CME Euro FX (E) Future March 2023

Trading Metrics calculated at close of trading on 13-Sep-2022

Day Change Summary
	Previous	Current
	12-Sep-2022	13-Sep-2022	Change	Change %	Previous Week
Open	1.0223	1.0275	0.0053	0.5%	1.0079
High	1.0322	1.0310	-0.0012	-0.1%	1.0239
Low	1.0210	1.0111	-0.0099	-1.0%	1.0000
Close	1.0248	1.0115	-0.0134	-1.3%	1.0174
Range	0.0112	0.0199	0.0087	77.7%	0.0239
ATR	0.0092	0.0100	0.0008	8.3%	0.0000
Volume	1,042	545	-497	-47.7%	4,995

Daily Pivots for day following 13-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0776	1.0644	1.0224
R3	1.0577	1.0445	1.0169
R2	1.0378	1.0378	1.0151
R1	1.0246	1.0246	1.0133	1.0212
PP	1.0179	1.0179	1.0179	1.0162
S1	1.0047	1.0047	1.0096	1.0013
S2	0.9980	0.9980	1.0078
S3	0.9781	0.9848	1.0060
S4	0.9582	0.9649	1.0005

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	1.0020	0.0302	3.0%	0.0124	1.2%	31%	False	False	1,010
10	1.0322	1.0000	0.0322	3.2%	0.0106	1.0%	36%	False	False	763
20	1.0350	1.0000	0.0350	3.5%	0.0091	0.9%	33%	False	False	608
40	1.0524	1.0000	0.0524	5.2%	0.0077	0.8%	22%	False	False	337

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	0.0017
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	1.1156
2.618	1.0831
1.618	1.0632
1.000	1.0509
0.618	1.0433
HIGH	1.0310
0.618	1.0234
0.500	1.0211
0.382	1.0187
LOW	1.0111
0.618	0.9988
1.000	0.9912
1.618	0.9789
2.618	0.9590
4.250	0.9265

Fisher Pivots for day following 13-Sep-2022
Pivot	1 day	3 day
R1	1.0211	1.0216
PP	1.0179	1.0182
S1	1.0147	1.0148

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

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