CME Euro FX (E) Future September 2023

Trading Metrics calculated at close of trading on 14-Nov-2022

Day Change Summary
	Previous	Current
	11-Nov-2022	14-Nov-2022	Change	Change %	Previous Week
Open	1.0395	1.0549	0.0154	1.5%	1.0204
High	1.0581	1.0576	-0.0005	0.0%	1.0581
Low	1.0395	1.0548	0.0153	1.5%	1.0204
Close	1.0583	1.0576	-0.0008	-0.1%	1.0583
Range	0.0186	0.0028	-0.0158	-85.2%	0.0377
ATR	0.0102	0.0097	-0.0005	-4.7%	0.0000
Volume	39	39	0	0.0%	354

Daily Pivots for day following 14-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0649	1.0640	1.0591
R3	1.0621	1.0612	1.0583
R2	1.0594	1.0594	1.0581
R1	1.0585	1.0585	1.0578	1.0589
PP	1.0566	1.0566	1.0566	1.0569
S1	1.0557	1.0557	1.0573	1.0562
S2	1.0539	1.0539	1.0570
S3	1.0511	1.0530	1.0568
S4	1.0484	1.0502	1.0560

Weekly Pivots for week ending 11-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1587	1.1462	1.0790
R3	1.1210	1.1085	1.0687
R2	1.0833	1.0833	1.0652
R1	1.0708	1.0708	1.0618	1.0770
PP	1.0456	1.0456	1.0456	1.0487
S1	1.0331	1.0331	1.0548	1.0393
S2	1.0079	1.0079	1.0514
S3	0.9702	0.9954	1.0479
S4	0.9325	0.9577	1.0376

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0581	1.0231	0.0350	3.3%	0.0083	0.8%	99%	False	False	76
10	1.0581	0.9982	0.0599	5.7%	0.0065	0.6%	99%	False	False	40
20	1.0581	0.9946	0.0635	6.0%	0.0057	0.5%	99%	False	False	32

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	0.0002
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0692
2.618	1.0647
1.618	1.0620
1.000	1.0603
0.618	1.0592
HIGH	1.0576
0.618	1.0565
0.500	1.0562
0.382	1.0559
LOW	1.0548
0.618	1.0531
1.000	1.0521
1.618	1.0504
2.618	1.0476
4.250	1.0431

Fisher Pivots for day following 14-Nov-2022
Pivot	1 day	3 day
R1	1.0571	1.0522
PP	1.0566	1.0469
S1	1.0562	1.0416

Download as Excel Spreadsheet

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

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