CME Euro FX (E) Future September 2023

Trading Metrics calculated at close of trading on 04-Jan-2023

Day Change Summary
	Previous	Current
	03-Jan-2023	04-Jan-2023	Change	Change %	Previous Week
Open	1.0713	1.0767	0.0054	0.5%	1.0795
High	1.0730	1.0769	0.0039	0.4%	1.0873
Low	1.0681	1.0757	0.0077	0.7%	1.0785
Close	1.0727	1.0769	0.0042	0.4%	1.0865
Range	0.0050	0.0012	-0.0038	-76.8%	0.0088
ATR	0.0066	0.0065	-0.0002	-2.7%	0.0000
Volume	6	55	49	816.7%	2

Daily Pivots for day following 04-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.0799	1.0795	1.0775
R3	1.0788	1.0784	1.0772
R2	1.0776	1.0776	1.0771
R1	1.0772	1.0772	1.0770	1.0774
PP	1.0765	1.0765	1.0765	1.0766
S1	1.0761	1.0761	1.0767	1.0763
S2	1.0753	1.0753	1.0766
S3	1.0742	1.0749	1.0765
S4	1.0730	1.0738	1.0762

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	1.0681	0.0192	1.8%	0.0036	0.3%	46%	False	False	12
10	1.0873	1.0681	0.0192	1.8%	0.0023	0.2%	46%	False	False	104
20	1.0907	1.0676	0.0231	2.1%	0.0035	0.3%	40%	False	False	93
40	1.0907	1.0204	0.0704	6.5%	0.0049	0.5%	80%	False	False	80

Crabel Price Patterns
NR	True
NR4	True
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	0.0003
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0817
2.618	1.0799
1.618	1.0787
1.000	1.0780
0.618	1.0776
HIGH	1.0769
0.618	1.0764
0.500	1.0763
0.382	1.0761
LOW	1.0757
0.618	1.0750
1.000	1.0746
1.618	1.0738
2.618	1.0727
4.250	1.0708

Fisher Pivots for day following 04-Jan-2023
Pivot	1 day	3 day
R1	1.0767	1.0777
PP	1.0765	1.0774
S1	1.0763	1.0771

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

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