CME Euro FX (E) Future December 2023

Trading Metrics calculated at close of trading on 23-Feb-2023

Day Change Summary
	Previous	Current
	22-Feb-2023	23-Feb-2023	Change	Change %	Previous Week
Open	1.0773	1.0764	-0.0009	-0.1%	1.0850
High	1.0773	1.0766	-0.0007	-0.1%	1.0968
Low	1.0773	1.0764	-0.0009	-0.1%	1.0788
Close	1.0773	1.0766	-0.0007	-0.1%	1.0873
Range	0.0000	0.0002	0.0002		0.0181
ATR	0.0061	0.0058	-0.0004	-6.1%	0.0000
Volume	0	180	180		722

Daily Pivots for day following 23-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.0771	1.0770	1.0767
R3	1.0769	1.0768	1.0766
R2	1.0767	1.0767	1.0766
R1	1.0766	1.0766	1.0766	1.0767
PP	1.0765	1.0765	1.0765	1.0765
S1	1.0764	1.0764	1.0765	1.0765
S2	1.0763	1.0763	1.0765
S3	1.0761	1.0762	1.0765
S4	1.0759	1.0760	1.0764

Weekly Pivots for week ending 17-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1418	1.1326	1.0972
R3	1.1237	1.1145	1.0922
R2	1.1057	1.1057	1.0906
R1	1.0965	1.0965	1.0889	1.1011
PP	1.0876	1.0876	1.0876	1.0899
S1	1.0784	1.0784	1.0856	1.0830
S2	1.0696	1.0696	1.0839
S3	1.0515	1.0604	1.0823
S4	1.0335	1.0423	1.0773

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0883	1.0764	0.0120	1.1%	0.0024	0.2%	2%	False	True	78
10	1.0970	1.0764	0.0207	1.9%	0.0041	0.4%	1%	False	True	114
20	1.1199	1.0764	0.0436	4.0%	0.0050	0.5%	0%	False	True	77

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0774
2.618	1.0771
1.618	1.0769
1.000	1.0768
0.618	1.0767
HIGH	1.0766
0.618	1.0765
0.500	1.0765
0.382	1.0764
LOW	1.0764
0.618	1.0762
1.000	1.0762
1.618	1.0760
2.618	1.0758
4.250	1.0755

Fisher Pivots for day following 23-Feb-2023
Pivot	1 day	3 day
R1	1.0765	1.0793
PP	1.0765	1.0784
S1	1.0765	1.0775

Download as Excel Spreadsheet

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

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