CME Euro FX (E) Future March 2023

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

Day Change Summary
	Previous	Current
	16-Sep-2022	19-Sep-2022	Change	Change %	Previous Week
Open	1.0110	1.0144	0.0034	0.3%	1.0223
High	1.0166	1.0157	-0.0009	-0.1%	1.0322
Low	1.0078	1.0100	0.0022	0.2%	1.0078
Close	1.0134	1.0144	0.0010	0.1%	1.0134
Range	0.0088	0.0058	-0.0030	-34.3%	0.0244
ATR	0.0092	0.0090	-0.0002	-2.7%	0.0000
Volume	199	76	-123	-61.8%	5,079

Daily Pivots for day following 19-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0306	1.0282	1.0175
R3	1.0248	1.0225	1.0159
R2	1.0191	1.0191	1.0154
R1	1.0167	1.0167	1.0149	1.0172
PP	1.0133	1.0133	1.0133	1.0136
S1	1.0110	1.0110	1.0138	1.0115
S2	1.0076	1.0076	1.0133
S3	1.0018	1.0052	1.0128
S4	0.9961	0.9995	1.0112

Weekly Pivots for week ending 16-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0908	1.0765	1.0268
R3	1.0665	1.0521	1.0201
R2	1.0421	1.0421	1.0179
R1	1.0278	1.0278	1.0156	1.0228
PP	1.0178	1.0178	1.0178	1.0153
S1	1.0034	1.0034	1.0112	0.9984
S2	0.9934	0.9934	1.0089
S3	0.9691	0.9791	1.0067
S4	0.9447	0.9547	1.0000

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0310	1.0078	0.0232	2.3%	0.0088	0.9%	28%	False	False	822
10	1.0322	1.0000	0.0322	3.2%	0.0096	0.9%	45%	False	False	1,015
20	1.0322	1.0000	0.0322	3.2%	0.0092	0.9%	45%	False	False	711
40	1.0524	1.0000	0.0524	5.2%	0.0076	0.8%	27%	False	False	417

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0401
2.618	1.0308
1.618	1.0250
1.000	1.0215
0.618	1.0193
HIGH	1.0157
0.618	1.0135
0.500	1.0128
0.382	1.0121
LOW	1.0100
0.618	1.0064
1.000	1.0042
1.618	1.0006
2.618	0.9949
4.250	0.9855

Fisher Pivots for day following 19-Sep-2022
Pivot	1 day	3 day
R1	1.0138	1.0136
PP	1.0133	1.0129
S1	1.0128	1.0122

Download as Excel Spreadsheet

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

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