CME Euro FX (E) Future March 2023

Trading Metrics calculated at close of trading on 20-Sep-2022

Day Change Summary
	Previous	Current
	19-Sep-2022	20-Sep-2022	Change	Change %	Previous Week
Open	1.0144	1.0160	0.0017	0.2%	1.0223
High	1.0157	1.0180	0.0023	0.2%	1.0322
Low	1.0100	1.0090	-0.0010	-0.1%	1.0078
Close	1.0144	1.0100	-0.0044	-0.4%	1.0134
Range	0.0058	0.0090	0.0032	55.7%	0.0244
ATR	0.0090	0.0090	0.0000	0.0%	0.0000
Volume	76	119	43	56.6%	5,079

Daily Pivots for day following 20-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0392	1.0335	1.0149
R3	1.0302	1.0246	1.0125
R2	1.0213	1.0213	1.0116
R1	1.0156	1.0156	1.0108	1.0140
PP	1.0123	1.0123	1.0123	1.0115
S1	1.0067	1.0067	1.0092	1.0050
S2	1.0034	1.0034	1.0084
S3	0.9944	0.9977	1.0075
S4	0.9855	0.9888	1.0051

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	1.0180	1.0078	0.0102	1.0%	0.0066	0.6%	22%	True	False	737
10	1.0322	1.0020	0.0302	3.0%	0.0095	0.9%	27%	False	False	874
20	1.0322	1.0000	0.0322	3.2%	0.0091	0.9%	31%	False	False	671
40	1.0524	1.0000	0.0524	5.2%	0.0078	0.8%	19%	False	False	420

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0560
2.618	1.0414
1.618	1.0324
1.000	1.0269
0.618	1.0235
HIGH	1.0180
0.618	1.0145
0.500	1.0135
0.382	1.0124
LOW	1.0090
0.618	1.0035
1.000	1.0001
1.618	0.9945
2.618	0.9856
4.250	0.9710

Fisher Pivots for day following 20-Sep-2022
Pivot	1 day	3 day
R1	1.0135	1.0129
PP	1.0123	1.0119
S1	1.0112	1.0110

Download as Excel Spreadsheet

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

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