CME Euro FX (E) Future December 2022

Trading Metrics calculated at close of trading on 01-Apr-2022

Day Change Summary
	Previous	Current
	31-Mar-2022	01-Apr-2022	Change	Change %	Previous Week
Open	1.1296	1.1221	-0.0076	-0.7%	1.1144
High	1.1296	1.1234	-0.0062	-0.5%	1.1330
Low	1.1230	1.1193	-0.0037	-0.3%	1.1117
Close	1.1230	1.1203	-0.0027	-0.2%	1.1203
Range	0.0067	0.0042	-0.0025	-37.6%	0.0213
ATR	0.0083	0.0080	-0.0003	-3.6%	0.0000
Volume	60	224	164	273.3%	1,157

Daily Pivots for day following 01-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1334	1.1310	1.1225
R3	1.1293	1.1268	1.1214
R2	1.1251	1.1251	1.1210
R1	1.1227	1.1227	1.1206	1.1218
PP	1.1210	1.1210	1.1210	1.1205
S1	1.1185	1.1185	1.1199	1.1177
S2	1.1168	1.1168	1.1195
S3	1.1127	1.1144	1.1191
S4	1.1085	1.1102	1.1180

Weekly Pivots for week ending 01-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1854	1.1741	1.1319
R3	1.1641	1.1528	1.1261
R2	1.1429	1.1429	1.1241
R1	1.1316	1.1316	1.1222	1.1372
PP	1.1216	1.1216	1.1216	1.1245
S1	1.1103	1.1103	1.1183	1.1160
S2	1.1004	1.1004	1.1164
S3	1.0791	1.0891	1.1144
S4	1.0579	1.0678	1.1086

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1330	1.1117	0.0213	1.9%	0.0071	0.6%	40%	False	False	231
10	1.1330	1.1117	0.0213	1.9%	0.0056	0.5%	40%	False	False	223
20	1.1330	1.0954	0.0376	3.4%	0.0075	0.7%	66%	False	False	254
40	1.1611	1.0954	0.0657	5.9%	0.0070	0.6%	38%	False	False	291
60	1.1611	1.0954	0.0657	5.9%	0.0056	0.5%	38%	False	False	227
80	1.1611	1.0954	0.0657	5.9%	0.0049	0.4%	38%	False	False	171
100	1.1713	1.0954	0.0759	6.8%	0.0045	0.4%	33%	False	False	151
120	1.1809	1.0954	0.0855	7.6%	0.0040	0.4%	29%	False	False	133

Crabel Price Patterns
NR	True
NR4	True
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	0.0009
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1410
2.618	1.1343
1.618	1.1301
1.000	1.1276
0.618	1.1260
HIGH	1.1234
0.618	1.1218
0.500	1.1213
0.382	1.1208
LOW	1.1193
0.618	1.1167
1.000	1.1151
1.618	1.1125
2.618	1.1084
4.250	1.1016

Fisher Pivots for day following 01-Apr-2022
Pivot	1 day	3 day
R1	1.1213	1.1261
PP	1.1210	1.1242
S1	1.1206	1.1222

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

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