CME Euro FX (E) Future December 2022

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

Day Change Summary
	Previous	Current
	25-Mar-2022	28-Mar-2022	Change	Change %	Previous Week
Open	1.1183	1.1144	-0.0039	-0.3%	1.1193
High	1.1200	1.1157	-0.0043	-0.4%	1.1202
Low	1.1146	1.1117	-0.0029	-0.3%	1.1131
Close	1.1153	1.1157	0.0004	0.0%	1.1153
Range	0.0054	0.0040	-0.0014	-25.2%	0.0072
ATR	0.0079	0.0076	-0.0003	-3.5%	0.0000
Volume	285	201	-84	-29.5%	1,073

Daily Pivots for day following 28-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1264	1.1250	1.1179
R3	1.1224	1.1210	1.1168
R2	1.1184	1.1184	1.1164
R1	1.1170	1.1170	1.1161	1.1177
PP	1.1144	1.1144	1.1144	1.1147
S1	1.1130	1.1130	1.1153	1.1137
S2	1.1104	1.1104	1.1150
S3	1.1064	1.1090	1.1146
S4	1.1024	1.1050	1.1135

Weekly Pivots for week ending 25-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1376	1.1336	1.1192
R3	1.1305	1.1265	1.1173
R2	1.1233	1.1233	1.1166
R1	1.1193	1.1193	1.1160	1.1178
PP	1.1162	1.1162	1.1162	1.1154
S1	1.1122	1.1122	1.1146	1.1106
S2	1.1090	1.1090	1.1140
S3	1.1019	1.1050	1.1133
S4	1.0947	1.0979	1.1114

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1201	1.1117	0.0084	0.7%	0.0042	0.4%	48%	False	True	251
10	1.1269	1.1079	0.0190	1.7%	0.0058	0.5%	41%	False	False	156
20	1.1354	1.0954	0.0400	3.6%	0.0079	0.7%	51%	False	False	385
40	1.1611	1.0954	0.0657	5.9%	0.0066	0.6%	31%	False	False	276
60	1.1611	1.0954	0.0657	5.9%	0.0053	0.5%	31%	False	False	211
80	1.1611	1.0954	0.0657	5.9%	0.0046	0.4%	31%	False	False	160
100	1.1733	1.0954	0.0779	7.0%	0.0043	0.4%	26%	False	False	142
120	1.1809	1.0954	0.0855	7.7%	0.0038	0.3%	24%	False	False	125

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	True
Bull Hook	False
Stretch	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1327
2.618	1.1262
1.618	1.1222
1.000	1.1197
0.618	1.1182
HIGH	1.1157
0.618	1.1142
0.500	1.1137
0.382	1.1132
LOW	1.1117
0.618	1.1092
1.000	1.1077
1.618	1.1052
2.618	1.1012
4.250	1.0947

Fisher Pivots for day following 28-Mar-2022
Pivot	1 day	3 day
R1	1.1150	1.1158
PP	1.1144	1.1158
S1	1.1137	1.1157

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

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