CME British Pound Future December 2022

Trading Metrics calculated at close of trading on 29-Jul-2022

Day Change Summary
	Previous	Current
	28-Jul-2022	29-Jul-2022	Change	Change %	Previous Week
Open	1.2201	1.2234	0.0033	0.3%	1.2032
High	1.2228	1.2284	0.0056	0.5%	1.2284
Low	1.2145	1.2106	-0.0039	-0.3%	1.2016
Close	1.2191	1.2216	0.0025	0.2%	1.2216
Range	0.0083	0.0178	0.0095	114.5%	0.0268
ATR	0.0112	0.0117	0.0005	4.2%	0.0000
Volume	55	115	60	109.1%	1,338

Daily Pivots for day following 29-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.2736	1.2654	1.2314
R3	1.2558	1.2476	1.2265
R2	1.2380	1.2380	1.2249
R1	1.2298	1.2298	1.2232	1.2250
PP	1.2202	1.2202	1.2202	1.2178
S1	1.2120	1.2120	1.2200	1.2072
S2	1.2024	1.2024	1.2183
S3	1.1846	1.1942	1.2167
S4	1.1668	1.1764	1.2118

Weekly Pivots for week ending 29-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.2976	1.2864	1.2363
R3	1.2708	1.2596	1.2290
R2	1.2440	1.2440	1.2265
R1	1.2328	1.2328	1.2241	1.2384
PP	1.2172	1.2172	1.2172	1.2200
S1	1.2060	1.2060	1.2191	1.2116
S2	1.1904	1.1904	1.2167
S3	1.1636	1.1792	1.2142
S4	1.1368	1.1524	1.2069

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2284	1.2016	0.0268	2.2%	0.0121	1.0%	75%	True	False	267
10	1.2284	1.1956	0.0328	2.7%	0.0104	0.9%	79%	True	False	281
20	1.2284	1.1811	0.0473	3.9%	0.0112	0.9%	86%	True	False	232
40	1.2625	1.1811	0.0814	6.7%	0.0111	0.9%	50%	False	False	305

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	1.3041
2.618	1.2750
1.618	1.2572
1.000	1.2462
0.618	1.2394
HIGH	1.2284
0.618	1.2216
0.500	1.2195
0.382	1.2174
LOW	1.2106
0.618	1.1996
1.000	1.1928
1.618	1.1818
2.618	1.1640
4.250	1.1350

Fisher Pivots for day following 29-Jul-2022
Pivot	1 day	3 day
R1	1.2209	1.2205
PP	1.2202	1.2194
S1	1.2195	1.2184

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols