CME Euro FX (E) Future March 2023

Trading Metrics calculated at close of trading on 27-Sep-2022

Day Change Summary
	Previous	Current
	26-Sep-2022	27-Sep-2022	Change	Change %	Previous Week
Open	0.9792	0.9734	-0.0059	-0.6%	1.0144
High	0.9830	0.9791	-0.0040	-0.4%	1.0180
Low	0.9688	0.9701	0.0013	0.1%	0.9796
Close	0.9737	0.9723	-0.0014	-0.1%	0.9798
Range	0.0142	0.0090	-0.0052	-36.6%	0.0384
ATR	0.0104	0.0103	-0.0001	-0.9%	0.0000
Volume	817	1,641	824	100.9%	6,884

Daily Pivots for day following 27-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0008	0.9955	0.9772
R3	0.9918	0.9865	0.9747
R2	0.9828	0.9828	0.9739
R1	0.9775	0.9775	0.9731	0.9757
PP	0.9738	0.9738	0.9738	0.9729
S1	0.9685	0.9685	0.9714	0.9667
S2	0.9648	0.9648	0.9706
S3	0.9558	0.9595	0.9698
S4	0.9468	0.9505	0.9673

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	1.0102	0.9688	0.0414	4.3%	0.0132	1.4%	8%	False	False	1,829
10	1.0180	0.9688	0.0492	5.1%	0.0099	1.0%	7%	False	False	1,283
20	1.0322	0.9688	0.0634	6.5%	0.0102	1.1%	5%	False	False	1,023
40	1.0524	0.9688	0.0836	8.6%	0.0085	0.9%	4%	False	False	634

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0173
2.618	1.0026
1.618	0.9936
1.000	0.9881
0.618	0.9846
HIGH	0.9791
0.618	0.9756
0.500	0.9746
0.382	0.9735
LOW	0.9701
0.618	0.9645
1.000	0.9611
1.618	0.9555
2.618	0.9465
4.250	0.9318

Fisher Pivots for day following 27-Sep-2022
Pivot	1 day	3 day
R1	0.9746	0.9833
PP	0.9738	0.9796
S1	0.9730	0.9759

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

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