CME Euro FX (E) Future March 2024

Trading Metrics calculated at close of trading on 15-Jun-2023

Day Change Summary
	Previous	Current
	14-Jun-2023	15-Jun-2023	Change	Change %	Previous Week
Open	1.0952	1.0970	0.0019	0.2%	1.0876
High	1.1013	1.1103	0.0091	0.8%	1.0941
Low	1.0945	1.0970	0.0025	0.2%	1.0848
Close	1.0993	1.1103	0.0111	1.0%	1.0909
Range	0.0068	0.0133	0.0066	97.0%	0.0093
ATR	0.0045	0.0051	0.0006	13.9%	0.0000
Volume	40	71	31	77.5%	132

Daily Pivots for day following 15-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1458	1.1413	1.1176
R3	1.1325	1.1280	1.1140
R2	1.1192	1.1192	1.1127
R1	1.1147	1.1147	1.1115	1.1170
PP	1.1059	1.1059	1.1059	1.1070
S1	1.1014	1.1014	1.1091	1.1037
S2	1.0926	1.0926	1.1079
S3	1.0793	1.0881	1.1066
S4	1.0660	1.0748	1.1030

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	1.1103	1.0900	0.0204	1.8%	0.0057	0.5%	100%	True	False	32
10	1.1103	1.0848	0.0255	2.3%	0.0043	0.4%	100%	True	False	28
20	1.1103	1.0822	0.0281	2.5%	0.0034	0.3%	100%	True	False	30
40	1.1223	1.0822	0.0401	3.6%	0.0030	0.3%	70%	False	False	26

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	1.1668
2.618	1.1451
1.618	1.1318
1.000	1.1236
0.618	1.1185
HIGH	1.1103
0.618	1.1052
0.500	1.1037
0.382	1.1021
LOW	1.0970
0.618	1.0888
1.000	1.0837
1.618	1.0755
2.618	1.0622
4.250	1.0405

Fisher Pivots for day following 15-Jun-2023
Pivot	1 day	3 day
R1	1.1081	1.1077
PP	1.1059	1.1050
S1	1.1037	1.1024

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

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