CME Cme Group Inc (NASDAQ)

Trading Metrics calculated at close of trading on 06-Jul-2022

Day Change Summary
	Previous	Current
	05-Jul-2022	06-Jul-2022	Change	Change %	Previous Week
Open	203.58	205.81	2.23	1.1%	211.08
High	204.50	206.96	2.47	1.2%	212.09
Low	199.53	202.92	3.39	1.7%	200.41
Close	204.36	203.96	-0.40	-0.2%	204.28
Range	4.97	4.04	-0.93	-18.6%	11.68
ATR	4.98	4.91	-0.07	-1.3%	0.00
Volume	1,066,800	1,123,700	56,900	5.3%	11,490,780

Daily Pivots for day following 06-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	216.73	214.39	206.18
R3	212.69	210.35	205.07
R2	208.65	208.65	204.70
R1	206.31	206.31	204.33	205.46
PP	204.61	204.61	204.61	204.19
S1	202.27	202.27	203.59	201.42
S2	200.57	200.57	203.22
S3	196.53	198.23	202.85
S4	192.49	194.19	201.74

Weekly Pivots for week ending 01-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	240.63	234.14	210.70
R3	228.95	222.46	207.49
R2	217.27	217.27	206.42
R1	210.78	210.78	205.35	208.19
PP	205.59	205.59	205.59	204.30
S1	199.10	199.10	203.21	196.51
S2	193.91	193.91	202.14
S3	182.23	187.42	201.07
S4	170.55	175.74	197.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	206.96	199.53	7.43	3.6%	4.19	2.1%	60%	True	False	1,255,444
10	212.09	199.53	12.56	6.2%	4.63	2.3%	35%	False	False	1,157,982
20	212.09	199.53	12.56	6.2%	4.68	2.3%	35%	False	False	1,313,134
40	212.09	195.18	16.92	8.3%	5.43	2.7%	52%	False	False	1,590,345
60	212.09	187.90	24.19	11.9%	4.96	2.4%	66%	False	False	1,594,637
80	212.85	186.19	26.66	13.1%	5.23	2.6%	67%	False	False	1,610,373
100	229.30	186.19	43.11	21.1%	5.66	2.8%	41%	False	False	1,616,219
120	247.02	186.19	60.83	29.8%	5.62	2.8%	29%	False	False	1,555,432

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	True
Stretch	1.51
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	224.13
2.618	217.54
1.618	213.50
1.000	211.00
0.618	209.46
HIGH	206.96
0.618	205.42
0.500	204.94
0.382	204.46
LOW	202.92
0.618	200.42
1.000	198.88
1.618	196.38
2.618	192.34
4.250	185.75

Fisher Pivots for day following 06-Jul-2022
Pivot	1 day	3 day
R1	204.94	203.72
PP	204.61	203.48
S1	204.29	203.25

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

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