CME Euro FX (E) Future December 2023

Trading Metrics calculated at close of trading on 26-Jul-2023

Day Change Summary
	Previous	Current
	25-Jul-2023	26-Jul-2023	Change	Change %	Previous Week
Open	1.1143	1.1129	-0.0015	-0.1%	1.1303
High	1.1165	1.1182	0.0017	0.1%	1.1357
Low	1.1100	1.1119	0.0019	0.2%	1.1188
Close	1.1124	1.1182	0.0058	0.5%	1.1204
Range	0.0065	0.0063	-0.0002	-3.1%	0.0169
ATR	0.0068	0.0068	0.0000	-0.5%	0.0000
Volume	945	747	-198	-21.0%	7,697

Daily Pivots for day following 26-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1350	1.1329	1.1216
R3	1.1287	1.1266	1.1199
R2	1.1224	1.1224	1.1193
R1	1.1203	1.1203	1.1187	1.1213
PP	1.1161	1.1161	1.1161	1.1166
S1	1.1140	1.1140	1.1176	1.1150
S2	1.1098	1.1098	1.1170
S3	1.1035	1.1077	1.1164
S4	1.0972	1.1014	1.1147

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	1.1309	1.1100	0.0209	1.9%	0.0071	0.6%	39%	False	False	1,268
10	1.1357	1.1100	0.0257	2.3%	0.0065	0.6%	32%	False	False	1,318
20	1.1357	1.0920	0.0437	3.9%	0.0069	0.6%	60%	False	False	1,086
40	1.1357	1.0758	0.0599	5.4%	0.0066	0.6%	71%	False	False	879
60	1.1357	1.0758	0.0599	5.4%	0.0057	0.5%	71%	False	False	647
80	1.1357	1.0758	0.0599	5.4%	0.0056	0.5%	71%	False	False	503
100	1.1357	1.0661	0.0696	6.2%	0.0057	0.5%	75%	False	False	418
120	1.1357	1.0661	0.0696	6.2%	0.0055	0.5%	75%	False	False	363

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	0.0016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1449
2.618	1.1346
1.618	1.1283
1.000	1.1245
0.618	1.1220
HIGH	1.1182
0.618	1.1157
0.500	1.1150
0.382	1.1143
LOW	1.1119
0.618	1.1080
1.000	1.1056
1.618	1.1017
2.618	1.0954
4.250	1.0851

Fisher Pivots for day following 26-Jul-2023
Pivot	1 day	3 day
R1	1.1171	1.1175
PP	1.1161	1.1168
S1	1.1150	1.1161

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

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