CME Euro FX (E) Future March 2024

Trading Metrics calculated at close of trading on 05-Jul-2023

Day Change Summary
	Previous	Current
	03-Jul-2023	05-Jul-2023	Change	Change %	Previous Week
Open	1.1032	1.1007	-0.0025	-0.2%	1.1046
High	1.1071	1.1007	-0.0064	-0.6%	1.1113
Low	1.1032	1.0994	-0.0038	-0.3%	1.0984
Close	1.1055	1.0994	-0.0061	-0.5%	1.1056
Range	0.0039	0.0013	-0.0026	-66.7%	0.0129
ATR	0.0052	0.0052	0.0001	1.2%	0.0000
Volume	49	112	63	128.6%	136

Daily Pivots for day following 05-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1037	1.1029	1.1001
R3	1.1024	1.1016	1.0998
R2	1.1011	1.1011	1.0996
R1	1.1003	1.1003	1.0995	1.1001
PP	1.0998	1.0998	1.0998	1.0997
S1	1.0990	1.0990	1.0993	1.0988
S2	1.0985	1.0985	1.0992
S3	1.0972	1.0977	1.0990
S4	1.0959	1.0964	1.0987

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	1.1071	1.0984	0.0087	0.8%	0.0027	0.2%	12%	False	False	42
10	1.1141	1.0984	0.0157	1.4%	0.0033	0.3%	7%	False	False	60
20	1.1141	1.0848	0.0293	2.7%	0.0038	0.3%	50%	False	False	51
40	1.1160	1.0822	0.0338	3.1%	0.0031	0.3%	51%	False	False	41

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0005
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1062
2.618	1.1041
1.618	1.1028
1.000	1.1020
0.618	1.1015
HIGH	1.1007
0.618	1.1002
0.500	1.1001
0.382	1.0999
LOW	1.0994
0.618	1.0986
1.000	1.0981
1.618	1.0973
2.618	1.0960
4.250	1.0939

Fisher Pivots for day following 05-Jul-2023
Pivot	1 day	3 day
R1	1.1001	1.1027
PP	1.0998	1.1016
S1	1.0996	1.1005

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

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