CME Euro FX (E) Future March 2023

Trading Metrics calculated at close of trading on 21-Sep-2022

Day Change Summary
	Previous	Current
	20-Sep-2022	21-Sep-2022	Change	Change %	Previous Week
Open	1.0160	1.0101	-0.0059	-0.6%	1.0223
High	1.0180	1.0102	-0.0078	-0.8%	1.0322
Low	1.0090	0.9945	-0.0145	-1.4%	1.0078
Close	1.0100	1.0037	-0.0063	-0.6%	1.0134
Range	0.0090	0.0157	0.0067	74.9%	0.0244
ATR	0.0090	0.0094	0.0005	5.3%	0.0000
Volume	119	3,634	3,515	2,953.8%	5,079

Daily Pivots for day following 21-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0497	1.0424	1.0123
R3	1.0341	1.0267	1.0080
R2	1.0184	1.0184	1.0066
R1	1.0111	1.0111	1.0051	1.0069
PP	1.0028	1.0028	1.0028	1.0007
S1	0.9954	0.9954	1.0023	0.9913
S2	0.9871	0.9871	1.0008
S3	0.9715	0.9798	0.9994
S4	0.9558	0.9641	0.9951

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	0.9945	0.0235	2.3%	0.0086	0.9%	39%	False	True	1,177
10	1.0322	0.9945	0.0377	3.8%	0.0100	1.0%	24%	False	True	1,058
20	1.0322	0.9945	0.0377	3.8%	0.0094	0.9%	24%	False	True	840
40	1.0524	0.9945	0.0579	5.8%	0.0080	0.8%	16%	False	True	509

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0767
2.618	1.0511
1.618	1.0355
1.000	1.0258
0.618	1.0198
HIGH	1.0102
0.618	1.0042
0.500	1.0023
0.382	1.0005
LOW	0.9945
0.618	0.9848
1.000	0.9789
1.618	0.9692
2.618	0.9535
4.250	0.9280

Fisher Pivots for day following 21-Sep-2022
Pivot	1 day	3 day
R1	1.0032	1.0062
PP	1.0028	1.0054
S1	1.0023	1.0045

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

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