CME Euro FX (E) Future September 2022

Trading Metrics calculated at close of trading on 27-Jan-2022

Day Change Summary
	Previous	Current
	26-Jan-2022	27-Jan-2022	Change	Change %	Previous Week
Open	1.1366	1.1265	-0.0101	-0.9%	1.1509
High	1.1366	1.1265	-0.0101	-0.9%	1.1512
Low	1.1324	1.1220	-0.0104	-0.9%	1.1393
Close	1.1336	1.1227	-0.0110	-1.0%	1.1423
Range	0.0042	0.0045	0.0004	8.4%	0.0120
ATR	0.0053	0.0057	0.0005	8.6%	0.0000
Volume	85	158	73	85.9%	695

Daily Pivots for day following 27-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1372	1.1344	1.1251
R3	1.1327	1.1299	1.1239
R2	1.1282	1.1282	1.1235
R1	1.1254	1.1254	1.1231	1.1246
PP	1.1237	1.1237	1.1237	1.1233
S1	1.1209	1.1209	1.1222	1.1201
S2	1.1192	1.1192	1.1218
S3	1.1147	1.1164	1.1214
S4	1.1102	1.1119	1.1202

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	1.1438	1.1220	0.0218	1.9%	0.0036	0.3%	3%	False	True	121
10	1.1560	1.1220	0.0340	3.0%	0.0042	0.4%	2%	False	True	151
20	1.1560	1.1220	0.0340	3.0%	0.0044	0.4%	2%	False	True	101
40	1.1560	1.1220	0.0340	3.0%	0.0041	0.4%	2%	False	True	58

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.1456
2.618	1.1383
1.618	1.1338
1.000	1.1310
0.618	1.1293
HIGH	1.1265
0.618	1.1248
0.500	1.1243
0.382	1.1237
LOW	1.1220
0.618	1.1192
1.000	1.1175
1.618	1.1147
2.618	1.1102
4.250	1.1029

Fisher Pivots for day following 27-Jan-2022
Pivot	1 day	3 day
R1	1.1243	1.1304
PP	1.1237	1.1278
S1	1.1232	1.1252

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

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