CME Euro FX (E) Future December 2022

Trading Metrics calculated at close of trading on 12-Aug-2022

Day Change Summary
	Previous	Current
	11-Aug-2022	12-Aug-2022	Change	Change %	Previous Week
Open	1.0398	1.0423	0.0026	0.2%	1.0274
High	1.0460	1.0423	-0.0037	-0.4%	1.0465
Low	1.0374	1.0336	-0.0038	-0.4%	1.0262
Close	1.0422	1.0363	-0.0060	-0.6%	1.0363
Range	0.0087	0.0087	0.0001	0.6%	0.0204
ATR	0.0103	0.0102	-0.0001	-1.1%	0.0000
Volume	880	1,114	234	26.6%	6,417

Daily Pivots for day following 12-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0635	1.0586	1.0410
R3	1.0548	1.0499	1.0386
R2	1.0461	1.0461	1.0378
R1	1.0412	1.0412	1.0370	1.0393
PP	1.0374	1.0374	1.0374	1.0364
S1	1.0325	1.0325	1.0355	1.0306
S2	1.0287	1.0287	1.0347
S3	1.0200	1.0238	1.0339
S4	1.0113	1.0151	1.0315

Weekly Pivots for week ending 12-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0974	1.0872	1.0474
R3	1.0770	1.0668	1.0418
R2	1.0567	1.0567	1.0400
R1	1.0465	1.0465	1.0381	1.0516
PP	1.0363	1.0363	1.0363	1.0389
S1	1.0261	1.0261	1.0344	1.0312
S2	1.0160	1.0160	1.0325
S3	0.9956	1.0058	1.0307
S4	0.9753	0.9854	1.0251

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0465	1.0262	0.0204	2.0%	0.0090	0.9%	50%	False	False	1,283
10	1.0465	1.0229	0.0237	2.3%	0.0092	0.9%	57%	False	False	1,272
20	1.0465	1.0200	0.0265	2.6%	0.0104	1.0%	61%	False	False	1,271
40	1.0750	1.0076	0.0674	6.5%	0.0108	1.0%	43%	False	False	1,229
60	1.0911	1.0076	0.0835	8.1%	0.0102	1.0%	34%	False	False	1,021
80	1.1024	1.0076	0.0948	9.1%	0.0095	0.9%	30%	False	False	814
100	1.1330	1.0076	0.1254	12.1%	0.0086	0.8%	23%	False	False	695
120	1.1510	1.0076	0.1434	13.8%	0.0087	0.8%	20%	False	False	651

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0793
2.618	1.0651
1.618	1.0564
1.000	1.0510
0.618	1.0477
HIGH	1.0423
0.618	1.0390
0.500	1.0380
0.382	1.0369
LOW	1.0336
0.618	1.0282
1.000	1.0249
1.618	1.0195
2.618	1.0108
4.250	0.9966

Fisher Pivots for day following 12-Aug-2022
Pivot	1 day	3 day
R1	1.0380	1.0384
PP	1.0374	1.0377
S1	1.0368	1.0370

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

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