CME Euro FX (E) Future March 2023

Trading Metrics calculated at close of trading on 26-Sep-2022

Day Change Summary
	Previous	Current
	23-Sep-2022	26-Sep-2022	Change	Change %	Previous Week
Open	0.9963	0.9792	-0.0171	-1.7%	1.0144
High	0.9978	0.9830	-0.0148	-1.5%	1.0180
Low	0.9796	0.9688	-0.0108	-1.1%	0.9796
Close	0.9798	0.9737	-0.0061	-0.6%	0.9798
Range	0.0182	0.0142	-0.0040	-22.0%	0.0384
ATR	0.0101	0.0104	0.0003	2.9%	0.0000
Volume	810	817	7	0.9%	6,884

Daily Pivots for day following 26-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0178	1.0099	0.9815
R3	1.0036	0.9957	0.9776
R2	0.9894	0.9894	0.9763
R1	0.9815	0.9815	0.9750	0.9783
PP	0.9752	0.9752	0.9752	0.9736
S1	0.9673	0.9673	0.9723	0.9641
S2	0.9610	0.9610	0.9710
S3	0.9468	0.9531	0.9697
S4	0.9326	0.9389	0.9658

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	0.9688	0.0492	5.0%	0.0132	1.4%	10%	False	True	1,525
10	1.0310	0.9688	0.0622	6.4%	0.0110	1.1%	8%	False	True	1,173
20	1.0322	0.9688	0.0634	6.5%	0.0102	1.0%	8%	False	True	949
40	1.0524	0.9688	0.0836	8.6%	0.0084	0.9%	6%	False	True	593

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	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0434
2.618	1.0202
1.618	1.0060
1.000	0.9972
0.618	0.9918
HIGH	0.9830
0.618	0.9776
0.500	0.9759
0.382	0.9742
LOW	0.9688
0.618	0.9600
1.000	0.9546
1.618	0.9458
2.618	0.9316
4.250	0.9085

Fisher Pivots for day following 26-Sep-2022
Pivot	1 day	3 day
R1	0.9759	0.9860
PP	0.9752	0.9819
S1	0.9744	0.9778

Download as Excel Spreadsheet

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

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