CME Euro FX (E) Future September 2023

Trading Metrics calculated at close of trading on 30-Dec-2022

Day Change Summary
	Previous	Current
	29-Dec-2022	30-Dec-2022	Change	Change %	Previous Week
Open	1.0845	1.0865	0.0021	0.2%	1.0795
High	1.0852	1.0873	0.0021	0.2%	1.0873
Low	1.0785	1.0820	0.0035	0.3%	1.0785
Close	1.0845	1.0865	0.0021	0.2%	1.0865
Range	0.0067	0.0053	-0.0014	-20.3%	0.0088
ATR	0.0058	0.0057	0.0000	-0.6%	0.0000
Volume

Daily Pivots for day following 30-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1011	1.0991	1.0894
R3	1.0958	1.0938	1.0880
R2	1.0905	1.0905	1.0875
R1	1.0885	1.0885	1.0870	1.0892
PP	1.0852	1.0852	1.0852	1.0856
S1	1.0832	1.0832	1.0860	1.0839
S2	1.0799	1.0799	1.0855
S3	1.0746	1.0779	1.0850
S4	1.0693	1.0726	1.0836

Weekly Pivots for week ending 30-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1103	1.1072	1.0913
R3	1.1016	1.0984	1.0889
R2	1.0928	1.0928	1.0881
R1	1.0897	1.0897	1.0873	1.0913
PP	1.0841	1.0841	1.0841	1.0849
S1	1.0809	1.0809	1.0857	1.0825
S2	1.0753	1.0753	1.0849
S3	1.0666	1.0722	1.0841
S4	1.0578	1.0634	1.0817

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0873	1.0785	0.0088	0.8%	0.0031	0.3%	91%	True	False
10	1.0873	1.0766	0.0107	1.0%	0.0024	0.2%	93%	True	False	99
20	1.0907	1.0646	0.0262	2.4%	0.0041	0.4%	84%	False	False	115
40	1.0907	0.9982	0.0926	8.5%	0.0047	0.4%	95%	False	False	79

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	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1098
2.618	1.1011
1.618	1.0958
1.000	1.0926
0.618	1.0905
HIGH	1.0873
0.618	1.0852
0.500	1.0846
0.382	1.0840
LOW	1.0820
0.618	1.0787
1.000	1.0767
1.618	1.0734
2.618	1.0681
4.250	1.0594

Fisher Pivots for day following 30-Dec-2022
Pivot	1 day	3 day
R1	1.0859	1.0853
PP	1.0852	1.0841
S1	1.0846	1.0829

Download as Excel Spreadsheet

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

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