CME Euro FX (E) Future December 2023

Trading Metrics calculated at close of trading on 24-Mar-2023

Day Change Summary
	Previous	Current
	23-Mar-2023	24-Mar-2023	Change	Change %	Previous Week
Open	1.1046	1.0943	-0.0103	-0.9%	1.0845
High	1.1046	1.0960	-0.0087	-0.8%	1.1046
Low	1.0969	1.0840	-0.0130	-1.2%	1.0840
Close	1.0969	1.0892	-0.0078	-0.7%	1.0892
Range	0.0077	0.0120	0.0043	55.8%	0.0207
ATR	0.0072	0.0076	0.0004	5.8%	0.0000
Volume	13	8	-5	-38.5%	100

Daily Pivots for day following 24-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1257	1.1194	1.0958
R3	1.1137	1.1074	1.0925
R2	1.1017	1.1017	1.0914
R1	1.0954	1.0954	1.0903	1.0926
PP	1.0897	1.0897	1.0897	1.0883
S1	1.0834	1.0834	1.0881	1.0806
S2	1.0777	1.0777	1.0870
S3	1.0657	1.0714	1.0859
S4	1.0537	1.0594	1.0826

Weekly Pivots for week ending 24-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1545	1.1425	1.1005
R3	1.1339	1.1218	1.0948
R2	1.1132	1.1132	1.0929
R1	1.1012	1.1012	1.0910	1.1072
PP	1.0926	1.0926	1.0926	1.0956
S1	1.0805	1.0805	1.0873	1.0866
S2	1.0719	1.0719	1.0854
S3	1.0513	1.0599	1.0835
S4	1.0306	1.0392	1.0778

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1046	1.0840	0.0207	1.9%	0.0067	0.6%	25%	False	True	20
10	1.1046	1.0661	0.0385	3.5%	0.0068	0.6%	60%	False	False	66
20	1.1046	1.0661	0.0385	3.5%	0.0053	0.5%	60%	False	False	84
40	1.1199	1.0661	0.0538	4.9%	0.0052	0.5%	43%	False	False	82

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	0.0008
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.1470
2.618	1.1274
1.618	1.1154
1.000	1.1080
0.618	1.1034
HIGH	1.0960
0.618	1.0914
0.500	1.0900
0.382	1.0885
LOW	1.0840
0.618	1.0765
1.000	1.0720
1.618	1.0645
2.618	1.0525
4.250	1.0330

Fisher Pivots for day following 24-Mar-2023
Pivot	1 day	3 day
R1	1.0900	1.0943
PP	1.0897	1.0926
S1	1.0894	1.0909

Download as Excel Spreadsheet

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

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