CME British Pound Future June 2022
| Trading Metrics calculated at close of trading on 07-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2022 |
07-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.2486 |
1.2530 |
0.0044 |
0.4% |
1.2631 |
| High |
1.2577 |
1.2600 |
0.0023 |
0.2% |
1.2660 |
| Low |
1.2476 |
1.2431 |
-0.0045 |
-0.4% |
1.2458 |
| Close |
1.2535 |
1.2587 |
0.0052 |
0.4% |
1.2500 |
| Range |
0.0101 |
0.0169 |
0.0068 |
67.3% |
0.0202 |
| ATR |
0.0120 |
0.0123 |
0.0004 |
2.9% |
0.0000 |
| Volume |
110,516 |
160,108 |
49,592 |
44.9% |
373,016 |
|
| Daily Pivots for day following 07-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3046 |
1.2986 |
1.2680 |
|
| R3 |
1.2877 |
1.2817 |
1.2633 |
|
| R2 |
1.2708 |
1.2708 |
1.2618 |
|
| R1 |
1.2648 |
1.2648 |
1.2602 |
1.2678 |
| PP |
1.2539 |
1.2539 |
1.2539 |
1.2555 |
| S1 |
1.2479 |
1.2479 |
1.2572 |
1.2509 |
| S2 |
1.2370 |
1.2370 |
1.2556 |
|
| S3 |
1.2201 |
1.2310 |
1.2541 |
|
| S4 |
1.2032 |
1.2141 |
1.2494 |
|
|
| 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 |
1.2617 |
1.2431 |
0.0186 |
1.5% |
0.0130 |
1.0% |
84% |
False |
True |
98,745 |
| 10 |
1.2667 |
1.2431 |
0.0236 |
1.9% |
0.0114 |
0.9% |
66% |
False |
True |
98,332 |
| 20 |
1.2667 |
1.2156 |
0.0511 |
4.1% |
0.0121 |
1.0% |
84% |
False |
False |
99,184 |
| 40 |
1.3145 |
1.2156 |
0.0989 |
7.9% |
0.0125 |
1.0% |
44% |
False |
False |
103,362 |
| 60 |
1.3294 |
1.2156 |
0.1138 |
9.0% |
0.0113 |
0.9% |
38% |
False |
False |
100,364 |
| 80 |
1.3630 |
1.2156 |
0.1474 |
11.7% |
0.0110 |
0.9% |
29% |
False |
False |
80,937 |
| 100 |
1.3737 |
1.2156 |
0.1581 |
12.6% |
0.0102 |
0.8% |
27% |
False |
False |
64,851 |
| 120 |
1.3737 |
1.2156 |
0.1581 |
12.6% |
0.0097 |
0.8% |
27% |
False |
False |
54,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3318 |
|
2.618 |
1.3042 |
|
1.618 |
1.2873 |
|
1.000 |
1.2769 |
|
0.618 |
1.2704 |
|
HIGH |
1.2600 |
|
0.618 |
1.2535 |
|
0.500 |
1.2516 |
|
0.382 |
1.2496 |
|
LOW |
1.2431 |
|
0.618 |
1.2327 |
|
1.000 |
1.2262 |
|
1.618 |
1.2158 |
|
2.618 |
1.1989 |
|
4.250 |
1.1713 |
|
|
| Fisher Pivots for day following 07-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.2563 |
1.2563 |
| PP |
1.2539 |
1.2539 |
| S1 |
1.2516 |
1.2516 |
|