CME Euro FX (E) Future December 2023

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

Day Change Summary
	Previous	Current
	22-Mar-2023	23-Mar-2023	Change	Change %	Previous Week
Open	1.0924	1.1046	0.0123	1.1%	1.0867
High	1.1019	1.1046	0.0027	0.2%	1.0884
Low	1.0924	1.0969	0.0046	0.4%	1.0661
Close	1.1019	1.0969	-0.0050	-0.5%	1.0824
Range	0.0096	0.0077	-0.0019	-19.4%	0.0223
ATR	0.0071	0.0072	0.0000	0.6%	0.0000
Volume	10	13	3	30.0%	567

Daily Pivots for day following 23-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1226	1.1174	1.1011
R3	1.1149	1.1097	1.0990
R2	1.1072	1.1072	1.0983
R1	1.1020	1.1020	1.0976	1.1008
PP	1.0995	1.0995	1.0995	1.0988
S1	1.0943	1.0943	1.0962	1.0931
S2	1.0918	1.0918	1.0955
S3	1.0841	1.0866	1.0948
S4	1.0764	1.0789	1.0927

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	1.1046	1.0759	0.0287	2.6%	0.0055	0.5%	73%	True	False	21
10	1.1046	1.0661	0.0385	3.5%	0.0065	0.6%	80%	True	False	80
20	1.1046	1.0661	0.0385	3.5%	0.0051	0.5%	80%	True	False	88
40	1.1199	1.0661	0.0538	4.9%	0.0051	0.5%	57%	False	False	82

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

Fibonacci Retracements and Extensions
4.250	1.1373
2.618	1.1248
1.618	1.1171
1.000	1.1123
0.618	1.1094
HIGH	1.1046
0.618	1.1017
0.500	1.1008
0.382	1.0998
LOW	1.0969
0.618	1.0921
1.000	1.0892
1.618	1.0844
2.618	1.0767
4.250	1.0642

Fisher Pivots for day following 23-Mar-2023
Pivot	1 day	3 day
R1	1.1008	1.0976
PP	1.0995	1.0973
S1	1.0982	1.0971

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

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