CME Euro FX (E) Future March 2023

Trading Metrics calculated at close of trading on 04-Oct-2022

Day Change Summary
	Previous	Current
	03-Oct-2022	04-Oct-2022	Change	Change %	Previous Week
Open	0.9907	0.9968	0.0061	0.6%	0.9792
High	0.9960	1.0125	0.0165	1.7%	0.9975
Low	0.9879	0.9955	0.0076	0.8%	0.9658
Close	0.9940	1.0125	0.0185	1.9%	0.9928
Range	0.0081	0.0170	0.0089	109.3%	0.0318
ATR	0.0113	0.0118	0.0005	4.6%	0.0000
Volume	645	743	98	15.2%	5,081

Daily Pivots for day following 04-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0577	1.0520	1.0218
R3	1.0407	1.0351	1.0171
R2	1.0238	1.0238	1.0156
R1	1.0181	1.0181	1.0140	1.0209
PP	1.0068	1.0068	1.0068	1.0082
S1	1.0012	1.0012	1.0109	1.0040
S2	0.9899	0.9899	1.0093
S3	0.9729	0.9842	1.0078
S4	0.9560	0.9673	1.0031

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	1.0125	0.9658	0.0467	4.6%	0.0150	1.5%	100%	True	False	802
10	1.0125	0.9658	0.0467	4.6%	0.0141	1.4%	100%	True	False	1,315
20	1.0322	0.9658	0.0664	6.6%	0.0118	1.2%	70%	False	False	1,094
40	1.0524	0.9658	0.0867	8.6%	0.0097	1.0%	54%	False	False	731

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0845
2.618	1.0568
1.618	1.0399
1.000	1.0294
0.618	1.0229
HIGH	1.0125
0.618	1.0060
0.500	1.0040
0.382	1.0020
LOW	0.9955
0.618	0.9850
1.000	0.9786
1.618	0.9681
2.618	0.9511
4.250	0.9235

Fisher Pivots for day following 04-Oct-2022
Pivot	1 day	3 day
R1	1.0096	1.0080
PP	1.0068	1.0035
S1	1.0040	0.9991

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

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