CME Euro FX (E) Future December 2023

Trading Metrics calculated at close of trading on 15-Mar-2023

Day Change Summary
	Previous	Current
	14-Mar-2023	15-Mar-2023	Change	Change %	Previous Week
Open	1.0860	1.0820	-0.0040	-0.4%	1.0803
High	1.0883	1.0820	-0.0063	-0.6%	1.0862
Low	1.0858	1.0661	-0.0197	-1.8%	1.0704
Close	1.0883	1.0727	-0.0156	-1.4%	1.0809
Range	0.0025	0.0159	0.0134	536.0%	0.0158
ATR	0.0062	0.0073	0.0011	18.6%	0.0000
Volume	66	169	103	156.1%	761

Daily Pivots for day following 15-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1213	1.1129	1.0814
R3	1.1054	1.0970	1.0771
R2	1.0895	1.0895	1.0756
R1	1.0811	1.0811	1.0742	1.0774
PP	1.0736	1.0736	1.0736	1.0717
S1	1.0652	1.0652	1.0712	1.0615
S2	1.0577	1.0577	1.0698
S3	1.0418	1.0493	1.0683
S4	1.0259	1.0334	1.0640

Weekly Pivots for week ending 10-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1266	1.1195	1.0896
R3	1.1108	1.1037	1.0852
R2	1.0950	1.0950	1.0838
R1	1.0879	1.0879	1.0823	1.0915
PP	1.0792	1.0792	1.0792	1.0809
S1	1.0721	1.0721	1.0795	1.0757
S2	1.0634	1.0634	1.0780
S3	1.0476	1.0563	1.0766
S4	1.0318	1.0405	1.0722

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0884	1.0661	0.0223	2.1%	0.0069	0.6%	30%	False	True	122
10	1.0884	1.0661	0.0223	2.1%	0.0053	0.5%	30%	False	True	123
20	1.0884	1.0661	0.0223	2.1%	0.0041	0.4%	30%	False	True	89
40	1.1199	1.0661	0.0538	5.0%	0.0049	0.5%	12%	False	True	78

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	1.1496
2.618	1.1236
1.618	1.1077
1.000	1.0979
0.618	1.0918
HIGH	1.0820
0.618	1.0759
0.500	1.0741
0.382	1.0722
LOW	1.0661
0.618	1.0563
1.000	1.0502
1.618	1.0404
2.618	1.0245
4.250	0.9985

Fisher Pivots for day following 15-Mar-2023
Pivot	1 day	3 day
R1	1.0741	1.0773
PP	1.0736	1.0757
S1	1.0732	1.0742

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

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