CME British Pound Future June 2022
| Trading Metrics calculated at close of trading on 03-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2022 |
03-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2484 |
1.2575 |
0.0091 |
0.7% |
1.2631 |
| High |
1.2586 |
1.2590 |
0.0004 |
0.0% |
1.2660 |
| Low |
1.2470 |
1.2484 |
0.0014 |
0.1% |
1.2458 |
| Close |
1.2567 |
1.2500 |
-0.0067 |
-0.5% |
1.2500 |
| Range |
0.0116 |
0.0106 |
-0.0010 |
-8.6% |
0.0202 |
| ATR |
0.0123 |
0.0121 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
63,135 |
58,227 |
-4,908 |
-7.8% |
373,016 |
|
| Daily Pivots for day following 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2843 |
1.2777 |
1.2558 |
|
| R3 |
1.2737 |
1.2671 |
1.2529 |
|
| R2 |
1.2631 |
1.2631 |
1.2519 |
|
| R1 |
1.2565 |
1.2565 |
1.2510 |
1.2545 |
| PP |
1.2525 |
1.2525 |
1.2525 |
1.2515 |
| S1 |
1.2459 |
1.2459 |
1.2490 |
1.2439 |
| S2 |
1.2419 |
1.2419 |
1.2481 |
|
| S3 |
1.2313 |
1.2353 |
1.2471 |
|
| S4 |
1.2207 |
1.2247 |
1.2442 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3145 |
1.3025 |
1.2611 |
|
| R3 |
1.2943 |
1.2823 |
1.2556 |
|
| R2 |
1.2741 |
1.2741 |
1.2537 |
|
| R1 |
1.2621 |
1.2621 |
1.2519 |
1.2580 |
| PP |
1.2539 |
1.2539 |
1.2539 |
1.2519 |
| S1 |
1.2419 |
1.2419 |
1.2481 |
1.2378 |
| S2 |
1.2337 |
1.2337 |
1.2463 |
|
| S3 |
1.2135 |
1.2217 |
1.2444 |
|
| S4 |
1.1933 |
1.2015 |
1.2389 |
|
|
| 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% |
0.0112 |
0.9% |
20% |
False |
False |
90,040 |
| 10 |
1.2667 |
1.2437 |
0.0230 |
1.8% |
0.0105 |
0.8% |
27% |
False |
False |
86,995 |
| 20 |
1.2667 |
1.2156 |
0.0511 |
4.1% |
0.0120 |
1.0% |
67% |
False |
False |
97,214 |
| 40 |
1.3145 |
1.2156 |
0.0989 |
7.9% |
0.0122 |
1.0% |
35% |
False |
False |
100,969 |
| 60 |
1.3294 |
1.2156 |
0.1138 |
9.1% |
0.0112 |
0.9% |
30% |
False |
False |
99,523 |
| 80 |
1.3630 |
1.2156 |
0.1474 |
11.8% |
0.0109 |
0.9% |
23% |
False |
False |
77,580 |
| 100 |
1.3737 |
1.2156 |
0.1581 |
12.6% |
0.0101 |
0.8% |
22% |
False |
False |
62,145 |
| 120 |
1.3737 |
1.2156 |
0.1581 |
12.6% |
0.0095 |
0.8% |
22% |
False |
False |
51,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3041 |
|
2.618 |
1.2868 |
|
1.618 |
1.2762 |
|
1.000 |
1.2696 |
|
0.618 |
1.2656 |
|
HIGH |
1.2590 |
|
0.618 |
1.2550 |
|
0.500 |
1.2537 |
|
0.382 |
1.2524 |
|
LOW |
1.2484 |
|
0.618 |
1.2418 |
|
1.000 |
1.2378 |
|
1.618 |
1.2312 |
|
2.618 |
1.2206 |
|
4.250 |
1.2034 |
|
|
| Fisher Pivots for day following 03-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2537 |
1.2538 |
| PP |
1.2525 |
1.2525 |
| S1 |
1.2512 |
1.2513 |
|