CME Euro FX (E) Future September 2022

Trading Metrics calculated at close of trading on 28-Jan-2022

Day Change Summary
	Previous	Current
	27-Jan-2022	28-Jan-2022	Change	Change %	Previous Week
Open	1.1265	1.1222	-0.0044	-0.4%	1.1414
High	1.1265	1.1258	-0.0008	-0.1%	1.1414
Low	1.1220	1.1210	-0.0011	-0.1%	1.1210
Close	1.1227	1.1231	0.0005	0.0%	1.1231
Range	0.0045	0.0048	0.0003	6.7%	0.0205
ATR	0.0057	0.0057	-0.0001	-1.2%	0.0000
Volume	158	138	-20	-12.7%	568

Daily Pivots for day following 28-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1377	1.1352	1.1257
R3	1.1329	1.1304	1.1244
R2	1.1281	1.1281	1.1240
R1	1.1256	1.1256	1.1235	1.1268
PP	1.1233	1.1233	1.1233	1.1239
S1	1.1208	1.1208	1.1227	1.1220
S2	1.1185	1.1185	1.1222
S3	1.1137	1.1160	1.1218
S4	1.1089	1.1112	1.1205

Weekly Pivots for week ending 28-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1898	1.1769	1.1343
R3	1.1694	1.1565	1.1287
R2	1.1489	1.1489	1.1268
R1	1.1360	1.1360	1.1250	1.1323
PP	1.1285	1.1285	1.1285	1.1266
S1	1.1156	1.1156	1.1212	1.1118
S2	1.1080	1.1080	1.1194
S3	1.0876	1.0951	1.1175
S4	1.0671	1.0747	1.1119

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1414	1.1210	0.0205	1.8%	0.0041	0.4%	11%	False	True	113
10	1.1560	1.1210	0.0351	3.1%	0.0046	0.4%	6%	False	True	131
20	1.1560	1.1210	0.0351	3.1%	0.0044	0.4%	6%	False	True	106
40	1.1560	1.1210	0.0351	3.1%	0.0041	0.4%	6%	False	True	60

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	0.0005
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.1462
2.618	1.1383
1.618	1.1335
1.000	1.1306
0.618	1.1287
HIGH	1.1258
0.618	1.1239
0.500	1.1234
0.382	1.1228
LOW	1.1210
0.618	1.1180
1.000	1.1162
1.618	1.1132
2.618	1.1084
4.250	1.1006

Fisher Pivots for day following 28-Jan-2022
Pivot	1 day	3 day
R1	1.1234	1.1288
PP	1.1233	1.1269
S1	1.1232	1.1250

Download as Excel Spreadsheet

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

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