CME Euro FX (E) Future June 2023

Trading Metrics calculated at close of trading on 20-Oct-2022

Day Change Summary
	Previous	Current
	19-Oct-2022	20-Oct-2022	Change	Change %	Previous Week
Open	0.9996	0.9956	-0.0040	-0.4%	0.9870
High	0.9996	1.0014	0.0019	0.2%	0.9986
Low	0.9946	0.9956	0.0010	0.1%	0.9826
Close	0.9946	0.9963	0.0018	0.2%	0.9909
Range	0.0050	0.0059	0.0009	17.0%	0.0160
ATR	0.0093	0.0091	-0.0002	-1.9%	0.0000
Volume	702	1,921	1,219	173.6%	740

Daily Pivots for day following 20-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0153	1.0117	0.9995
R3	1.0095	1.0058	0.9979
R2	1.0036	1.0036	0.9974
R1	1.0000	1.0000	0.9968	1.0018
PP	0.9978	0.9978	0.9978	0.9987
S1	0.9941	0.9941	0.9958	0.9959
S2	0.9919	0.9919	0.9952
S3	0.9861	0.9883	0.9947
S4	0.9802	0.9824	0.9931

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	0.9902	0.0130	1.3%	0.0065	0.6%	47%	False	False	536
10	1.0032	0.9826	0.0206	2.1%	0.0058	0.6%	67%	False	False	343
20	1.0187	0.9725	0.0462	4.6%	0.0084	0.8%	52%	False	False	217

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0004
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0263
2.618	1.0167
1.618	1.0109
1.000	1.0073
0.618	1.0050
HIGH	1.0014
0.618	0.9992
0.500	0.9985
0.382	0.9978
LOW	0.9956
0.618	0.9919
1.000	0.9897
1.618	0.9861
2.618	0.9802
4.250	0.9707

Fisher Pivots for day following 20-Oct-2022
Pivot	1 day	3 day
R1	0.9985	0.9989
PP	0.9978	0.9980
S1	0.9970	0.9972

Download as Excel Spreadsheet

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

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