CME Euro FX (E) Future December 2023

Trading Metrics calculated at close of trading on 22-Mar-2023

Day Change Summary
	Previous	Current
	21-Mar-2023	22-Mar-2023	Change	Change %	Previous Week
Open	1.0920	1.0924	0.0004	0.0%	1.0867
High	1.0925	1.1019	0.0094	0.9%	1.0884
Low	1.0905	1.0924	0.0019	0.2%	1.0661
Close	1.0909	1.1019	0.0111	1.0%	1.0824
Range	0.0020	0.0096	0.0076	377.5%	0.0223
ATR	0.0068	0.0071	0.0003	4.4%	0.0000
Volume	12	10	-2	-16.7%	567

Daily Pivots for day following 22-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1274	1.1242	1.1072
R3	1.1178	1.1146	1.1045
R2	1.1083	1.1083	1.1037
R1	1.1051	1.1051	1.1028	1.1067
PP	1.0987	1.0987	1.0987	1.0995
S1	1.0955	1.0955	1.1010	1.0971
S2	1.0892	1.0892	1.1001
S3	1.0796	1.0860	1.0993
S4	1.0701	1.0764	1.0966

Weekly Pivots for week ending 17-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1459	1.1364	1.0946
R3	1.1236	1.1141	1.0885
R2	1.1013	1.1013	1.0864
R1	1.0918	1.0918	1.0844	1.0854
PP	1.0790	1.0790	1.0790	1.0757
S1	1.0695	1.0695	1.0803	1.0631
S2	1.0567	1.0567	1.0783
S3	1.0344	1.0472	1.0762
S4	1.0121	1.0249	1.0701

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1019	1.0712	0.0307	2.8%	0.0051	0.5%	100%	True	False	70
10	1.1019	1.0661	0.0358	3.2%	0.0060	0.5%	100%	True	False	96
20	1.1019	1.0661	0.0358	3.2%	0.0047	0.4%	100%	True	False	96
40	1.1199	1.0661	0.0538	4.9%	0.0049	0.4%	67%	False	False	82

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	0.0008
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1425
2.618	1.1269
1.618	1.1174
1.000	1.1115
0.618	1.1078
HIGH	1.1019
0.618	1.0983
0.500	1.0971
0.382	1.0960
LOW	1.0924
0.618	1.0864
1.000	1.0828
1.618	1.0769
2.618	1.0673
4.250	1.0518

Fisher Pivots for day following 22-Mar-2023
Pivot	1 day	3 day
R1	1.1003	1.0990
PP	1.0987	1.0961
S1	1.0971	1.0932

Download as Excel Spreadsheet

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

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