CME Euro FX (E) Future March 2023

Trading Metrics calculated at close of trading on 15-Sep-2022

Day Change Summary
	Previous	Current
	14-Sep-2022	15-Sep-2022	Change	Change %	Previous Week
Open	1.0100	1.0109	0.0009	0.1%	1.0079
High	1.0157	1.0145	-0.0012	-0.1%	1.0239
Low	1.0100	1.0109	0.0009	0.1%	1.0000
Close	1.0117	1.0126	0.0009	0.1%	1.0174
Range	0.0057	0.0037	-0.0021	-36.0%	0.0239
ATR	0.0097	0.0093	-0.0004	-4.5%	0.0000
Volume	1,433	1,860	427	29.8%	4,995

Daily Pivots for day following 15-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0236	1.0217	1.0146
R3	1.0199	1.0181	1.0136
R2	1.0163	1.0163	1.0132
R1	1.0144	1.0144	1.0129	1.0154
PP	1.0126	1.0126	1.0126	1.0131
S1	1.0108	1.0108	1.0122	1.0117
S2	1.0090	1.0090	1.0119
S3	1.0053	1.0071	1.0115
S4	1.0017	1.0035	1.0105

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	1.0100	0.0222	2.2%	0.0103	1.0%	12%	False	False	1,020
10	1.0322	1.0000	0.0322	3.2%	0.0102	1.0%	39%	False	False	1,020
20	1.0327	1.0000	0.0327	3.2%	0.0092	0.9%	38%	False	False	762
40	1.0524	1.0000	0.0524	5.2%	0.0077	0.8%	24%	False	False	416

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	1.0300
2.618	1.0241
1.618	1.0204
1.000	1.0182
0.618	1.0168
HIGH	1.0145
0.618	1.0131
0.500	1.0127
0.382	1.0122
LOW	1.0109
0.618	1.0086
1.000	1.0072
1.618	1.0049
2.618	1.0013
4.250	0.9953

Fisher Pivots for day following 15-Sep-2022
Pivot	1 day	3 day
R1	1.0127	1.0205
PP	1.0126	1.0179
S1	1.0126	1.0152

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

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