CME Euro FX (E) Future December 2023

Trading Metrics calculated at close of trading on 29-Mar-2023

Day Change Summary
	Previous	Current
	28-Mar-2023	29-Mar-2023	Change	Change %	Previous Week
Open	1.0965	1.0964	-0.0001	0.0%	1.0845
High	1.0980	1.0983	0.0004	0.0%	1.1046
Low	1.0955	1.0964	0.0009	0.1%	1.0840
Close	1.0980	1.0983	0.0004	0.0%	1.0892
Range	0.0025	0.0019	-0.0006	-22.4%	0.0207
ATR	0.0071	0.0068	-0.0004	-5.2%	0.0000
Volume	6	34	28	466.7%	100

Daily Pivots for day following 29-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1034	1.1027	1.0993
R3	1.1015	1.1008	1.0988
R2	1.0996	1.0996	1.0986
R1	1.0989	1.0989	1.0985	1.0993
PP	1.0977	1.0977	1.0977	1.0978
S1	1.0970	1.0970	1.0981	1.0974
S2	1.0958	1.0958	1.0980
S3	1.0939	1.0951	1.0978
S4	1.0920	1.0932	1.0973

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%	0.0056	0.5%	69%	False	False	15
10	1.1046	1.0712	0.0334	3.0%	0.0053	0.5%	81%	False	False	42
20	1.1046	1.0661	0.0385	3.5%	0.0053	0.5%	84%	False	False	82
40	1.1199	1.0661	0.0538	4.9%	0.0052	0.5%	60%	False	False	83

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	1.1064
2.618	1.1033
1.618	1.1014
1.000	1.1002
0.618	1.0995
HIGH	1.0983
0.618	1.0976
0.500	1.0974
0.382	1.0971
LOW	1.0964
0.618	1.0952
1.000	1.0945
1.618	1.0933
2.618	1.0914
4.250	1.0883

Fisher Pivots for day following 29-Mar-2023
Pivot	1 day	3 day
R1	1.0980	1.0968
PP	1.0977	1.0953
S1	1.0974	1.0938

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

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