CME Euro FX (E) Future March 2024

Trading Metrics calculated at close of trading on 26-Jun-2023

Day Change Summary
	Previous	Current
	23-Jun-2023	26-Jun-2023	Change	Change %	Previous Week
Open	1.1030	1.1046	0.0016	0.1%	1.1091
High	1.1042	1.1059	0.0018	0.2%	1.1141
Low	1.0993	1.1033	0.0040	0.4%	1.0993
Close	1.1036	1.1059	0.0024	0.2%	1.1036
Range	0.0049	0.0027	-0.0022	-45.4%	0.0148
ATR	0.0055	0.0053	-0.0002	-3.7%	0.0000
Volume	28	28	0	0.0%	534

Daily Pivots for day following 26-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1130	1.1121	1.1074
R3	1.1103	1.1094	1.1066
R2	1.1077	1.1077	1.1064
R1	1.1068	1.1068	1.1061	1.1072
PP	1.1050	1.1050	1.1050	1.1052
S1	1.1041	1.1041	1.1057	1.1046
S2	1.1024	1.1024	1.1054
S3	1.0997	1.1015	1.1052
S4	1.0971	1.0988	1.1044

Weekly Pivots for week ending 23-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1499	1.1415	1.1117
R3	1.1351	1.1267	1.1076
R2	1.1204	1.1204	1.1063
R1	1.1120	1.1120	1.1049	1.1088
PP	1.1056	1.1056	1.1056	1.1041
S1	1.0972	1.0972	1.1022	1.0941
S2	1.0909	1.0909	1.1008
S3	1.0761	1.0825	1.0995
S4	1.0614	1.0677	1.0954

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1141	1.0993	0.0148	1.3%	0.0044	0.4%	45%	False	False	112
10	1.1141	1.0900	0.0241	2.2%	0.0051	0.5%	66%	False	False	72
20	1.1141	1.0822	0.0319	2.9%	0.0041	0.4%	74%	False	False	49
40	1.1216	1.0822	0.0394	3.6%	0.0032	0.3%	60%	False	False	36

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0004
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.1172
2.618	1.1128
1.618	1.1102
1.000	1.1086
0.618	1.1075
HIGH	1.1059
0.618	1.1049
0.500	1.1046
0.382	1.1043
LOW	1.1033
0.618	1.1016
1.000	1.1006
1.618	1.0990
2.618	1.0963
4.250	1.0920

Fisher Pivots for day following 26-Jun-2023
Pivot	1 day	3 day
R1	1.1055	1.1067
PP	1.1050	1.1064
S1	1.1046	1.1062

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

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