CME Euro FX (E) Future December 2023

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

Day Change Summary
	Previous	Current
	03-Mar-2023	06-Mar-2023	Change	Change %	Previous Week
Open	1.0765	1.0803	0.0038	0.4%	1.0751
High	1.0795	1.0831	0.0037	0.3%	1.0851
Low	1.0750	1.0780	0.0030	0.3%	1.0740
Close	1.0794	1.0831	0.0038	0.3%	1.0794
Range	0.0045	0.0051	0.0007	14.6%	0.0111
ATR	0.0060	0.0060	-0.0001	-1.1%	0.0000
Volume	82	384	302	368.3%	269

Daily Pivots for day following 06-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.0967	1.0950	1.0859
R3	1.0916	1.0899	1.0845
R2	1.0865	1.0865	1.0840
R1	1.0848	1.0848	1.0836	1.0857
PP	1.0814	1.0814	1.0814	1.0818
S1	1.0797	1.0797	1.0826	1.0806
S2	1.0763	1.0763	1.0822
S3	1.0712	1.0746	1.0817
S4	1.0661	1.0695	1.0803

Weekly Pivots for week ending 03-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1128	1.1072	1.0855
R3	1.1017	1.0961	1.0824
R2	1.0906	1.0906	1.0814
R1	1.0850	1.0850	1.0804	1.0878
PP	1.0795	1.0795	1.0795	1.0809
S1	1.0739	1.0739	1.0783	1.0767
S2	1.0684	1.0684	1.0773
S3	1.0573	1.0628	1.0763
S4	1.0462	1.0517	1.0732

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0851	1.0740	0.0111	1.0%	0.0036	0.3%	82%	False	False	118
10	1.0851	1.0707	0.0144	1.3%	0.0028	0.3%	86%	False	False	90
20	1.0970	1.0707	0.0264	2.4%	0.0042	0.4%	47%	False	False	107

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.1048
2.618	1.0965
1.618	1.0914
1.000	1.0882
0.618	1.0863
HIGH	1.0831
0.618	1.0812
0.500	1.0806
0.382	1.0799
LOW	1.0780
0.618	1.0748
1.000	1.0729
1.618	1.0697
2.618	1.0646
4.250	1.0563

Fisher Pivots for day following 06-Mar-2023
Pivot	1 day	3 day
R1	1.0823	1.0816
PP	1.0814	1.0801
S1	1.0806	1.0785

Download as Excel Spreadsheet

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

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