CME Euro FX (E) Future March 2023

Trading Metrics calculated at close of trading on 30-Sep-2022

Day Change Summary
	Previous	Current
	29-Sep-2022	30-Sep-2022	Change	Change %	Previous Week
Open	0.9840	0.9940	0.0100	1.0%	0.9792
High	0.9932	0.9975	0.0044	0.4%	0.9975
Low	0.9765	0.9857	0.0092	0.9%	0.9658
Close	0.9914	0.9928	0.0015	0.1%	0.9928
Range	0.0167	0.0118	-0.0049	-29.1%	0.0318
ATR	0.0115	0.0115	0.0000	0.2%	0.0000
Volume	628	864	236	37.6%	5,081

Daily Pivots for day following 30-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0274	1.0219	0.9993
R3	1.0156	1.0101	0.9960
R2	1.0038	1.0038	0.9950
R1	0.9983	0.9983	0.9939	0.9952
PP	0.9920	0.9920	0.9920	0.9904
S1	0.9865	0.9865	0.9917	0.9834
S2	0.9802	0.9802	0.9906
S3	0.9684	0.9747	0.9896
S4	0.9566	0.9629	0.9863

Weekly Pivots for week ending 30-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0806	1.0685	1.0103
R3	1.0489	1.0367	1.0015
R2	1.0171	1.0171	0.9986
R1	1.0050	1.0050	0.9957	1.0110
PP	0.9854	0.9854	0.9854	0.9884
S1	0.9732	0.9732	0.9899	0.9793
S2	0.9536	0.9536	0.9870
S3	0.9219	0.9415	0.9841
S4	0.8901	0.9097	0.9753

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9975	0.9658	0.0318	3.2%	0.0146	1.5%	85%	True	False	1,016
10	1.0180	0.9658	0.0522	5.3%	0.0131	1.3%	52%	False	False	1,196
20	1.0322	0.9658	0.0664	6.7%	0.0115	1.2%	41%	False	False	1,112
40	1.0524	0.9658	0.0867	8.7%	0.0094	0.9%	31%	False	False	699

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	0.0033
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0477
2.618	1.0284
1.618	1.0166
1.000	1.0093
0.618	1.0048
HIGH	0.9975
0.618	0.9930
0.500	0.9916
0.382	0.9902
LOW	0.9857
0.618	0.9784
1.000	0.9739
1.618	0.9666
2.618	0.9548
4.250	0.9356

Fisher Pivots for day following 30-Sep-2022
Pivot	1 day	3 day
R1	0.9924	0.9891
PP	0.9920	0.9854
S1	0.9916	0.9816

Download as Excel Spreadsheet

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

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