CME Euro FX (E) Future September 2023

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

Day Change Summary
	Previous	Current
	13-Dec-2022	14-Dec-2022	Change	Change %	Previous Week
Open	1.0769	1.0838	0.0069	0.6%	1.0776
High	1.0874	1.0898	0.0025	0.2%	1.0793
Low	1.0769	1.0838	0.0069	0.6%	1.0676
Close	1.0839	1.0866	0.0027	0.2%	1.0752
Range	0.0105	0.0061	-0.0045	-42.4%	0.0117
ATR	0.0078	0.0077	-0.0001	-1.6%	0.0000
Volume	116	39	-77	-66.4%	1,058

Daily Pivots for day following 14-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1049	1.1018	1.0899
R3	1.0988	1.0957	1.0882
R2	1.0928	1.0928	1.0877
R1	1.0897	1.0897	1.0871	1.0912
PP	1.0867	1.0867	1.0867	1.0875
S1	1.0836	1.0836	1.0860	1.0852
S2	1.0807	1.0807	1.0854
S3	1.0746	1.0776	1.0849
S4	1.0686	1.0715	1.0832

Weekly Pivots for week ending 09-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1090	1.1037	1.0816
R3	1.0973	1.0921	1.0784
R2	1.0857	1.0857	1.0773
R1	1.0804	1.0804	1.0762	1.0772
PP	1.0740	1.0740	1.0740	1.0724
S1	1.0688	1.0688	1.0741	1.0656
S2	1.0624	1.0624	1.0730
S3	1.0507	1.0571	1.0719
S4	1.0391	1.0455	1.0687

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0898	1.0717	0.0181	1.7%	0.0048	0.4%	82%	True	False	37
10	1.0898	1.0630	0.0268	2.5%	0.0056	0.5%	88%	True	False	132
20	1.0898	1.0451	0.0448	4.1%	0.0050	0.5%	93%	True	False	87
40	1.0898	0.9946	0.0953	8.8%	0.0055	0.5%	97%	True	False	59

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	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1155
2.618	1.1056
1.618	1.0996
1.000	1.0959
0.618	1.0935
HIGH	1.0898
0.618	1.0875
0.500	1.0868
0.382	1.0861
LOW	1.0838
0.618	1.0800
1.000	1.0777
1.618	1.0740
2.618	1.0679
4.250	1.0580

Fisher Pivots for day following 14-Dec-2022
Pivot	1 day	3 day
R1	1.0868	1.0848
PP	1.0867	1.0831
S1	1.0866	1.0814

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

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