CME Euro FX (E) Future March 2024

Trading Metrics calculated at close of trading on 14-Jun-2023

Day Change Summary
	Previous	Current
	13-Jun-2023	14-Jun-2023	Change	Change %	Previous Week
Open	1.0980	1.0952	-0.0029	-0.3%	1.0876
High	1.0980	1.1013	0.0033	0.3%	1.0941
Low	1.0953	1.0945	-0.0008	-0.1%	1.0848
Close	1.0953	1.0993	0.0040	0.4%	1.0909
Range	0.0027	0.0068	0.0041	150.0%	0.0093
ATR	0.0043	0.0045	0.0002	4.0%	0.0000
Volume	28	40	12	42.9%	132

Daily Pivots for day following 14-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1186	1.1157	1.1030
R3	1.1118	1.1089	1.1011
R2	1.1051	1.1051	1.1005
R1	1.1022	1.1022	1.0999	1.1036
PP	1.0983	1.0983	1.0983	1.0991
S1	1.0954	1.0954	1.0986	1.0969
S2	1.0916	1.0916	1.0980
S3	1.0848	1.0887	1.0974
S4	1.0781	1.0819	1.0955

Weekly Pivots for week ending 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1178	1.1137	1.0960
R3	1.1085	1.1044	1.0935
R2	1.0992	1.0992	1.0926
R1	1.0951	1.0951	1.0918	1.0972
PP	1.0899	1.0899	1.0899	1.0910
S1	1.0858	1.0858	1.0900	1.0879
S2	1.0806	1.0806	1.0892
S3	1.0713	1.0765	1.0883
S4	1.0620	1.0672	1.0858

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1013	1.0889	0.0124	1.1%	0.0040	0.4%	84%	True	False	21
10	1.1013	1.0848	0.0165	1.5%	0.0035	0.3%	88%	True	False	30
20	1.1013	1.0822	0.0191	1.7%	0.0028	0.3%	90%	True	False	28
40	1.1223	1.0822	0.0401	3.6%	0.0027	0.2%	43%	False	False	24

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	1.1299
2.618	1.1189
1.618	1.1122
1.000	1.1080
0.618	1.1054
HIGH	1.1013
0.618	1.0987
0.500	1.0979
0.382	1.0971
LOW	1.0945
0.618	1.0903
1.000	1.0878
1.618	1.0836
2.618	1.0768
4.250	1.0658

Fisher Pivots for day following 14-Jun-2023
Pivot	1 day	3 day
R1	1.0988	1.0980
PP	1.0983	1.0968
S1	1.0979	1.0956

Download as Excel Spreadsheet

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

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