CME Euro FX (E) Future September 2023

Trading Metrics calculated at close of trading on 06-Jan-2023

Day Change Summary
	Previous	Current
	05-Jan-2023	06-Jan-2023	Change	Change %	Previous Week
Open	1.0678	1.0751	0.0074	0.7%	1.0713
High	1.0691	1.0806	0.0115	1.1%	1.0806
Low	1.0678	1.0645	-0.0033	-0.3%	1.0645
Close	1.0691	1.0806	0.0115	1.1%	1.0806
Range	0.0014	0.0161	0.0148	1,092.6%	0.0161
ATR	0.0066	0.0073	0.0007	10.2%	0.0000
Volume	1	3	2	200.0%	65

Daily Pivots for day following 06-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1235	1.1182	1.0895
R3	1.1074	1.1021	1.0850
R2	1.0913	1.0913	1.0836
R1	1.0860	1.0860	1.0821	1.0887
PP	1.0752	1.0752	1.0752	1.0766
S1	1.0699	1.0699	1.0791	1.0726
S2	1.0591	1.0591	1.0776
S3	1.0430	1.0538	1.0762
S4	1.0269	1.0377	1.0717

Weekly Pivots for week ending 06-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1235	1.1182	1.0895
R3	1.1074	1.1021	1.0850
R2	1.0913	1.0913	1.0836
R1	1.0860	1.0860	1.0821	1.0887
PP	1.0752	1.0752	1.0752	1.0766
S1	1.0699	1.0699	1.0791	1.0726
S2	1.0591	1.0591	1.0776
S3	1.0430	1.0538	1.0762
S4	1.0269	1.0377	1.0717

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0873	1.0645	0.0228	2.1%	0.0058	0.5%	71%	False	True	13
10	1.0873	1.0645	0.0228	2.1%	0.0039	0.4%	71%	False	True	103
20	1.0907	1.0645	0.0262	2.4%	0.0042	0.4%	61%	False	True	63
40	1.0907	1.0231	0.0676	6.3%	0.0051	0.5%	85%	False	False	80

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	0.0009
Widest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	1.1490
2.618	1.1227
1.618	1.1066
1.000	1.0967
0.618	1.0905
HIGH	1.0806
0.618	1.0744
0.500	1.0726
0.382	1.0707
LOW	1.0645
0.618	1.0546
1.000	1.0484
1.618	1.0385
2.618	1.0224
4.250	0.9961

Fisher Pivots for day following 06-Jan-2023
Pivot	1 day	3 day
R1	1.0779	1.0779
PP	1.0752	1.0752
S1	1.0726	1.0726

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

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