CME Euro FX (E) Future September 2023

Trading Metrics calculated at close of trading on 10-Jan-2023

Day Change Summary
	Previous	Current
	09-Jan-2023	10-Jan-2023	Change	Change %	Previous Week
Open	1.0880	1.0900	0.0020	0.2%	1.0713
High	1.0910	1.0900	-0.0010	-0.1%	1.0806
Low	1.0880	1.0897	0.0017	0.2%	1.0645
Close	1.0910	1.0897	-0.0013	-0.1%	1.0806
Range	0.0030	0.0003	-0.0027	-90.0%	0.0161
ATR	0.0075	0.0071	-0.0004	-5.9%	0.0000
Volume	16	1	-15	-93.8%	65

Daily Pivots for day following 10-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.0907	1.0905	1.0899
R3	1.0904	1.0902	1.0898
R2	1.0901	1.0901	1.0898
R1	1.0899	1.0899	1.0897	1.0899
PP	1.0898	1.0898	1.0898	1.0898
S1	1.0896	1.0896	1.0897	1.0896
S2	1.0895	1.0895	1.0896
S3	1.0892	1.0893	1.0896
S4	1.0889	1.0890	1.0895

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	1.0910	1.0645	0.0265	2.4%	0.0044	0.4%	95%	False	False	15
10	1.0910	1.0645	0.0265	2.4%	0.0041	0.4%	95%	False	False	8
20	1.0910	1.0645	0.0265	2.4%	0.0040	0.4%	95%	False	False	63
40	1.0910	1.0395	0.0515	4.7%	0.0047	0.4%	97%	False	False	73

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.0913
2.618	1.0908
1.618	1.0905
1.000	1.0903
0.618	1.0902
HIGH	1.0900
0.618	1.0899
0.500	1.0899
0.382	1.0898
LOW	1.0897
0.618	1.0895
1.000	1.0894
1.618	1.0892
2.618	1.0889
4.250	1.0884

Fisher Pivots for day following 10-Jan-2023
Pivot	1 day	3 day
R1	1.0899	1.0857
PP	1.0898	1.0817
S1	1.0898	1.0778

Download as Excel Spreadsheet

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

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