CME Euro FX (E) Future March 2022

Trading Metrics calculated at close of trading on 30-Sep-2021

Day Change Summary
	Previous	Current
	29-Sep-2021	30-Sep-2021	Change	Change %	Previous Week
Open	1.1727	1.1639	-0.0088	-0.8%	1.1770
High	1.1733	1.1651	-0.0082	-0.7%	1.1800
Low	1.1633	1.1604	-0.0029	-0.2%	1.1728
Close	1.1644	1.1625	-0.0019	-0.2%	1.1760
Range	0.0100	0.0048	-0.0053	-52.5%	0.0073
ATR	0.0051	0.0051	0.0000	-0.5%	0.0000
Volume	749	1,365	616	82.2%	1,617

Daily Pivots for day following 30-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1769	1.1745	1.1651
R3	1.1722	1.1697	1.1638
R2	1.1674	1.1674	1.1634
R1	1.1650	1.1650	1.1629	1.1638
PP	1.1627	1.1627	1.1627	1.1621
S1	1.1602	1.1602	1.1621	1.1591
S2	1.1579	1.1579	1.1616
S3	1.1532	1.1555	1.1612
S4	1.1484	1.1507	1.1599

Weekly Pivots for week ending 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1980	1.1942	1.1799
R3	1.1907	1.1870	1.1779
R2	1.1835	1.1835	1.1773
R1	1.1797	1.1797	1.1766	1.1780
PP	1.1762	1.1762	1.1762	1.1754
S1	1.1725	1.1725	1.1753	1.1707
S2	1.1690	1.1690	1.1746
S3	1.1617	1.1652	1.1740
S4	1.1545	1.1580	1.1720

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1792	1.1604	0.0188	1.6%	0.0054	0.5%	11%	False	True	707
10	1.1835	1.1604	0.0231	2.0%	0.0054	0.5%	9%	False	True	520
20	1.1956	1.1604	0.0353	3.0%	0.0048	0.4%	6%	False	True	521
40	1.1956	1.1604	0.0353	3.0%	0.0046	0.4%	6%	False	True	279
60	1.1965	1.1604	0.0361	3.1%	0.0048	0.4%	6%	False	True	196
80	1.2286	1.1604	0.0683	5.9%	0.0051	0.4%	3%	False	True	154
100	1.2334	1.1604	0.0731	6.3%	0.0050	0.4%	3%	False	True	214

Crabel Price Patterns
NR	True
NR4	False
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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1853
2.618	1.1775
1.618	1.1728
1.000	1.1699
0.618	1.1680
HIGH	1.1651
0.618	1.1633
0.500	1.1627
0.382	1.1622
LOW	1.1604
0.618	1.1574
1.000	1.1556
1.618	1.1527
2.618	1.1479
4.250	1.1402

Fisher Pivots for day following 30-Sep-2021
Pivot	1 day	3 day
R1	1.1627	1.1675
PP	1.1627	1.1658
S1	1.1626	1.1642

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

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