CME Euro FX (E) Future June 2023

Trading Metrics calculated at close of trading on 24-Oct-2022

Day Change Summary
	Previous	Current
	21-Oct-2022	24-Oct-2022	Change	Change %	Previous Week
Open	0.9940	0.9989	0.0049	0.5%	0.9919
High	1.0046	1.0056	0.0010	0.1%	1.0046
Low	0.9889	0.9989	0.0100	1.0%	0.9889
Close	1.0025	1.0056	0.0031	0.3%	1.0025
Range	0.0157	0.0067	-0.0091	-57.6%	0.0157
ATR	0.0096	0.0094	-0.0002	-2.2%	0.0000
Volume	808	2	-806	-99.8%	3,492

Daily Pivots for day following 24-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0233	1.0211	1.0092
R3	1.0166	1.0144	1.0074
R2	1.0100	1.0100	1.0068
R1	1.0078	1.0078	1.0062	1.0089
PP	1.0033	1.0033	1.0033	1.0039
S1	1.0011	1.0011	1.0049	1.0022
S2	0.9967	0.9967	1.0043
S3	0.9900	0.9945	1.0037
S4	0.9834	0.9878	1.0019

Weekly Pivots for week ending 21-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0458	1.0398	1.0111
R3	1.0301	1.0241	1.0068
R2	1.0144	1.0144	1.0053
R1	1.0084	1.0084	1.0039	1.0114
PP	0.9987	0.9987	0.9987	1.0001
S1	0.9927	0.9927	1.0010	0.9957
S2	0.9830	0.9830	0.9996
S3	0.9673	0.9770	0.9981
S4	0.9516	0.9613	0.9938

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0056	0.9889	0.0167	1.7%	0.0070	0.7%	100%	True	False	688
10	1.0056	0.9826	0.0230	2.3%	0.0071	0.7%	100%	True	False	423
20	1.0187	0.9725	0.0462	4.6%	0.0080	0.8%	72%	False	False	256

Crabel Price Patterns
NR	True
NR4	False
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	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0338
2.618	1.0230
1.618	1.0163
1.000	1.0122
0.618	1.0097
HIGH	1.0056
0.618	1.0030
0.500	1.0022
0.382	1.0014
LOW	0.9989
0.618	0.9948
1.000	0.9923
1.618	0.9881
2.618	0.9815
4.250	0.9706

Fisher Pivots for day following 24-Oct-2022
Pivot	1 day	3 day
R1	1.0044	1.0028
PP	1.0033	1.0000
S1	1.0022	0.9972

Download as Excel Spreadsheet

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

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