CME Euro FX (E) Future December 2023

Trading Metrics calculated at close of trading on 01-Aug-2023

Day Change Summary
	Previous	Current
	31-Jul-2023	01-Aug-2023	Change	Change %	Previous Week
Open	1.1100	1.1074	-0.0027	-0.2%	1.1206
High	1.1117	1.1074	-0.0044	-0.4%	1.1225
Low	1.1070	1.1029	-0.0041	-0.4%	1.1020
Close	1.1074	1.1048	-0.0026	-0.2%	1.1100
Range	0.0048	0.0045	-0.0003	-6.3%	0.0205
ATR	0.0076	0.0074	-0.0002	-2.9%	0.0000
Volume	1,265	790	-475	-37.5%	7,877

Daily Pivots for day following 01-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1184	1.1160	1.1072
R3	1.1139	1.1116	1.1060
R2	1.1095	1.1095	1.1056
R1	1.1071	1.1071	1.1052	1.1061
PP	1.1050	1.1050	1.1050	1.1045
S1	1.1027	1.1027	1.1044	1.1016
S2	1.1006	1.1006	1.1040
S3	1.0961	1.0982	1.1036
S4	1.0917	1.0938	1.1024

Weekly Pivots for week ending 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1730	1.1620	1.1213
R3	1.1525	1.1415	1.1156
R2	1.1320	1.1320	1.1138
R1	1.1210	1.1210	1.1119	1.1163
PP	1.1115	1.1115	1.1115	1.1091
S1	1.1005	1.1005	1.1081	1.0958
S2	1.0910	1.0910	1.1062
S3	1.0705	1.0800	1.1044
S4	1.0500	1.0595	1.0987

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1225	1.1020	0.0205	1.9%	0.0088	0.8%	14%	False	False	1,559
10	1.1321	1.1020	0.0301	2.7%	0.0079	0.7%	9%	False	False	1,567
20	1.1357	1.0920	0.0437	4.0%	0.0075	0.7%	29%	False	False	1,324
40	1.1357	1.0784	0.0573	5.2%	0.0069	0.6%	46%	False	False	1,027
60	1.1357	1.0758	0.0599	5.4%	0.0061	0.6%	48%	False	False	747
80	1.1357	1.0758	0.0599	5.4%	0.0058	0.5%	48%	False	False	589
100	1.1357	1.0661	0.0696	6.3%	0.0059	0.5%	56%	False	False	482
120	1.1357	1.0661	0.0696	6.3%	0.0056	0.5%	56%	False	False	419

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	0.0022
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.1263
2.618	1.1190
1.618	1.1146
1.000	1.1118
0.618	1.1101
HIGH	1.1074
0.618	1.1057
0.500	1.1051
0.382	1.1046
LOW	1.1029
0.618	1.1001
1.000	1.0985
1.618	1.0957
2.618	1.0912
4.250	1.0840

Fisher Pivots for day following 01-Aug-2023
Pivot	1 day	3 day
R1	1.1051	1.1072
PP	1.1050	1.1064
S1	1.1049	1.1056

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

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