CME Euro FX (E) Future September 2023

Trading Metrics calculated at close of trading on 21-Dec-2022

Day Change Summary
	Previous	Current
	20-Dec-2022	21-Dec-2022	Change	Change %	Previous Week
Open	1.0817	1.0786	-0.0031	-0.3%	1.0730
High	1.0817	1.0788	-0.0030	-0.3%	1.0907
Low	1.0803	1.0786	-0.0017	-0.2%	1.0730
Close	1.0803	1.0788	-0.0015	-0.1%	1.0782
Range	0.0015	0.0002	-0.0013	-89.7%	0.0178
ATR	0.0071	0.0067	-0.0004	-5.5%	0.0000
Volume	3	8	5	166.7%	191

Daily Pivots for day following 21-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0792	1.0791	1.0788
R3	1.0790	1.0790	1.0788
R2	1.0789	1.0789	1.0788
R1	1.0788	1.0788	1.0788	1.0788
PP	1.0787	1.0787	1.0787	1.0787
S1	1.0787	1.0787	1.0787	1.0787
S2	1.0786	1.0786	1.0787
S3	1.0784	1.0785	1.0787
S4	1.0783	1.0784	1.0787

Weekly Pivots for week ending 16-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1339	1.1238	1.0879
R3	1.1161	1.1060	1.0830
R2	1.0984	1.0984	1.0814
R1	1.0883	1.0883	1.0798	1.0933
PP	1.0806	1.0806	1.0806	1.0831
S1	1.0705	1.0705	1.0765	1.0756
S2	1.0629	1.0629	1.0749
S3	1.0451	1.0528	1.0733
S4	1.0274	1.0350	1.0684

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0907	1.0772	0.0136	1.3%	0.0042	0.4%	12%	False	False	9
10	1.0907	1.0717	0.0190	1.8%	0.0045	0.4%	37%	False	False	23
20	1.0907	1.0540	0.0367	3.4%	0.0052	0.5%	67%	False	False	78
40	1.0907	0.9982	0.0926	8.6%	0.0051	0.5%	87%	False	False	56

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0794
2.618	1.0791
1.618	1.0790
1.000	1.0789
0.618	1.0788
HIGH	1.0788
0.618	1.0787
0.500	1.0787
0.382	1.0787
LOW	1.0786
0.618	1.0785
1.000	1.0785
1.618	1.0784
2.618	1.0782
4.250	1.0780

Fisher Pivots for day following 21-Dec-2022
Pivot	1 day	3 day
R1	1.0787	1.0802
PP	1.0787	1.0797
S1	1.0787	1.0792

Download as Excel Spreadsheet

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

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