CME Euro FX (E) Future September 2023

Trading Metrics calculated at close of trading on 15-Dec-2022

Day Change Summary
	Previous	Current
	14-Dec-2022	15-Dec-2022	Change	Change %	Previous Week
Open	1.0838	1.0899	0.0062	0.6%	1.0776
High	1.0898	1.0907	0.0009	0.1%	1.0793
Low	1.0838	1.0790	-0.0048	-0.4%	1.0676
Close	1.0866	1.0817	-0.0049	-0.5%	1.0752
Range	0.0061	0.0117	0.0057	93.4%	0.0117
ATR	0.0077	0.0080	0.0003	3.7%	0.0000
Volume	39	30	-9	-23.1%	1,058

Daily Pivots for day following 15-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1189	1.1120	1.0881
R3	1.1072	1.1003	1.0849
R2	1.0955	1.0955	1.0838
R1	1.0886	1.0886	1.0827	1.0862
PP	1.0838	1.0838	1.0838	1.0826
S1	1.0769	1.0769	1.0806	1.0745
S2	1.0721	1.0721	1.0795
S3	1.0604	1.0652	1.0784
S4	1.0487	1.0535	1.0752

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	1.0907	1.0717	0.0190	1.8%	0.0072	0.7%	52%	True	False	43
10	1.0907	1.0646	0.0262	2.4%	0.0057	0.5%	65%	True	False	132
20	1.0907	1.0451	0.0457	4.2%	0.0055	0.5%	80%	True	False	86
40	1.0907	0.9946	0.0962	8.9%	0.0056	0.5%	91%	True	False	60

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	1.1404
2.618	1.1213
1.618	1.1096
1.000	1.1024
0.618	1.0979
HIGH	1.0907
0.618	1.0862
0.500	1.0849
0.382	1.0835
LOW	1.0790
0.618	1.0718
1.000	1.0673
1.618	1.0601
2.618	1.0484
4.250	1.0293

Fisher Pivots for day following 15-Dec-2022
Pivot	1 day	3 day
R1	1.0849	1.0838
PP	1.0838	1.0831
S1	1.0827	1.0824

Download as Excel Spreadsheet

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

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