CME Euro FX (E) Future December 2023

Trading Metrics calculated at close of trading on 31-Mar-2023

Day Change Summary
	Previous	Current
	30-Mar-2023	31-Mar-2023	Change	Change %	Previous Week
Open	1.0975	1.1030	0.0055	0.5%	1.0896
High	1.1056	1.1050	-0.0007	-0.1%	1.1056
Low	1.0975	1.0975	0.0000	0.0%	1.0893
Close	1.1039	1.0989	-0.0050	-0.5%	1.0989
Range	0.0081	0.0075	-0.0007	-8.0%	0.0164
ATR	0.0069	0.0069	0.0000	0.6%	0.0000
Volume	58	21	-37	-63.8%	136

Daily Pivots for day following 31-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1228	1.1183	1.1029
R3	1.1153	1.1108	1.1009
R2	1.1079	1.1079	1.1002
R1	1.1034	1.1034	1.0995	1.1019
PP	1.1004	1.1004	1.1004	1.0997
S1	1.0959	1.0959	1.0982	1.0945
S2	1.0930	1.0930	1.0975
S3	1.0855	1.0885	1.0968
S4	1.0781	1.0810	1.0948

Weekly Pivots for week ending 31-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1470	1.1393	1.1078
R3	1.1306	1.1229	1.1033
R2	1.1143	1.1143	1.1018
R1	1.1066	1.1066	1.1003	1.1104
PP	1.0979	1.0979	1.0979	1.0998
S1	1.0902	1.0902	1.0974	1.0941
S2	1.0816	1.0816	1.0959
S3	1.0652	1.0739	1.0944
S4	1.0489	1.0575	1.0899

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1056	1.0893	0.0164	1.5%	0.0048	0.4%	59%	False	False	27
10	1.1056	1.0840	0.0217	2.0%	0.0057	0.5%	69%	False	False	23
20	1.1056	1.0661	0.0395	3.6%	0.0057	0.5%	83%	False	False	78
40	1.1113	1.0661	0.0452	4.1%	0.0052	0.5%	73%	False	False	84

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	False
Stretch	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1366
2.618	1.1245
1.618	1.1170
1.000	1.1124
0.618	1.1096
HIGH	1.1050
0.618	1.1021
0.500	1.1012
0.382	1.1003
LOW	1.0975
0.618	1.0929
1.000	1.0901
1.618	1.0854
2.618	1.0780
4.250	1.0658

Fisher Pivots for day following 31-Mar-2023
Pivot	1 day	3 day
R1	1.1012	1.1010
PP	1.1004	1.1003
S1	1.0996	1.0996

Download as Excel Spreadsheet

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

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