1.1988
S2	1.1880	1.1880	1.1993
S3	1.1734	1.1804	1.1980
S4	1.1588	1.1658	1.1940

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2130	1.1956	0.0174	1.4%	0.0101	0.8%	66%	False	False	273
10	1.2130	1.1811	0.0319	2.6%	0.0093	0.8%	82%	False	False	278
20	1.2315	1.1811	0.0504	4.2%	0.0103	0.9%	52%	False	False	206
40	1.2691	1.1811	0.0880	7.3%	0.0107	0.9%	30%	False	False	324

Crabel Price Patterns
NR	True
NR4	False
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	0.0016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2557
2.618	1.2389
1.618	1.2286
1.000	1.2222
0.618	1.2183
HIGH	1.2119
0.618	1.2080
0.500	1.2068
0.382	1.2055
LOW	1.2016
0.618	1.1952
1.000	1.1913
1.618	1.1849
2.618	1.1746
4.250	1.1578

Fisher Pivots for day following 26-Jul-2022
Pivot	1 day	3 day
R1	1.2070	1.2063
PP	1.2069	1.2054
S1	1.2068	1.2046

Download as Excel Spreadsheet

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

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