CME British Pound Future December 2022

Trading Metrics calculated at close of trading on 05-Dec-2022

Day Change Summary
	Previous	Current
	02-Dec-2022	05-Dec-2022	Change	Change %	Previous Week
Open	1.2262	1.2295	0.0033	0.3%	1.2078
High	1.2306	1.2350	0.0044	0.4%	1.2321
Low	1.2139	1.2167	0.0028	0.2%	1.1905
Close	1.2292	1.2179	-0.0113	-0.9%	1.2292
Range	0.0167	0.0183	0.0016	9.6%	0.0416
ATR	0.0183	0.0183	0.0000	0.0%	0.0000
Volume	106,964	82,931	-24,033	-22.5%	518,533

Daily Pivots for day following 05-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.2781	1.2663	1.2280
R3	1.2598	1.2480	1.2229
R2	1.2415	1.2415	1.2213
R1	1.2297	1.2297	1.2196	1.2265
PP	1.2232	1.2232	1.2232	1.2216
S1	1.2114	1.2114	1.2162	1.2082
S2	1.2049	1.2049	1.2145
S3	1.1866	1.1931	1.2129
S4	1.1683	1.1748	1.2078

Weekly Pivots for week ending 02-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.3421	1.3272	1.2521
R3	1.3005	1.2856	1.2406
R2	1.2589	1.2589	1.2368
R1	1.2440	1.2440	1.2330	1.2515
PP	1.2173	1.2173	1.2173	1.2210
S1	1.2024	1.2024	1.2254	1.2099
S2	1.1757	1.1757	1.2216
S3	1.1341	1.1608	1.2178
S4	1.0925	1.1192	1.2063

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2350	1.1905	0.0445	3.7%	0.0183	1.5%	62%	True	False	102,405
10	1.2350	1.1787	0.0563	4.6%	0.0160	1.3%	70%	True	False	91,646
20	1.2350	1.1304	0.1046	8.6%	0.0183	1.5%	84%	True	False	106,189
40	1.2350	1.0937	0.1413	11.6%	0.0187	1.5%	88%	True	False	126,097
60	1.2350	1.0392	0.1958	16.1%	0.0200	1.6%	91%	True	False	140,761
80	1.2350	1.0392	0.1958	16.1%	0.0179	1.5%	91%	True	False	107,433
100	1.2350	1.0392	0.1958	16.1%	0.0164	1.3%	91%	True	False	86,035
120	1.2436	1.0392	0.2044	16.8%	0.0157	1.3%	87%	False	False	71,757

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3128
2.618	1.2829
1.618	1.2646
1.000	1.2533
0.618	1.2463
HIGH	1.2350
0.618	1.2280
0.500	1.2259
0.382	1.2237
LOW	1.2167
0.618	1.2054
1.000	1.1984
1.618	1.1871
2.618	1.1688
4.250	1.1389

Fisher Pivots for day following 05-Dec-2022
Pivot	1 day	3 day
R1	1.2259	1.2208
PP	1.2232	1.2198
S1	1.2206	1.2189

Download as Excel Spreadsheet

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

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