CME Euro FX (E) Future March 2024

Trading Metrics calculated at close of trading on 29-Jun-2023

Day Change Summary
	Previous	Current
	28-Jun-2023	29-Jun-2023	Change	Change %	Previous Week
Open	1.1065	1.1031	-0.0034	-0.3%	1.1091
High	1.1068	1.1031	-0.0037	-0.3%	1.1141
Low	1.1057	1.1014	-0.0043	-0.4%	1.0993
Close	1.1068	1.1014	-0.0054	-0.5%	1.1036
Range	0.0011	0.0017	0.0006	54.5%	0.0148
ATR	0.0052	0.0052	0.0000	0.2%	0.0000
Volume	9	12	3	33.3%	534

Daily Pivots for day following 29-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1071	1.1059	1.1023
R3	1.1054	1.1042	1.1019
R2	1.1037	1.1037	1.1017
R1	1.1025	1.1025	1.1016	1.1023
PP	1.1020	1.1020	1.1020	1.1018
S1	1.1008	1.1008	1.1012	1.1006
S2	1.1003	1.1003	1.1011
S3	1.0986	1.0991	1.1009
S4	1.0969	1.0974	1.1005

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	1.1113	1.0993	0.0120	1.1%	0.0022	0.2%	18%	False	False	27
10	1.1141	1.0970	0.0171	1.5%	0.0043	0.4%	26%	False	False	71
20	1.1141	1.0848	0.0293	2.7%	0.0039	0.4%	57%	False	False	51
40	1.1216	1.0822	0.0394	3.6%	0.0031	0.3%	49%	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	0.0003
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1103
2.618	1.1076
1.618	1.1059
1.000	1.1048
0.618	1.1042
HIGH	1.1031
0.618	1.1025
0.500	1.1023
0.382	1.1020
LOW	1.1014
0.618	1.1003
1.000	1.0997
1.618	1.0986
2.618	1.0969
4.250	1.0942

Fisher Pivots for day following 29-Jun-2023
Pivot	1 day	3 day
R1	1.1023	1.1063
PP	1.1020	1.1047
S1	1.1017	1.1030

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

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