CME Euro FX (E) Future March 2023

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

Day Change Summary
	Previous	Current
	09-Sep-2022	12-Sep-2022	Change	Change %	Previous Week
Open	1.0127	1.0223	0.0096	0.9%	1.0079
High	1.0239	1.0322	0.0083	0.8%	1.0239
Low	1.0127	1.0210	0.0083	0.8%	1.0000
Close	1.0174	1.0248	0.0075	0.7%	1.0174
Range	0.0112	0.0112	0.0001	0.4%	0.0239
ATR	0.0088	0.0092	0.0004	4.9%	0.0000
Volume	224	1,042	818	365.2%	4,995

Daily Pivots for day following 12-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0596	1.0534	1.0310
R3	1.0484	1.0422	1.0279
R2	1.0372	1.0372	1.0269
R1	1.0310	1.0310	1.0258	1.0341
PP	1.0260	1.0260	1.0260	1.0275
S1	1.0198	1.0198	1.0238	1.0229
S2	1.0148	1.0148	1.0227
S3	1.0036	1.0086	1.0217
S4	0.9924	0.9974	1.0186

Weekly Pivots for week ending 09-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0853	1.0752	1.0305
R3	1.0614	1.0513	1.0239
R2	1.0376	1.0376	1.0217
R1	1.0275	1.0275	1.0195	1.0325
PP	1.0137	1.0137	1.0137	1.0163
S1	1.0036	1.0036	1.0152	1.0087
S2	0.9899	0.9899	1.0130
S3	0.9660	0.9798	1.0108
S4	0.9422	0.9559	1.0042

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0322	1.0000	0.0322	3.1%	0.0105	1.0%	77%	True	False	1,207
10	1.0322	1.0000	0.0322	3.1%	0.0094	0.9%	77%	True	False	724
20	1.0413	1.0000	0.0413	4.0%	0.0085	0.8%	60%	False	False	582
40	1.0524	1.0000	0.0524	5.1%	0.0075	0.7%	47%	False	False	324

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0798
2.618	1.0615
1.618	1.0503
1.000	1.0434
0.618	1.0391
HIGH	1.0322
0.618	1.0279
0.500	1.0266
0.382	1.0252
LOW	1.0210
0.618	1.0140
1.000	1.0098
1.618	1.0028
2.618	0.9916
4.250	0.9734

Fisher Pivots for day following 12-Sep-2022
Pivot	1 day	3 day
R1	1.0266	1.0231
PP	1.0260	1.0214
S1	1.0254	1.0197

Download as Excel Spreadsheet

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

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