CME Euro FX (E) Future September 2022

Trading Metrics calculated at close of trading on 21-Jan-2022

Day Change Summary
	Previous	Current
	20-Jan-2022	21-Jan-2022	Change	Change %	Previous Week
Open	1.1429	1.1425	-0.0004	0.0%	1.1509
High	1.1431	1.1438	0.0007	0.1%	1.1512
Low	1.1393	1.1414	0.0022	0.2%	1.1393
Close	1.1396	1.1423	0.0027	0.2%	1.1423
Range	0.0039	0.0024	-0.0015	-37.7%	0.0120
ATR	0.0054	0.0053	-0.0001	-1.5%	0.0000
Volume	189	176	-13	-6.9%	695

Daily Pivots for day following 21-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1497	1.1484	1.1436
R3	1.1473	1.1460	1.1430
R2	1.1449	1.1449	1.1427
R1	1.1436	1.1436	1.1425	1.1431
PP	1.1425	1.1425	1.1425	1.1422
S1	1.1412	1.1412	1.1421	1.1407
S2	1.1401	1.1401	1.1419
S3	1.1377	1.1388	1.1416
S4	1.1353	1.1364	1.1410

Weekly Pivots for week ending 21-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1801	1.1732	1.1489
R3	1.1682	1.1612	1.1456
R2	1.1562	1.1562	1.1445
R1	1.1493	1.1493	1.1434	1.1468
PP	1.1443	1.1443	1.1443	1.1430
S1	1.1373	1.1373	1.1412	1.1348
S2	1.1323	1.1323	1.1401
S3	1.1204	1.1254	1.1390
S4	1.1084	1.1134	1.1357

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1560	1.1393	0.0168	1.5%	0.0050	0.4%	18%	False	False	149
10	1.1560	1.1375	0.0185	1.6%	0.0046	0.4%	26%	False	False	142
20	1.1560	1.1365	0.0195	1.7%	0.0042	0.4%	30%	False	False	82
40	1.1560	1.1291	0.0269	2.4%	0.0040	0.3%	49%	False	False	48

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	0.0004
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1540
2.618	1.1501
1.618	1.1477
1.000	1.1462
0.618	1.1453
HIGH	1.1438
0.618	1.1429
0.500	1.1426
0.382	1.1423
LOW	1.1414
0.618	1.1399
1.000	1.1390
1.618	1.1375
2.618	1.1351
4.250	1.1312

Fisher Pivots for day following 21-Jan-2022
Pivot	1 day	3 day
R1	1.1426	1.1420
PP	1.1425	1.1418
S1	1.1424	1.1415

Download as Excel Spreadsheet

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

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