CME Euro FX (E) Future March 2024

Trading Metrics calculated at close of trading on 27-Jun-2023

Day Change Summary
	Previous	Current
	26-Jun-2023	27-Jun-2023	Change	Change %	Previous Week
Open	1.1046	1.1113	0.0067	0.6%	1.1091
High	1.1059	1.1113	0.0054	0.5%	1.1141
Low	1.1033	1.1104	0.0072	0.6%	1.0993
Close	1.1059	1.1104	0.0045	0.4%	1.1036
Range	0.0027	0.0009	-0.0018	-67.9%	0.0148
ATR	0.0053	0.0053	0.0000	0.1%	0.0000
Volume	28	58	30	107.1%	534

Daily Pivots for day following 27-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1132	1.1127	1.1109
R3	1.1124	1.1118	1.1106
R2	1.1115	1.1115	1.1106
R1	1.1110	1.1110	1.1105	1.1108
PP	1.1107	1.1107	1.1107	1.1106
S1	1.1101	1.1101	1.1103	1.1100
S2	1.1098	1.1098	1.1102
S3	1.1090	1.1093	1.1102
S4	1.1081	1.1084	1.1099

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%	0.0040	0.4%	75%	False	False	78
10	1.1141	1.0945	0.0196	1.8%	0.0049	0.4%	81%	False	False	76
20	1.1141	1.0822	0.0319	2.9%	0.0039	0.3%	89%	False	False	51
40	1.1216	1.0822	0.0394	3.5%	0.0031	0.3%	72%	False	False	37

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	0.0003
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.1149
2.618	1.1135
1.618	1.1126
1.000	1.1121
0.618	1.1118
HIGH	1.1113
0.618	1.1109
0.500	1.1108
0.382	1.1107
LOW	1.1104
0.618	1.1099
1.000	1.1096
1.618	1.1090
2.618	1.1082
4.250	1.1068

Fisher Pivots for day following 27-Jun-2023
Pivot	1 day	3 day
R1	1.1108	1.1087
PP	1.1107	1.1070
S1	1.1105	1.1053

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

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