CME Euro FX (E) Future March 2023

Trading Metrics calculated at close of trading on 29-Sep-2022

Day Change Summary
	Previous	Current
	28-Sep-2022	29-Sep-2022	Change	Change %	Previous Week
Open	0.9722	0.9840	0.0118	1.2%	1.0144
High	0.9872	0.9932	0.0060	0.6%	1.0180
Low	0.9658	0.9765	0.0108	1.1%	0.9796
Close	0.9869	0.9914	0.0045	0.5%	0.9798
Range	0.0215	0.0167	-0.0048	-22.4%	0.0384
ATR	0.0111	0.0115	0.0004	3.6%	0.0000
Volume	1,131	628	-503	-44.5%	6,884

Daily Pivots for day following 29-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0370	1.0308	1.0005
R3	1.0203	1.0142	0.9959
R2	1.0037	1.0037	0.9944
R1	0.9975	0.9975	0.9929	1.0006
PP	0.9870	0.9870	0.9870	0.9885
S1	0.9809	0.9809	0.9898	0.9839
S2	0.9704	0.9704	0.9883
S3	0.9537	0.9642	0.9868
S4	0.9371	0.9476	0.9822

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	0.9978	0.9658	0.0320	3.2%	0.0159	1.6%	80%	False	False	1,005
10	1.0180	0.9658	0.0522	5.3%	0.0128	1.3%	49%	False	False	1,130
20	1.0322	0.9658	0.0664	6.7%	0.0115	1.2%	39%	False	False	1,075
40	1.0524	0.9658	0.0867	8.7%	0.0092	0.9%	30%	False	False	677

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	0.0032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0639
2.618	1.0367
1.618	1.0201
1.000	1.0098
0.618	1.0034
HIGH	0.9932
0.618	0.9868
0.500	0.9848
0.382	0.9829
LOW	0.9765
0.618	0.9662
1.000	0.9599
1.618	0.9496
2.618	0.9329
4.250	0.9057

Fisher Pivots for day following 29-Sep-2022
Pivot	1 day	3 day
R1	0.9892	0.9874
PP	0.9870	0.9834
S1	0.9848	0.9795

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

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