CME British Pound Future June 2022
| Trading Metrics calculated at close of trading on 02-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2022 |
02-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2599 |
1.2484 |
-0.0115 |
-0.9% |
1.2487 |
| High |
1.2617 |
1.2586 |
-0.0031 |
-0.2% |
1.2667 |
| Low |
1.2458 |
1.2470 |
0.0012 |
0.1% |
1.2472 |
| Close |
1.2493 |
1.2567 |
0.0074 |
0.6% |
1.2626 |
| Range |
0.0159 |
0.0116 |
-0.0043 |
-27.0% |
0.0195 |
| ATR |
0.0123 |
0.0123 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
101,742 |
63,135 |
-38,607 |
-37.9% |
419,069 |
|
| Daily Pivots for day following 02-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2889 |
1.2844 |
1.2631 |
|
| R3 |
1.2773 |
1.2728 |
1.2599 |
|
| R2 |
1.2657 |
1.2657 |
1.2588 |
|
| R1 |
1.2612 |
1.2612 |
1.2578 |
1.2635 |
| PP |
1.2541 |
1.2541 |
1.2541 |
1.2552 |
| S1 |
1.2496 |
1.2496 |
1.2556 |
1.2519 |
| S2 |
1.2425 |
1.2425 |
1.2546 |
|
| S3 |
1.2309 |
1.2380 |
1.2535 |
|
| S4 |
1.2193 |
1.2264 |
1.2503 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3173 |
1.3095 |
1.2733 |
|
| R3 |
1.2978 |
1.2900 |
1.2680 |
|
| R2 |
1.2783 |
1.2783 |
1.2662 |
|
| R1 |
1.2705 |
1.2705 |
1.2644 |
1.2744 |
| PP |
1.2588 |
1.2588 |
1.2588 |
1.2608 |
| S1 |
1.2510 |
1.2510 |
1.2608 |
1.2549 |
| S2 |
1.2393 |
1.2393 |
1.2590 |
|
| S3 |
1.2198 |
1.2315 |
1.2572 |
|
| S4 |
1.2003 |
1.2120 |
1.2519 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2667 |
1.2458 |
0.0209 |
1.7% |
0.0105 |
0.8% |
52% |
False |
False |
92,513 |
| 10 |
1.2667 |
1.2337 |
0.0330 |
2.6% |
0.0113 |
0.9% |
70% |
False |
False |
91,721 |
| 20 |
1.2667 |
1.2156 |
0.0511 |
4.1% |
0.0130 |
1.0% |
80% |
False |
False |
102,941 |
| 40 |
1.3145 |
1.2156 |
0.0989 |
7.9% |
0.0121 |
1.0% |
42% |
False |
False |
101,651 |
| 60 |
1.3294 |
1.2156 |
0.1138 |
9.1% |
0.0112 |
0.9% |
36% |
False |
False |
100,378 |
| 80 |
1.3630 |
1.2156 |
0.1474 |
11.7% |
0.0108 |
0.9% |
28% |
False |
False |
76,861 |
| 100 |
1.3737 |
1.2156 |
0.1581 |
12.6% |
0.0100 |
0.8% |
26% |
False |
False |
61,563 |
| 120 |
1.3737 |
1.2156 |
0.1581 |
12.6% |
0.0095 |
0.8% |
26% |
False |
False |
51,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3079 |
|
2.618 |
1.2890 |
|
1.618 |
1.2774 |
|
1.000 |
1.2702 |
|
0.618 |
1.2658 |
|
HIGH |
1.2586 |
|
0.618 |
1.2542 |
|
0.500 |
1.2528 |
|
0.382 |
1.2514 |
|
LOW |
1.2470 |
|
0.618 |
1.2398 |
|
1.000 |
1.2354 |
|
1.618 |
1.2282 |
|
2.618 |
1.2166 |
|
4.250 |
1.1977 |
|
|
| Fisher Pivots for day following 02-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2554 |
1.2564 |
| PP |
1.2541 |
1.2562 |
| S1 |
1.2528 |
1.2559 |
|