CME Euro FX (E) Future December 2022

Trading Metrics calculated at close of trading on 23-Sep-2022

Day Change Summary
	Previous	Current
	22-Sep-2022	23-Sep-2022	Change	Change %	Previous Week
Open	0.9904	0.9898	-0.0006	-0.1%	1.0078
High	0.9970	0.9913	-0.0057	-0.6%	1.0117
Low	0.9869	0.9728	-0.0141	-1.4%	0.9728
Close	0.9892	0.9732	-0.0160	-1.6%	0.9732
Range	0.0101	0.0185	0.0084	83.2%	0.0389
ATR	0.0109	0.0114	0.0005	5.0%	0.0000
Volume	321,019	315,213	-5,806	-1.8%	1,316,956

Daily Pivots for day following 23-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0346	1.0224	0.9834
R3	1.0161	1.0039	0.9783
R2	0.9976	0.9976	0.9766
R1	0.9854	0.9854	0.9749	0.9823
PP	0.9791	0.9791	0.9791	0.9775
S1	0.9669	0.9669	0.9715	0.9638
S2	0.9606	0.9606	0.9698
S3	0.9421	0.9484	0.9681
S4	0.9236	0.9299	0.9630

Weekly Pivots for week ending 23-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1024	1.0767	0.9946
R3	1.0636	1.0378	0.9839
R2	1.0247	1.0247	0.9803
R1	0.9990	0.9990	0.9768	0.9924
PP	0.9859	0.9859	0.9859	0.9826
S1	0.9601	0.9601	0.9696	0.9536
S2	0.9470	0.9470	0.9661
S3	0.9082	0.9213	0.9625
S4	0.8693	0.8824	0.9518

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0117	0.9728	0.0389	4.0%	0.0122	1.3%	1%	False	True	263,391
10	1.0265	0.9728	0.0537	5.5%	0.0119	1.2%	1%	False	True	253,699
20	1.0265	0.9728	0.0537	5.5%	0.0117	1.2%	1%	False	True	140,992
40	1.0465	0.9728	0.0737	7.6%	0.0105	1.1%	1%	False	True	71,629
60	1.0616	0.9728	0.0888	9.1%	0.0109	1.1%	0%	False	True	48,236
80	1.0891	0.9728	0.1163	12.0%	0.0106	1.1%	0%	False	True	36,381
100	1.0911	0.9728	0.1183	12.2%	0.0102	1.0%	0%	False	True	29,146
120	1.1193	0.9728	0.1465	15.1%	0.0094	1.0%	0%	False	True	24,325

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	0.0026
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.0699
2.618	1.0397
1.618	1.0212
1.000	1.0098
0.618	1.0027
HIGH	0.9913
0.618	0.9842
0.500	0.9821
0.382	0.9799
LOW	0.9728
0.618	0.9614
1.000	0.9543
1.618	0.9429
2.618	0.9244
4.250	0.8942

Fisher Pivots for day following 23-Sep-2022
Pivot	1 day	3 day
R1	0.9821	0.9884
PP	0.9791	0.9834
S1	0.9762	0.9783

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

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