CME Euro FX (E) Future December 2023

Trading Metrics calculated at close of trading on 09-Aug-2023

Day Change Summary
	Previous	Current
	08-Aug-2023	09-Aug-2023	Change	Change %	Previous Week
Open	1.1074	1.1029	-0.0045	-0.4%	1.1100
High	1.1079	1.1063	-0.0016	-0.1%	1.1117
Low	1.1000	1.1025	0.0025	0.2%	1.0986
Close	1.1030	1.1045	0.0015	0.1%	1.1081
Range	0.0079	0.0038	-0.0041	-51.6%	0.0131
ATR	0.0074	0.0071	-0.0003	-3.5%	0.0000
Volume	537	904	367	68.3%	6,098

Daily Pivots for day following 09-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1158	1.1139	1.1065
R3	1.1120	1.1101	1.1055
R2	1.1082	1.1082	1.1051
R1	1.1063	1.1063	1.1048	1.1073
PP	1.1044	1.1044	1.1044	1.1049
S1	1.1025	1.1025	1.1041	1.1035
S2	1.1006	1.1006	1.1038
S3	1.0968	1.0987	1.1034
S4	1.0930	1.0949	1.1024

Weekly Pivots for week ending 04-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1454	1.1399	1.1153
R3	1.1323	1.1268	1.1117
R2	1.1192	1.1192	1.1105
R1	1.1137	1.1137	1.1093	1.1099
PP	1.1061	1.1061	1.1061	1.1043
S1	1.1006	1.1006	1.1069	1.0968
S2	1.0930	1.0930	1.1057
S3	1.0799	1.0875	1.1045
S4	1.0668	1.0744	1.1009

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1114	1.0986	0.0128	1.2%	0.0062	0.6%	46%	False	False	1,025
10	1.1225	1.0986	0.0239	2.2%	0.0079	0.7%	24%	False	False	1,327
20	1.1357	1.0986	0.0371	3.4%	0.0072	0.7%	16%	False	False	1,322
40	1.1357	1.0877	0.0480	4.3%	0.0072	0.7%	35%	False	False	1,136
60	1.1357	1.0758	0.0599	5.4%	0.0062	0.6%	48%	False	False	826
80	1.1357	1.0758	0.0599	5.4%	0.0060	0.5%	48%	False	False	660
100	1.1357	1.0758	0.0599	5.4%	0.0059	0.5%	48%	False	False	537
120	1.1357	1.0661	0.0696	6.3%	0.0056	0.5%	55%	False	False	464

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1.1225
2.618	1.1162
1.618	1.1124
1.000	1.1101
0.618	1.1086
HIGH	1.1063
0.618	1.1048
0.500	1.1044
0.382	1.1040
LOW	1.1025
0.618	1.1002
1.000	1.0987
1.618	1.0964
2.618	1.0926
4.250	1.0864

Fisher Pivots for day following 09-Aug-2023
Pivot	1 day	3 day
R1	1.1044	1.1044
PP	1.1044	1.1043
S1	1.1044	1.1042

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

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