CME Euro FX (E) Future December 2022

Trading Metrics calculated at close of trading on 19-Oct-2022

Day Change Summary
	Previous	Current
	18-Oct-2022	19-Oct-2022	Change	Change %	Previous Week
Open	0.9886	0.9905	0.0020	0.2%	0.9786
High	0.9921	0.9917	-0.0005	0.0%	0.9856
Low	0.9857	0.9801	-0.0056	-0.6%	0.9675
Close	0.9895	0.9810	-0.0085	-0.9%	0.9770
Range	0.0064	0.0116	0.0052	80.5%	0.0181
ATR	0.0119	0.0119	0.0000	-0.2%	0.0000
Volume	170,322	196,749	26,427	15.5%	1,006,194

Daily Pivots for day following 19-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0189	1.0115	0.9874
R3	1.0074	1.0000	0.9842
R2	0.9958	0.9958	0.9831
R1	0.9884	0.9884	0.9821	0.9863
PP	0.9843	0.9843	0.9843	0.9832
S1	0.9769	0.9769	0.9799	0.9748
S2	0.9727	0.9727	0.9789
S3	0.9612	0.9653	0.9778
S4	0.9496	0.9538	0.9746

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	0.9921	0.9675	0.0246	2.5%	0.0119	1.2%	55%	False	False	204,196
10	0.9977	0.9675	0.0302	3.1%	0.0107	1.1%	45%	False	False	194,951
20	1.0055	0.9592	0.0463	4.7%	0.0129	1.3%	47%	False	False	243,075
40	1.0265	0.9592	0.0673	6.9%	0.0120	1.2%	32%	False	False	176,373
60	1.0465	0.9592	0.0873	8.9%	0.0112	1.1%	25%	False	False	118,217
80	1.0744	0.9592	0.1152	11.7%	0.0113	1.1%	19%	False	False	89,005
100	1.0911	0.9592	0.1319	13.4%	0.0110	1.1%	17%	False	False	71,369
120	1.0911	0.9592	0.1319	13.4%	0.0105	1.1%	17%	False	False	59,499

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	0.0030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0407
2.618	1.0219
1.618	1.0103
1.000	1.0032
0.618	0.9988
HIGH	0.9917
0.618	0.9872
0.500	0.9859
0.382	0.9845
LOW	0.9801
0.618	0.9730
1.000	0.9686
1.618	0.9614
2.618	0.9499
4.250	0.9310

Fisher Pivots for day following 19-Oct-2022
Pivot	1 day	3 day
R1	0.9859	0.9844
PP	0.9843	0.9832
S1	0.9826	0.9821

Download as Excel Spreadsheet

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

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