CME Euro FX (E) Future March 2024

Trading Metrics calculated at close of trading on 28-Jun-2023

Day Change Summary
	Previous	Current
	27-Jun-2023	28-Jun-2023	Change	Change %	Previous Week
Open	1.1113	1.1065	-0.0048	-0.4%	1.1091
High	1.1113	1.1068	-0.0045	-0.4%	1.1141
Low	1.1104	1.1057	-0.0047	-0.4%	1.0993
Close	1.1104	1.1068	-0.0036	-0.3%	1.1036
Range	0.0009	0.0011	0.0003	29.4%	0.0148
ATR	0.0053	0.0052	0.0000	-0.8%	0.0000
Volume	58	9	-49	-84.5%	534

Daily Pivots for day following 28-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1097	1.1094	1.1074
R3	1.1086	1.1083	1.1071
R2	1.1075	1.1075	1.1070
R1	1.1072	1.1072	1.1069	1.1074
PP	1.1064	1.1064	1.1064	1.1065
S1	1.1061	1.1061	1.1067	1.1063
S2	1.1053	1.1053	1.1066
S3	1.1042	1.1050	1.1065
S4	1.1031	1.1039	1.1062

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%	0.0028	0.3%	51%	False	False	79
10	1.1141	1.0945	0.0196	1.8%	0.0048	0.4%	63%	False	False	74
20	1.1141	1.0822	0.0319	2.9%	0.0039	0.4%	77%	False	False	50
40	1.1216	1.0822	0.0394	3.6%	0.0031	0.3%	62%	False	False	37

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	0.0004
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1115
2.618	1.1097
1.618	1.1086
1.000	1.1079
0.618	1.1075
HIGH	1.1068
0.618	1.1064
0.500	1.1063
0.382	1.1061
LOW	1.1057
0.618	1.1050
1.000	1.1046
1.618	1.1039
2.618	1.1028
4.250	1.1010

Fisher Pivots for day following 28-Jun-2023
Pivot	1 day	3 day
R1	1.1066	1.1073
PP	1.1064	1.1071
S1	1.1063	1.1070

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

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