CME Euro FX (E) Future December 2022

Trading Metrics calculated at close of trading on 10-Oct-2022

Day Change Summary
	Previous	Current
	07-Oct-2022	10-Oct-2022	Change	Change %	Previous Week
Open	0.9842	0.9786	-0.0057	-0.6%	0.9847
High	0.9867	0.9803	-0.0064	-0.6%	1.0055
Low	0.9776	0.9730	-0.0046	-0.5%	0.9776
Close	0.9786	0.9753	-0.0033	-0.3%	0.9786
Range	0.0091	0.0073	-0.0018	-19.8%	0.0279
ATR	0.0130	0.0126	-0.0004	-3.1%	0.0000
Volume	191,581	179,155	-12,426	-6.5%	1,113,354

Daily Pivots for day following 10-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.9981	0.9940	0.9793
R3	0.9908	0.9867	0.9773
R2	0.9835	0.9835	0.9766
R1	0.9794	0.9794	0.9760	0.9778
PP	0.9762	0.9762	0.9762	0.9754
S1	0.9721	0.9721	0.9746	0.9705
S2	0.9689	0.9689	0.9740
S3	0.9616	0.9648	0.9733
S4	0.9543	0.9575	0.9713

Weekly Pivots for week ending 07-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0708	1.0525	0.9939
R3	1.0429	1.0247	0.9862
R2	1.0151	1.0151	0.9837
R1	0.9968	0.9968	0.9811	0.9920
PP	0.9872	0.9872	0.9872	0.9848
S1	0.9690	0.9690	0.9760	0.9642
S2	0.9594	0.9594	0.9734
S3	0.9315	0.9411	0.9709
S4	0.9037	0.9133	0.9632

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0055	0.9730	0.0325	3.3%	0.0132	1.4%	7%	False	True	216,633
10	1.0055	0.9592	0.0463	4.7%	0.0137	1.4%	35%	False	False	250,086
20	1.0255	0.9592	0.0663	6.8%	0.0129	1.3%	24%	False	False	263,050
40	1.0364	0.9592	0.0772	7.9%	0.0117	1.2%	21%	False	False	142,483
60	1.0465	0.9592	0.0873	9.0%	0.0113	1.2%	18%	False	False	95,412
80	1.0750	0.9592	0.1158	11.9%	0.0112	1.2%	14%	False	False	71,856
100	1.0911	0.9592	0.1319	13.5%	0.0108	1.1%	12%	False	False	57,605
120	1.1024	0.9592	0.1432	14.7%	0.0103	1.1%	11%	False	False	48,037

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0036
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1.0113
2.618	0.9994
1.618	0.9921
1.000	0.9876
0.618	0.9848
HIGH	0.9803
0.618	0.9775
0.500	0.9767
0.382	0.9758
LOW	0.9730
0.618	0.9685
1.000	0.9657
1.618	0.9612
2.618	0.9539
4.250	0.9420

Fisher Pivots for day following 10-Oct-2022
Pivot	1 day	3 day
R1	0.9767	0.9854
PP	0.9762	0.9820
S1	0.9758	0.9787

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

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