CME Euro FX (E) Future September 2023

Trading Metrics calculated at close of trading on 27-Dec-2022

Day Change Summary
	Previous	Current
	23-Dec-2022	27-Dec-2022	Change	Change %	Previous Week
Open	1.0785	1.0795	0.0010	0.1%	1.0787
High	1.0801	1.0813	0.0012	0.1%	1.0817
Low	1.0785	1.0795	0.0010	0.1%	1.0766
Close	1.0791	1.0813	0.0023	0.2%	1.0791
Range	0.0016	0.0018	0.0002	12.5%	0.0052
ATR	0.0062	0.0059	-0.0003	-4.6%	0.0000
Volume	1	1	0	0.0%	986

Daily Pivots for day following 27-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0861	1.0855	1.0823
R3	1.0843	1.0837	1.0818
R2	1.0825	1.0825	1.0816
R1	1.0819	1.0819	1.0815	1.0822
PP	1.0807	1.0807	1.0807	1.0809
S1	1.0801	1.0801	1.0811	1.0804
S2	1.0789	1.0789	1.0810
S3	1.0771	1.0783	1.0808
S4	1.0753	1.0765	1.0803

Weekly Pivots for week ending 23-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0946	1.0920	1.0819
R3	1.0894	1.0868	1.0805
R2	1.0843	1.0843	1.0800
R1	1.0817	1.0817	1.0795	1.0830
PP	1.0791	1.0791	1.0791	1.0798
S1	1.0765	1.0765	1.0786	1.0778
S2	1.0740	1.0740	1.0781
S3	1.0688	1.0714	1.0776
S4	1.0637	1.0662	1.0762

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0817	1.0766	0.0052	0.5%	0.0010	0.1%	92%	False	False	196
10	1.0907	1.0766	0.0142	1.3%	0.0041	0.4%	34%	False	False	117
20	1.0907	1.0540	0.0367	3.4%	0.0041	0.4%	74%	False	False	118
40	1.0907	0.9982	0.0926	8.6%	0.0050	0.5%	90%	False	False	79

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0890
2.618	1.0860
1.618	1.0842
1.000	1.0831
0.618	1.0824
HIGH	1.0813
0.618	1.0806
0.500	1.0804
0.382	1.0802
LOW	1.0795
0.618	1.0784
1.000	1.0777
1.618	1.0766
2.618	1.0748
4.250	1.0719

Fisher Pivots for day following 27-Dec-2022
Pivot	1 day	3 day
R1	1.0810	1.0805
PP	1.0807	1.0797
S1	1.0804	1.0789

Download as Excel Spreadsheet

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

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