CME Euro FX (E) Future December 2023

Trading Metrics calculated at close of trading on 16-Mar-2023

Day Change Summary
	Previous	Current
	15-Mar-2023	16-Mar-2023	Change	Change %	Previous Week
Open	1.0820	1.0730	-0.0090	-0.8%	1.0803
High	1.0820	1.0770	-0.0050	-0.5%	1.0862
Low	1.0661	1.0712	0.0051	0.5%	1.0704
Close	1.0727	1.0763	0.0036	0.3%	1.0809
Range	0.0159	0.0058	-0.0101	-63.5%	0.0158
ATR	0.0073	0.0072	-0.0001	-1.5%	0.0000
Volume	169	259	90	53.3%	761

Daily Pivots for day following 16-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.0922	1.0901	1.0795
R3	1.0864	1.0843	1.0779
R2	1.0806	1.0806	1.0774
R1	1.0785	1.0785	1.0768	1.0796
PP	1.0748	1.0748	1.0748	1.0754
S1	1.0727	1.0727	1.0758	1.0738
S2	1.0690	1.0690	1.0752
S3	1.0632	1.0669	1.0747
S4	1.0574	1.0611	1.0731

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%	0.0075	0.7%	46%	False	False	140
10	1.0884	1.0661	0.0223	2.1%	0.0056	0.5%	46%	False	False	139
20	1.0884	1.0661	0.0223	2.1%	0.0043	0.4%	46%	False	False	102
40	1.1199	1.0661	0.0538	5.0%	0.0049	0.5%	19%	False	False	84

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1017
2.618	1.0922
1.618	1.0864
1.000	1.0828
0.618	1.0806
HIGH	1.0770
0.618	1.0748
0.500	1.0741
0.382	1.0734
LOW	1.0712
0.618	1.0676
1.000	1.0654
1.618	1.0618
2.618	1.0560
4.250	1.0466

Fisher Pivots for day following 16-Mar-2023
Pivot	1 day	3 day
R1	1.0756	1.0772
PP	1.0748	1.0769
S1	1.0741	1.0766

Download as Excel Spreadsheet

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

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