CME Euro FX (E) Future September 2022

Trading Metrics calculated at close of trading on 04-Jan-2022

Day Change Summary
	Previous	Current
	03-Jan-2022	04-Jan-2022	Change	Change %	Previous Week
Open	1.1440	1.1366	-0.0074	-0.6%	1.1401
High	1.1440	1.1387	-0.0053	-0.5%	1.1457
Low	1.1372	1.1365	-0.0007	-0.1%	1.1370
Close	1.1377	1.1365	-0.0012	-0.1%	1.1465
Range	0.0069	0.0022	-0.0047	-67.9%	0.0087
ATR	0.0054	0.0051	-0.0002	-4.2%	0.0000
Volume	7	11	4	57.1%	95

Daily Pivots for day following 04-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1438	1.1424	1.1377
R3	1.1416	1.1402	1.1371
R2	1.1394	1.1394	1.1369
R1	1.1380	1.1380	1.1367	1.1376
PP	1.1372	1.1372	1.1372	1.1371
S1	1.1358	1.1358	1.1363	1.1354
S2	1.1350	1.1350	1.1361
S3	1.1328	1.1336	1.1359
S4	1.1306	1.1314	1.1353

Weekly Pivots for week ending 31-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1692	1.1665	1.1512
R3	1.1605	1.1578	1.1488
R2	1.1518	1.1518	1.1480
R1	1.1491	1.1491	1.1472	1.1504
PP	1.1431	1.1431	1.1431	1.1437
S1	1.1404	1.1404	1.1457	1.1417
S2	1.1344	1.1344	1.1449
S3	1.1257	1.1317	1.1441
S4	1.1170	1.1230	1.1417

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1457	1.1365	0.0092	0.8%	0.0055	0.5%	0%	False	True	18
10	1.1457	1.1364	0.0093	0.8%	0.0040	0.4%	1%	False	False	15
20	1.1457	1.1331	0.0127	1.1%	0.0041	0.4%	27%	False	False	16

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0005
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1481
2.618	1.1445
1.618	1.1423
1.000	1.1409
0.618	1.1401
HIGH	1.1387
0.618	1.1379
0.500	1.1376
0.382	1.1373
LOW	1.1365
0.618	1.1351
1.000	1.1343
1.618	1.1329
2.618	1.1307
4.250	1.1272

Fisher Pivots for day following 04-Jan-2022
Pivot	1 day	3 day
R1	1.1376	1.1411
PP	1.1372	1.1396
S1	1.1369	1.1380

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

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