CME Euro FX (E) Future March 2023

Trading Metrics calculated at close of trading on 22-Sep-2022

Day Change Summary
	Previous	Current
	21-Sep-2022	22-Sep-2022	Change	Change %	Previous Week
Open	1.0101	0.9973	-0.0129	-1.3%	1.0223
High	1.0102	1.0031	-0.0071	-0.7%	1.0322
Low	0.9945	0.9941	-0.0004	0.0%	1.0078
Close	1.0037	0.9958	-0.0080	-0.8%	1.0134
Range	0.0157	0.0090	-0.0067	-42.5%	0.0244
ATR	0.0094	0.0095	0.0000	0.1%	0.0000
Volume	3,634	2,245	-1,389	-38.2%	5,079

Daily Pivots for day following 22-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0247	1.0192	1.0007
R3	1.0157	1.0102	0.9982
R2	1.0067	1.0067	0.9974
R1	1.0012	1.0012	0.9966	0.9994
PP	0.9977	0.9977	0.9977	0.9968
S1	0.9922	0.9922	0.9949	0.9904
S2	0.9887	0.9887	0.9941
S3	0.9797	0.9832	0.9933
S4	0.9707	0.9742	0.9908

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	0.9941	0.0239	2.4%	0.0096	1.0%	7%	False	True	1,254
10	1.0322	0.9941	0.0381	3.8%	0.0100	1.0%	4%	False	True	1,137
20	1.0322	0.9941	0.0381	3.8%	0.0095	1.0%	4%	False	True	934
40	1.0524	0.9941	0.0583	5.9%	0.0080	0.8%	3%	False	True	559

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0414
2.618	1.0267
1.618	1.0177
1.000	1.0121
0.618	1.0087
HIGH	1.0031
0.618	0.9997
0.500	0.9986
0.382	0.9975
LOW	0.9941
0.618	0.9885
1.000	0.9851
1.618	0.9795
2.618	0.9705
4.250	0.9559

Fisher Pivots for day following 22-Sep-2022
Pivot	1 day	3 day
R1	0.9986	1.0060
PP	0.9977	1.0026
S1	0.9967	0.9992

Download as Excel Spreadsheet

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

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