CME British Pound Future June 2022
| Trading Metrics calculated at close of trading on 20-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2022 |
20-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2341 |
1.2475 |
0.0134 |
1.1% |
1.2251 |
| High |
1.2524 |
1.2501 |
-0.0023 |
-0.2% |
1.2524 |
| Low |
1.2337 |
1.2437 |
0.0100 |
0.8% |
1.2217 |
| Close |
1.2499 |
1.2471 |
-0.0028 |
-0.2% |
1.2471 |
| Range |
0.0187 |
0.0064 |
-0.0123 |
-65.8% |
0.0307 |
| ATR |
0.0137 |
0.0131 |
-0.0005 |
-3.8% |
0.0000 |
| Volume |
105,489 |
77,865 |
-27,624 |
-26.2% |
468,685 |
|
| Daily Pivots for day following 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2662 |
1.2630 |
1.2506 |
|
| R3 |
1.2598 |
1.2566 |
1.2489 |
|
| R2 |
1.2534 |
1.2534 |
1.2483 |
|
| R1 |
1.2502 |
1.2502 |
1.2477 |
1.2486 |
| PP |
1.2470 |
1.2470 |
1.2470 |
1.2462 |
| S1 |
1.2438 |
1.2438 |
1.2465 |
1.2422 |
| S2 |
1.2406 |
1.2406 |
1.2459 |
|
| S3 |
1.2342 |
1.2374 |
1.2453 |
|
| S4 |
1.2278 |
1.2310 |
1.2436 |
|
|
| Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3325 |
1.3205 |
1.2640 |
|
| R3 |
1.3018 |
1.2898 |
1.2555 |
|
| R2 |
1.2711 |
1.2711 |
1.2527 |
|
| R1 |
1.2591 |
1.2591 |
1.2499 |
1.2651 |
| PP |
1.2404 |
1.2404 |
1.2404 |
1.2434 |
| S1 |
1.2284 |
1.2284 |
1.2443 |
1.2344 |
| S2 |
1.2097 |
1.2097 |
1.2415 |
|
| S3 |
1.1790 |
1.1977 |
1.2387 |
|
| S4 |
1.1483 |
1.1670 |
1.2302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2524 |
1.2217 |
0.0307 |
2.5% |
0.0144 |
1.2% |
83% |
False |
False |
93,737 |
| 10 |
1.2524 |
1.2156 |
0.0368 |
3.0% |
0.0131 |
1.0% |
86% |
False |
False |
102,806 |
| 20 |
1.2840 |
1.2156 |
0.0684 |
5.5% |
0.0145 |
1.2% |
46% |
False |
False |
110,611 |
| 40 |
1.3222 |
1.2156 |
0.1066 |
8.5% |
0.0116 |
0.9% |
30% |
False |
False |
103,398 |
| 60 |
1.3431 |
1.2156 |
0.1275 |
10.2% |
0.0112 |
0.9% |
25% |
False |
False |
90,074 |
| 80 |
1.3630 |
1.2156 |
0.1474 |
11.8% |
0.0104 |
0.8% |
21% |
False |
False |
67,759 |
| 100 |
1.3737 |
1.2156 |
0.1581 |
12.7% |
0.0097 |
0.8% |
20% |
False |
False |
54,240 |
| 120 |
1.3737 |
1.2156 |
0.1581 |
12.7% |
0.0089 |
0.7% |
20% |
False |
False |
45,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2773 |
|
2.618 |
1.2669 |
|
1.618 |
1.2605 |
|
1.000 |
1.2565 |
|
0.618 |
1.2541 |
|
HIGH |
1.2501 |
|
0.618 |
1.2477 |
|
0.500 |
1.2469 |
|
0.382 |
1.2461 |
|
LOW |
1.2437 |
|
0.618 |
1.2397 |
|
1.000 |
1.2373 |
|
1.618 |
1.2333 |
|
2.618 |
1.2269 |
|
4.250 |
1.2165 |
|
|
| Fisher Pivots for day following 20-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2470 |
1.2456 |
| PP |
1.2470 |
1.2441 |
| S1 |
1.2469 |
1.2427 |
|