CME Euro FX (E) Future March 2023

Trading Metrics calculated at close of trading on 07-Oct-2022

Day Change Summary
	Previous	Current
	06-Oct-2022	07-Oct-2022	Change	Change %	Previous Week
Open	1.0017	0.9914	-0.0103	-1.0%	0.9907
High	1.0041	0.9934	-0.0108	-1.1%	1.0125
Low	0.9910	0.9846	-0.0064	-0.6%	0.9846
Close	0.9910	0.9854	-0.0056	-0.6%	0.9854
Range	0.0132	0.0088	-0.0044	-33.5%	0.0279
ATR	0.0122	0.0120	-0.0002	-2.0%	0.0000
Volume	213	332	119	55.9%	2,716

Daily Pivots for day following 07-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0140	1.0084	0.9902
R3	1.0053	0.9997	0.9878
R2	0.9965	0.9965	0.9870
R1	0.9909	0.9909	0.9862	0.9894
PP	0.9878	0.9878	0.9878	0.9870
S1	0.9822	0.9822	0.9845	0.9806
S2	0.9790	0.9790	0.9837
S3	0.9703	0.9734	0.9829
S4	0.9615	0.9647	0.9805

Weekly Pivots for week ending 07-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0777	1.0594	1.0007
R3	1.0498	1.0315	0.9930
R2	1.0220	1.0220	0.9905
R1	1.0037	1.0037	0.9879	0.9989
PP	0.9941	0.9941	0.9941	0.9918
S1	0.9758	0.9758	0.9828	0.9711
S2	0.9663	0.9663	0.9802
S3	0.9384	0.9480	0.9777
S4	0.9106	0.9201	0.9700

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0125	0.9846	0.0279	2.8%	0.0126	1.3%	3%	False	True	543
10	1.0125	0.9658	0.0467	4.7%	0.0136	1.4%	42%	False	False	779
20	1.0322	0.9658	0.0664	6.7%	0.0122	1.2%	30%	False	False	988
40	1.0496	0.9658	0.0838	8.5%	0.0103	1.0%	23%	False	False	760

Crabel Price Patterns
NR	True
NR4	True
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	0.0034
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0305
2.618	1.0163
1.618	1.0075
1.000	1.0021
0.618	0.9988
HIGH	0.9934
0.618	0.9900
0.500	0.9890
0.382	0.9879
LOW	0.9846
0.618	0.9792
1.000	0.9759
1.618	0.9704
2.618	0.9617
4.250	0.9474

Fisher Pivots for day following 07-Oct-2022
Pivot	1 day	3 day
R1	0.9890	0.9983
PP	0.9878	0.9940
S1	0.9866	0.9897

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

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