CME Euro FX (E) Future December 2023

Trading Metrics calculated at close of trading on 21-Jul-2023

Day Change Summary
	Previous	Current
	20-Jul-2023	21-Jul-2023	Change	Change %	Previous Week
Open	1.1281	1.1213	-0.0068	-0.6%	1.1303
High	1.1309	1.1224	-0.0086	-0.8%	1.1357
Low	1.1200	1.1188	-0.0012	-0.1%	1.1188
Close	1.1206	1.1204	-0.0002	0.0%	1.1204
Range	0.0109	0.0036	-0.0074	-67.4%	0.0169
ATR	0.0070	0.0067	-0.0002	-3.5%	0.0000
Volume	1,988	1,475	-513	-25.8%	7,697

Daily Pivots for day following 21-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1312	1.1293	1.1224
R3	1.1276	1.1258	1.1214
R2	1.1241	1.1241	1.1211
R1	1.1222	1.1222	1.1207	1.1214
PP	1.1205	1.1205	1.1205	1.1201
S1	1.1187	1.1187	1.1201	1.1178
S2	1.1170	1.1170	1.1197
S3	1.1134	1.1151	1.1194
S4	1.1099	1.1116	1.1184

Weekly Pivots for week ending 21-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1755	1.1648	1.1297
R3	1.1587	1.1480	1.1250
R2	1.1418	1.1418	1.1235
R1	1.1311	1.1311	1.1219	1.1280
PP	1.1250	1.1250	1.1250	1.1234
S1	1.1143	1.1143	1.1189	1.1112
S2	1.1081	1.1081	1.1173
S3	1.0913	1.0974	1.1158
S4	1.0744	1.0806	1.1111

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1357	1.1188	0.0169	1.5%	0.0063	0.6%	9%	False	True	1,539
10	1.1357	1.1034	0.0323	2.9%	0.0067	0.6%	53%	False	False	1,455
20	1.1357	1.0920	0.0437	3.9%	0.0069	0.6%	65%	False	False	1,022
40	1.1357	1.0758	0.0599	5.3%	0.0062	0.6%	75%	False	False	816
60	1.1357	1.0758	0.0599	5.3%	0.0057	0.5%	75%	False	False	605
80	1.1357	1.0758	0.0599	5.3%	0.0056	0.5%	75%	False	False	468
100	1.1357	1.0661	0.0696	6.2%	0.0056	0.5%	78%	False	False	391
120	1.1357	1.0661	0.0696	6.2%	0.0055	0.5%	78%	False	False	339

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	1.1374
2.618	1.1316
1.618	1.1281
1.000	1.1259
0.618	1.1245
HIGH	1.1224
0.618	1.1210
0.500	1.1206
0.382	1.1202
LOW	1.1188
0.618	1.1166
1.000	1.1153
1.618	1.1131
2.618	1.1095
4.250	1.1037

Fisher Pivots for day following 21-Jul-2023
Pivot	1 day	3 day
R1	1.1206	1.1255
PP	1.1205	1.1238
S1	1.1205	1.1221

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

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