CME Euro FX (E) Future March 2024

Trading Metrics calculated at close of trading on 21-Jun-2023

Day Change Summary
	Previous	Current
	20-Jun-2023	21-Jun-2023	Change	Change %	Previous Week
Open	1.1091	1.1066	-0.0025	-0.2%	1.0903
High	1.1091	1.1133	0.0043	0.4%	1.1110
Low	1.1058	1.1066	0.0008	0.1%	1.0900
Close	1.1066	1.1133	0.0067	0.6%	1.1097
Range	0.0033	0.0068	0.0035	104.5%	0.0210
ATR	0.0050	0.0051	0.0001	2.6%	0.0000
Volume	226	4	-222	-98.2%	158

Daily Pivots for day following 21-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1313	1.1291	1.1170
R3	1.1246	1.1223	1.1152
R2	1.1178	1.1178	1.1145
R1	1.1156	1.1156	1.1139	1.1167
PP	1.1111	1.1111	1.1111	1.1116
S1	1.1088	1.1088	1.1127	1.1099
S2	1.1043	1.1043	1.1121
S3	1.0976	1.1021	1.1114
S4	1.0908	1.0953	1.1096

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	1.1133	1.0945	0.0188	1.7%	0.0067	0.6%	100%	True	False	69
10	1.1133	1.0856	0.0277	2.5%	0.0049	0.4%	100%	True	False	42
20	1.1133	1.0822	0.0311	2.8%	0.0036	0.3%	100%	True	False	37
40	1.1223	1.0822	0.0401	3.6%	0.0031	0.3%	78%	False	False	28

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1420
2.618	1.1310
1.618	1.1242
1.000	1.1201
0.618	1.1175
HIGH	1.1133
0.618	1.1107
0.500	1.1099
0.382	1.1091
LOW	1.1066
0.618	1.1024
1.000	1.0998
1.618	1.0956
2.618	1.0889
4.250	1.0779

Fisher Pivots for day following 21-Jun-2023
Pivot	1 day	3 day
R1	1.1122	1.1120
PP	1.1111	1.1108
S1	1.1099	1.1095

Download as Excel Spreadsheet

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

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