CME Euro FX (E) Future March 2023

Trading Metrics calculated at close of trading on 14-Sep-2022

Day Change Summary
	Previous	Current
	13-Sep-2022	14-Sep-2022	Change	Change %	Previous Week
Open	1.0275	1.0100	-0.0175	-1.7%	1.0079
High	1.0310	1.0157	-0.0153	-1.5%	1.0239
Low	1.0111	1.0100	-0.0011	-0.1%	1.0000
Close	1.0115	1.0117	0.0003	0.0%	1.0174
Range	0.0199	0.0057	-0.0142	-71.4%	0.0239
ATR	0.0100	0.0097	-0.0003	-3.1%	0.0000
Volume	545	1,433	888	162.9%	4,995

Daily Pivots for day following 14-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0296	1.0263	1.0148
R3	1.0239	1.0206	1.0133
R2	1.0182	1.0182	1.0127
R1	1.0149	1.0149	1.0122	1.0166
PP	1.0125	1.0125	1.0125	1.0133
S1	1.0092	1.0092	1.0112	1.0109
S2	1.0068	1.0068	1.0107
S3	1.0011	1.0035	1.0101
S4	0.9954	0.9978	1.0086

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	1.0072	0.0250	2.5%	0.0114	1.1%	18%	False	False	939
10	1.0322	1.0000	0.0322	3.2%	0.0108	1.1%	36%	False	False	880
20	1.0350	1.0000	0.0350	3.5%	0.0092	0.9%	33%	False	False	672
40	1.0524	1.0000	0.0524	5.2%	0.0078	0.8%	22%	False	False	372

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	True
Bull Hook	False
Stretch	0.0017
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.0399
2.618	1.0306
1.618	1.0249
1.000	1.0214
0.618	1.0192
HIGH	1.0157
0.618	1.0135
0.500	1.0129
0.382	1.0122
LOW	1.0100
0.618	1.0065
1.000	1.0043
1.618	1.0008
2.618	0.9951
4.250	0.9858

Fisher Pivots for day following 14-Sep-2022
Pivot	1 day	3 day
R1	1.0129	1.0211
PP	1.0125	1.0180
S1	1.0121	1.0148

Download as Excel Spreadsheet

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

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