CME Euro FX (E) Future March 2024

Trading Metrics calculated at close of trading on 16-Jun-2023

Day Change Summary
	Previous	Current
	15-Jun-2023	16-Jun-2023	Change	Change %	Previous Week
Open	1.0970	1.1108	0.0138	1.3%	1.0903
High	1.1103	1.1110	0.0007	0.1%	1.1110
Low	1.0970	1.1074	0.0104	0.9%	1.0900
Close	1.1103	1.1097	-0.0006	-0.1%	1.1097
Range	0.0133	0.0036	-0.0098	-73.3%	0.0210
ATR	0.0051	0.0050	-0.0001	-2.2%	0.0000
Volume	71	6	-65	-91.5%	158

Daily Pivots for day following 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1200	1.1184	1.1117
R3	1.1165	1.1149	1.1107
R2	1.1129	1.1129	1.1104
R1	1.1113	1.1113	1.1100	1.1103
PP	1.1094	1.1094	1.1094	1.1089
S1	1.1078	1.1078	1.1094	1.1068
S2	1.1058	1.1058	1.1090
S3	1.1023	1.1042	1.1087
S4	1.0987	1.1007	1.1077

Weekly Pivots for week ending 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1665	1.1591	1.1213
R3	1.1455	1.1381	1.1155
R2	1.1245	1.1245	1.1136
R1	1.1171	1.1171	1.1116	1.1208
PP	1.1035	1.1035	1.1035	1.1054
S1	1.0961	1.0961	1.1078	1.0998
S2	1.0825	1.0825	1.1059
S3	1.0615	1.0751	1.1039
S4	1.0405	1.0541	1.0982

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1110	1.0900	0.0210	1.9%	0.0057	0.5%	94%	True	False	31
10	1.1110	1.0848	0.0262	2.4%	0.0040	0.4%	95%	True	False	29
20	1.1110	1.0822	0.0288	2.6%	0.0034	0.3%	96%	True	False	29
40	1.1223	1.0822	0.0401	3.6%	0.0031	0.3%	69%	False	False	23

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	True
Stretch	0.0002
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1260
2.618	1.1202
1.618	1.1167
1.000	1.1145
0.618	1.1131
HIGH	1.1110
0.618	1.1096
0.500	1.1092
0.382	1.1088
LOW	1.1074
0.618	1.1052
1.000	1.1039
1.618	1.1017
2.618	1.0981
4.250	1.0923

Fisher Pivots for day following 16-Jun-2023
Pivot	1 day	3 day
R1	1.1095	1.1074
PP	1.1094	1.1051
S1	1.1092	1.1027

Download as Excel Spreadsheet

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

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