CME Euro FX (E) Future June 2023

Trading Metrics calculated at close of trading on 18-Oct-2022

Day Change Summary
	Previous	Current
	17-Oct-2022	18-Oct-2022	Change	Change %	Previous Week
Open	0.9919	1.0014	0.0096	1.0%	0.9870
High	1.0032	1.0032	-0.0001	0.0%	0.9986
Low	0.9919	1.0014	0.0096	1.0%	0.9826
Close	1.0032	1.0032	-0.0001	0.0%	0.9909
Range	0.0114	0.0018	-0.0096	-84.6%	0.0160
ATR	0.0099	0.0094	-0.0006	-5.9%	0.0000
Volume	51	10	-41	-80.4%	740

Daily Pivots for day following 18-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0078	1.0072	1.0041
R3	1.0061	1.0055	1.0036
R2	1.0043	1.0043	1.0035
R1	1.0037	1.0037	1.0033	1.0040
PP	1.0026	1.0026	1.0026	1.0027
S1	1.0020	1.0020	1.0030	1.0023
S2	1.0008	1.0008	1.0028
S3	0.9991	1.0002	1.0027
S4	0.9973	0.9985	1.0022

Weekly Pivots for week ending 14-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0385	1.0306	0.9996
R3	1.0226	1.0147	0.9952
R2	1.0066	1.0066	0.9938
R1	0.9987	0.9987	0.9923	1.0027
PP	0.9907	0.9907	0.9907	0.9926
S1	0.9828	0.9828	0.9894	0.9867
S2	0.9747	0.9747	0.9879
S3	0.9588	0.9668	0.9865
S4	0.9428	0.9509	0.9821

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0032	0.9826	0.0206	2.1%	0.0073	0.7%	100%	False	False	156
10	1.0076	0.9826	0.0250	2.5%	0.0054	0.5%	82%	False	False	132
20	1.0187	0.9725	0.0462	4.6%	0.0083	0.8%	66%	False	False	97

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0004
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0106
2.618	1.0077
1.618	1.0060
1.000	1.0049
0.618	1.0042
HIGH	1.0032
0.618	1.0025
0.500	1.0023
0.382	1.0021
LOW	1.0014
0.618	1.0003
1.000	0.9997
1.618	0.9986
2.618	0.9968
4.250	0.9940

Fisher Pivots for day following 18-Oct-2022
Pivot	1 day	3 day
R1	1.0029	1.0010
PP	1.0026	0.9989
S1	1.0023	0.9967

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

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