CME British Pound Future December 2022

Trading Metrics calculated at close of trading on 28-Jul-2022

Day Change Summary
	Previous	Current
	27-Jul-2022	28-Jul-2022	Change	Change %	Previous Week
Open	1.2095	1.2201	0.0106	0.9%	1.1968
High	1.2213	1.2228	0.0015	0.1%	1.2102
Low	1.2083	1.2145	0.0062	0.5%	1.1956
Close	1.2205	1.2191	-0.0014	-0.1%	1.2020
Range	0.0130	0.0083	-0.0047	-36.2%	0.0146
ATR	0.0115	0.0112	-0.0002	-2.0%	0.0000
Volume	511	55	-456	-89.2%	1,479

Daily Pivots for day following 28-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.2437	1.2397	1.2237
R3	1.2354	1.2314	1.2214
R2	1.2271	1.2271	1.2206
R1	1.2231	1.2231	1.2199	1.2210
PP	1.2188	1.2188	1.2188	1.2177
S1	1.2148	1.2148	1.2183	1.2127
S2	1.2105	1.2105	1.2176
S3	1.2022	1.2065	1.2168
S4	1.1939	1.1982	1.2145

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	1.2228	1.1961	0.0267	2.2%	0.0113	0.9%	86%	True	False	366
10	1.2228	1.1850	0.0378	3.1%	0.0093	0.8%	90%	True	False	283
20	1.2228	1.1811	0.0417	3.4%	0.0106	0.9%	91%	True	False	228
40	1.2625	1.1811	0.0814	6.7%	0.0109	0.9%	47%	False	False	303

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0015
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2581
2.618	1.2445
1.618	1.2362
1.000	1.2311
0.618	1.2279
HIGH	1.2228
0.618	1.2196
0.500	1.2187
0.382	1.2177
LOW	1.2145
0.618	1.2094
1.000	1.2062
1.618	1.2011
2.618	1.1928
4.250	1.1792

Fisher Pivots for day following 28-Jul-2022
Pivot	1 day	3 day
R1	1.2190	1.2168
PP	1.2188	1.2145
S1	1.2187	1.2122

Download as Excel Spreadsheet

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

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