CME Euro FX (E) Future March 2024

Trading Metrics calculated at close of trading on 30-Jun-2023

Day Change Summary
	Previous	Current
	29-Jun-2023	30-Jun-2023	Change	Change %	Previous Week
Open	1.1031	1.1014	-0.0018	-0.2%	1.1046
High	1.1031	1.1038	0.0007	0.1%	1.1113
Low	1.1014	1.0984	-0.0031	-0.3%	1.0984
Close	1.1014	1.1056	0.0042	0.4%	1.1056
Range	0.0017	0.0055	0.0038	220.6%	0.0129
ATR	0.0052	0.0053	0.0000	0.3%	0.0000
Volume	12	29	17	141.7%	136

Daily Pivots for day following 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1189	1.1177	1.1086
R3	1.1135	1.1123	1.1071
R2	1.1080	1.1080	1.1066
R1	1.1068	1.1068	1.1061	1.1074
PP	1.1026	1.1026	1.1026	1.1029
S1	1.1014	1.1014	1.1051	1.1020
S2	1.0971	1.0971	1.1046
S3	1.0917	1.0959	1.1041
S4	1.0862	1.0905	1.1026

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1438	1.1376	1.1127
R3	1.1309	1.1247	1.1091
R2	1.1180	1.1180	1.1080
R1	1.1118	1.1118	1.1068	1.1149
PP	1.1051	1.1051	1.1051	1.1066
S1	1.0989	1.0989	1.1044	1.1020
S2	1.0922	1.0922	1.1032
S3	1.0793	1.0860	1.1021
S4	1.0664	1.0731	1.0985

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1113	1.0984	0.0129	1.2%	0.0024	0.2%	56%	False	True	27
10	1.1141	1.0984	0.0157	1.4%	0.0035	0.3%	46%	False	True	67
20	1.1141	1.0848	0.0293	2.6%	0.0039	0.4%	71%	False	False	48
40	1.1194	1.0822	0.0372	3.4%	0.0032	0.3%	63%	False	False	38

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.1270
2.618	1.1181
1.618	1.1126
1.000	1.1093
0.618	1.1072
HIGH	1.1038
0.618	1.1017
0.500	1.1011
0.382	1.1004
LOW	1.0984
0.618	1.0950
1.000	1.0929
1.618	1.0895
2.618	1.0841
4.250	1.0752

Fisher Pivots for day following 30-Jun-2023
Pivot	1 day	3 day
R1	1.1041	1.1046
PP	1.1026	1.1036
S1	1.1011	1.1026

Download as Excel Spreadsheet

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

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