CME Euro FX (E) Future March 2023

Trading Metrics calculated at close of trading on 23-Sep-2022

Day Change Summary
	Previous	Current
	22-Sep-2022	23-Sep-2022	Change	Change %	Previous Week
Open	0.9973	0.9963	-0.0010	-0.1%	1.0144
High	1.0031	0.9978	-0.0054	-0.5%	1.0180
Low	0.9941	0.9796	-0.0146	-1.5%	0.9796
Close	0.9958	0.9798	-0.0160	-1.6%	0.9798
Range	0.0090	0.0182	0.0092	102.2%	0.0384
ATR	0.0095	0.0101	0.0006	6.6%	0.0000
Volume	2,245	810	-1,435	-63.9%	6,884

Daily Pivots for day following 23-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0403	1.0282	0.9898
R3	1.0221	1.0100	0.9848
R2	1.0039	1.0039	0.9831
R1	0.9918	0.9918	0.9814	0.9888
PP	0.9857	0.9857	0.9857	0.9842
S1	0.9736	0.9736	0.9781	0.9706
S2	0.9675	0.9675	0.9764
S3	0.9493	0.9554	0.9747
S4	0.9311	0.9372	0.9697

Weekly Pivots for week ending 23-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1076	1.0821	1.0009
R3	1.0692	1.0437	0.9903
R2	1.0308	1.0308	0.9868
R1	1.0053	1.0053	0.9833	0.9989
PP	0.9924	0.9924	0.9924	0.9892
S1	0.9669	0.9669	0.9762	0.9605
S2	0.9540	0.9540	0.9727
S3	0.9156	0.9285	0.9692
S4	0.8772	0.8901	0.9586

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0180	0.9796	0.0384	3.9%	0.0115	1.2%	1%	False	True	1,376
10	1.0322	0.9796	0.0526	5.4%	0.0107	1.1%	0%	False	True	1,196
20	1.0322	0.9796	0.0526	5.4%	0.0101	1.0%	0%	False	True	964
40	1.0524	0.9796	0.0729	7.4%	0.0083	0.8%	0%	False	True	573

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

Fibonacci Retracements and Extensions
4.250	1.0751
2.618	1.0454
1.618	1.0272
1.000	1.0160
0.618	1.0090
HIGH	0.9978
0.618	0.9908
0.500	0.9887
0.382	0.9865
LOW	0.9796
0.618	0.9683
1.000	0.9614
1.618	0.9501
2.618	0.9319
4.250	0.9022

Fisher Pivots for day following 23-Sep-2022
Pivot	1 day	3 day
R1	0.9887	0.9949
PP	0.9857	0.9898
S1	0.9827	0.9848

Download as Excel Spreadsheet

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

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