CME Euro FX (E) Future March 2023

Trading Metrics calculated at close of trading on 05-Oct-2022

Day Change Summary
	Previous	Current
	04-Oct-2022	05-Oct-2022	Change	Change %	Previous Week
Open	0.9968	1.0108	0.0140	1.4%	0.9792
High	1.0125	1.0120	-0.0005	0.0%	0.9975
Low	0.9955	0.9957	0.0002	0.0%	0.9658
Close	1.0125	1.0016	-0.0109	-1.1%	0.9928
Range	0.0170	0.0163	-0.0007	-4.1%	0.0318
ATR	0.0118	0.0121	0.0004	3.0%	0.0000
Volume	743	783	40	5.4%	5,081

Daily Pivots for day following 05-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0518	1.0429	1.0105
R3	1.0356	1.0267	1.0060
R2	1.0193	1.0193	1.0045
R1	1.0104	1.0104	1.0030	1.0068
PP	1.0031	1.0031	1.0031	1.0012
S1	0.9942	0.9942	1.0001	0.9905
S2	0.9868	0.9868	0.9986
S3	0.9706	0.9779	0.9971
S4	0.9543	0.9617	0.9926

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	0.9765	0.0360	3.6%	0.0140	1.4%	70%	False	False	732
10	1.0125	0.9658	0.0467	4.7%	0.0142	1.4%	77%	False	False	1,030
20	1.0322	0.9658	0.0664	6.6%	0.0121	1.2%	54%	False	False	1,044
40	1.0524	0.9658	0.0867	8.7%	0.0101	1.0%	41%	False	False	750

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	0.0034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0810
2.618	1.0545
1.618	1.0382
1.000	1.0282
0.618	1.0220
HIGH	1.0120
0.618	1.0057
0.500	1.0038
0.382	1.0019
LOW	0.9957
0.618	0.9857
1.000	0.9795
1.618	0.9694
2.618	0.9532
4.250	0.9266

Fisher Pivots for day following 05-Oct-2022
Pivot	1 day	3 day
R1	1.0038	1.0011
PP	1.0031	1.0006
S1	1.0023	1.0002

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

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