CME Euro FX (E) Future December 2022

Trading Metrics calculated at close of trading on 17-Oct-2022

Day Change Summary
	Previous	Current
	14-Oct-2022	17-Oct-2022	Change	Change %	Previous Week
Open	0.9826	0.9768	-0.0059	-0.6%	0.9786
High	0.9856	0.9899	0.0043	0.4%	0.9856
Low	0.9754	0.9766	0.0013	0.1%	0.9675
Close	0.9770	0.9894	0.0124	1.3%	0.9770
Range	0.0102	0.0133	0.0031	29.9%	0.0181
ATR	0.0123	0.0123	0.0001	0.6%	0.0000
Volume	213,435	183,633	-29,802	-14.0%	1,006,194

Daily Pivots for day following 17-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0250	1.0204	0.9966
R3	1.0118	1.0072	0.9930
R2	0.9985	0.9985	0.9918
R1	0.9939	0.9939	0.9906	0.9962
PP	0.9853	0.9853	0.9853	0.9864
S1	0.9807	0.9807	0.9881	0.9830
S2	0.9720	0.9720	0.9869
S3	0.9588	0.9674	0.9857
S4	0.9455	0.9542	0.9821

Weekly Pivots for week ending 14-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0308	1.0220	0.9869
R3	1.0128	1.0039	0.9820
R2	0.9947	0.9947	0.9803
R1	0.9859	0.9859	0.9787	0.9813
PP	0.9767	0.9767	0.9767	0.9744
S1	0.9678	0.9678	0.9753	0.9632
S2	0.9586	0.9586	0.9737
S3	0.9406	0.9498	0.9720
S4	0.9225	0.9317	0.9671

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9899	0.9675	0.0224	2.3%	0.0117	1.2%	98%	True	False	202,134
10	1.0055	0.9675	0.0380	3.8%	0.0125	1.3%	58%	False	False	209,383
20	1.0117	0.9592	0.0525	5.3%	0.0133	1.3%	57%	False	False	251,523
40	1.0265	0.9592	0.0673	6.8%	0.0121	1.2%	45%	False	False	167,410
60	1.0465	0.9592	0.0873	8.8%	0.0112	1.1%	35%	False	False	112,128
80	1.0750	0.9592	0.1158	11.7%	0.0112	1.1%	26%	False	False	84,443
100	1.0911	0.9592	0.1319	13.3%	0.0109	1.1%	23%	False	False	67,703
120	1.0911	0.9592	0.1319	13.3%	0.0105	1.1%	23%	False	False	56,443

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	0.0029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0462
2.618	1.0245
1.618	1.0113
1.000	1.0031
0.618	0.9980
HIGH	0.9899
0.618	0.9848
0.500	0.9832
0.382	0.9817
LOW	0.9766
0.618	0.9684
1.000	0.9634
1.618	0.9552
2.618	0.9419
4.250	0.9203

Fisher Pivots for day following 17-Oct-2022
Pivot	1 day	3 day
R1	0.9873	0.9858
PP	0.9853	0.9822
S1	0.9832	0.9787

Download as Excel Spreadsheet

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

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