CME Euro FX (E) Future December 2023

Trading Metrics calculated at close of trading on 03-Apr-2023

Day Change Summary
	Previous	Current
	31-Mar-2023	03-Apr-2023	Change	Change %	Previous Week
Open	1.1030	1.0925	-0.0105	-1.0%	1.0896
High	1.1050	1.1045	-0.0005	0.0%	1.1056
Low	1.0975	1.0925	-0.0051	-0.5%	1.0893
Close	1.0989	1.1028	0.0039	0.4%	1.0989
Range	0.0075	0.0120	0.0046	61.1%	0.0164
ATR	0.0069	0.0073	0.0004	5.3%	0.0000
Volume	21	18	-3	-14.3%	136

Daily Pivots for day following 03-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1359	1.1313	1.1094
R3	1.1239	1.1193	1.1061
R2	1.1119	1.1119	1.1050
R1	1.1073	1.1073	1.1039	1.1096
PP	1.0999	1.0999	1.0999	1.1010
S1	1.0953	1.0953	1.1017	1.0976
S2	1.0879	1.0879	1.1006
S3	1.0759	1.0833	1.0995
S4	1.0639	1.0713	1.0962

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	1.0925	0.0132	1.2%	0.0064	0.6%	78%	False	True	27
10	1.1056	1.0840	0.0217	2.0%	0.0067	0.6%	87%	False	False	19
20	1.1056	1.0661	0.0395	3.6%	0.0061	0.6%	93%	False	False	59
40	1.1056	1.0661	0.0395	3.6%	0.0052	0.5%	93%	False	False	83

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	0.0005
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.1555
2.618	1.1359
1.618	1.1239
1.000	1.1165
0.618	1.1119
HIGH	1.1045
0.618	1.0999
0.500	1.0985
0.382	1.0970
LOW	1.0925
0.618	1.0850
1.000	1.0805
1.618	1.0730
2.618	1.0610
4.250	1.0415

Fisher Pivots for day following 03-Apr-2023
Pivot	1 day	3 day
R1	1.1013	1.1015
PP	1.0999	1.1003
S1	1.0985	1.0990

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

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