CME Euro FX (E) Future March 2023

Trading Metrics calculated at close of trading on 03-Oct-2022

Day Change Summary
	Previous	Current
	30-Sep-2022	03-Oct-2022	Change	Change %	Previous Week
Open	0.9940	0.9907	-0.0033	-0.3%	0.9792
High	0.9975	0.9960	-0.0015	-0.2%	0.9975
Low	0.9857	0.9879	0.0022	0.2%	0.9658
Close	0.9928	0.9940	0.0012	0.1%	0.9928
Range	0.0118	0.0081	-0.0037	-31.4%	0.0318
ATR	0.0115	0.0113	-0.0002	-2.1%	0.0000
Volume	864	645	-219	-25.3%	5,081

Daily Pivots for day following 03-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0169	1.0136	0.9985
R3	1.0088	1.0055	0.9962
R2	1.0007	1.0007	0.9955
R1	0.9974	0.9974	0.9947	0.9991
PP	0.9926	0.9926	0.9926	0.9935
S1	0.9893	0.9893	0.9933	0.9910
S2	0.9845	0.9845	0.9925
S3	0.9764	0.9812	0.9918
S4	0.9683	0.9731	0.9895

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%	0.0134	1.3%	89%	False	False	981
10	1.0180	0.9658	0.0522	5.3%	0.0133	1.3%	54%	False	False	1,253
20	1.0322	0.9658	0.0664	6.7%	0.0115	1.2%	43%	False	False	1,134
40	1.0524	0.9658	0.0867	8.7%	0.0094	0.9%	33%	False	False	714

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0034
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.0304
2.618	1.0172
1.618	1.0091
1.000	1.0041
0.618	1.0010
HIGH	0.9960
0.618	0.9929
0.500	0.9920
0.382	0.9910
LOW	0.9879
0.618	0.9829
1.000	0.9798
1.618	0.9748
2.618	0.9667
4.250	0.9535

Fisher Pivots for day following 03-Oct-2022
Pivot	1 day	3 day
R1	0.9933	0.9917
PP	0.9926	0.9893
S1	0.9920	0.9870

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

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