CME Euro FX (E) Future September 2022

Trading Metrics calculated at close of trading on 13-Jan-2022

Day Change Summary
	Previous	Current
	12-Jan-2022	13-Jan-2022	Change	Change %	Previous Week
Open	1.1485	1.1540	0.0055	0.5%	1.1440
High	1.1531	1.1548	0.0017	0.1%	1.1444
Low	1.1485	1.1536	0.0051	0.4%	1.1365
Close	1.1531	1.1542	0.0011	0.1%	1.1444
Range	0.0046	0.0012	-0.0034	-73.9%	0.0079
ATR	0.0054	0.0051	-0.0003	-4.9%	0.0000
Volume	112	341	229	204.5%	125

Daily Pivots for day following 13-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1578	1.1572	1.1549
R3	1.1566	1.1560	1.1545
R2	1.1554	1.1554	1.1544
R1	1.1548	1.1548	1.1543	1.1551
PP	1.1542	1.1542	1.1542	1.1544
S1	1.1536	1.1536	1.1541	1.1539
S2	1.1530	1.1530	1.1540
S3	1.1518	1.1524	1.1539
S4	1.1506	1.1512	1.1535

Weekly Pivots for week ending 07-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1655	1.1628	1.1487
R3	1.1576	1.1549	1.1466
R2	1.1497	1.1497	1.1458
R1	1.1470	1.1470	1.1451	1.1484
PP	1.1418	1.1418	1.1418	1.1424
S1	1.1391	1.1391	1.1437	1.1405
S2	1.1339	1.1339	1.1430
S3	1.1260	1.1312	1.1422
S4	1.1181	1.1233	1.1401

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1548	1.1375	0.0173	1.5%	0.0042	0.4%	97%	True	False	134
10	1.1548	1.1365	0.0183	1.6%	0.0043	0.4%	97%	True	False	80
20	1.1548	1.1331	0.0218	1.9%	0.0041	0.4%	97%	True	False	52

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 12 trading days

Fibonacci Retracements and Extensions
4.250	1.1599
2.618	1.1579
1.618	1.1567
1.000	1.1560
0.618	1.1555
HIGH	1.1548
0.618	1.1543
0.500	1.1542
0.382	1.1541
LOW	1.1536
0.618	1.1529
1.000	1.1524
1.618	1.1517
2.618	1.1505
4.250	1.1485

Fisher Pivots for day following 13-Jan-2022
Pivot	1 day	3 day
R1	1.1542	1.1519
PP	1.1542	1.1497
S1	1.1542	1.1474

Download as Excel Spreadsheet

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

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