CME Euro FX (E) Future March 2024

Trading Metrics calculated at close of trading on 20-Jun-2023

Day Change Summary
	Previous	Current
	16-Jun-2023	20-Jun-2023	Change	Change %	Previous Week
Open	1.1108	1.1091	-0.0018	-0.2%	1.0903
High	1.1110	1.1091	-0.0019	-0.2%	1.1110
Low	1.1074	1.1058	-0.0017	-0.1%	1.0900
Close	1.1097	1.1066	-0.0031	-0.3%	1.1097
Range	0.0036	0.0033	-0.0003	-7.0%	0.0210
ATR	0.0050	0.0050	-0.0001	-1.5%	0.0000
Volume	6	226	220	3,666.7%	158

Daily Pivots for day following 20-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1170	1.1151	1.1084
R3	1.1137	1.1118	1.1075
R2	1.1104	1.1104	1.1072
R1	1.1085	1.1085	1.1069	1.1078
PP	1.1071	1.1071	1.1071	1.1068
S1	1.1052	1.1052	1.1063	1.1045
S2	1.1038	1.1038	1.1060
S3	1.1005	1.1019	1.1057
S4	1.0972	1.0986	1.1048

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	1.0945	0.0165	1.5%	0.0059	0.5%	74%	False	False	74
10	1.1110	1.0848	0.0262	2.4%	0.0043	0.4%	83%	False	False	42
20	1.1110	1.0822	0.0288	2.6%	0.0032	0.3%	85%	False	False	38
40	1.1223	1.0822	0.0401	3.6%	0.0030	0.3%	61%	False	False	28

Crabel Price Patterns
NR	True
NR4	True
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	False
Stretch	0.0002
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1231
2.618	1.1177
1.618	1.1144
1.000	1.1124
0.618	1.1111
HIGH	1.1091
0.618	1.1078
0.500	1.1074
0.382	1.1070
LOW	1.1058
0.618	1.1037
1.000	1.1025
1.618	1.1004
2.618	1.0971
4.250	1.0917

Fisher Pivots for day following 20-Jun-2023
Pivot	1 day	3 day
R1	1.1074	1.1057
PP	1.1071	1.1049
S1	1.1069	1.1040

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

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