CME British Pound Future December 2022

Trading Metrics calculated at close of trading on 16-Dec-2022

Day Change Summary
	Previous	Current
	15-Dec-2022	16-Dec-2022	Change	Change %	Previous Week
Open	1.2426	1.2182	-0.0244	-2.0%	1.2263
High	1.2432	1.2224	-0.0208	-1.7%	1.2449
Low	1.2157	1.2121	-0.0036	-0.3%	1.2121
Close	1.2191	1.2169	-0.0022	-0.2%	1.2169
Range	0.0275	0.0103	-0.0172	-62.5%	0.0328
ATR	0.0168	0.0163	-0.0005	-2.8%	0.0000
Volume	134,353	27,637	-106,716	-79.4%	643,588

Daily Pivots for day following 16-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.2480	1.2428	1.2226
R3	1.2377	1.2325	1.2197
R2	1.2274	1.2274	1.2188
R1	1.2222	1.2222	1.2178	1.2197
PP	1.2171	1.2171	1.2171	1.2159
S1	1.2119	1.2119	1.2160	1.2094
S2	1.2068	1.2068	1.2150
S3	1.1965	1.2016	1.2141
S4	1.1862	1.1913	1.2112

Weekly Pivots for week ending 16-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.3230	1.3028	1.2349
R3	1.2902	1.2700	1.2259
R2	1.2574	1.2574	1.2229
R1	1.2372	1.2372	1.2199	1.2309
PP	1.2246	1.2246	1.2246	1.2215
S1	1.2044	1.2044	1.2139	1.1981
S2	1.1918	1.1918	1.2109
S3	1.1590	1.1716	1.2079
S4	1.1262	1.1388	1.1989

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2449	1.2121	0.0328	2.7%	0.0155	1.3%	15%	False	True	128,717
10	1.2449	1.2111	0.0338	2.8%	0.0144	1.2%	17%	False	False	104,453
20	1.2449	1.1787	0.0662	5.4%	0.0148	1.2%	58%	False	False	97,820
40	1.2449	1.1074	0.1375	11.3%	0.0174	1.4%	80%	False	False	115,488
60	1.2449	1.0392	0.2057	16.9%	0.0201	1.7%	86%	False	False	139,454
80	1.2449	1.0392	0.2057	16.9%	0.0182	1.5%	86%	False	False	119,324
100	1.2449	1.0392	0.2057	16.9%	0.0168	1.4%	86%	False	False	95,623
120	1.2449	1.0392	0.2057	16.9%	0.0158	1.3%	86%	False	False	79,724

Crabel Price Patterns
NR	True
NR4	True
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	0.0035
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2662
2.618	1.2494
1.618	1.2391
1.000	1.2327
0.618	1.2288
HIGH	1.2224
0.618	1.2185
0.500	1.2173
0.382	1.2160
LOW	1.2121
0.618	1.2057
1.000	1.2018
1.618	1.1954
2.618	1.1851
4.250	1.1683

Fisher Pivots for day following 16-Dec-2022
Pivot	1 day	3 day
R1	1.2173	1.2285
PP	1.2171	1.2246
S1	1.2170	1.2208

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

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