CME Euro FX (E) Future March 2024

Trading Metrics calculated at close of trading on 07-Jul-2023

Day Change Summary
	Previous	Current
	06-Jul-2023	07-Jul-2023	Change	Change %	Previous Week
Open	1.0993	1.1050	0.0057	0.5%	1.1032
High	1.1023	1.1110	0.0087	0.8%	1.1110
Low	1.0980	1.1050	0.0070	0.6%	1.0980
Close	1.1023	1.1110	0.0087	0.8%	1.1110
Range	0.0044	0.0061	0.0017	39.1%	0.0131
ATR	0.0052	0.0054	0.0003	4.9%	0.0000
Volume	59	91	32	54.2%	311

Daily Pivots for day following 07-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1271	1.1251	1.1143
R3	1.1211	1.1191	1.1127
R2	1.1150	1.1150	1.1121
R1	1.1130	1.1130	1.1116	1.1140
PP	1.1090	1.1090	1.1090	1.1095
S1	1.1070	1.1070	1.1104	1.1080
S2	1.1029	1.1029	1.1099
S3	1.0969	1.1009	1.1093
S4	1.0908	1.0949	1.1077

Weekly Pivots for week ending 07-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1458	1.1415	1.1182
R3	1.1328	1.1284	1.1146
R2	1.1197	1.1197	1.1134
R1	1.1154	1.1154	1.1122	1.1175
PP	1.1067	1.1067	1.1067	1.1077
S1	1.1023	1.1023	1.1098	1.1045
S2	1.0936	1.0936	1.1086
S3	1.0806	1.0893	1.1074
S4	1.0675	1.0762	1.1038

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1110	1.0980	0.0131	1.2%	0.0042	0.4%	100%	True	False	68
10	1.1113	1.0980	0.0133	1.2%	0.0032	0.3%	98%	False	False	47
20	1.1141	1.0889	0.0252	2.3%	0.0042	0.4%	88%	False	False	58
40	1.1141	1.0822	0.0319	2.9%	0.0034	0.3%	90%	False	False	45

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.1367
2.618	1.1268
1.618	1.1208
1.000	1.1171
0.618	1.1147
HIGH	1.1110
0.618	1.1087
0.500	1.1080
0.382	1.1073
LOW	1.1050
0.618	1.1012
1.000	1.0989
1.618	1.0952
2.618	1.0891
4.250	1.0792

Fisher Pivots for day following 07-Jul-2023
Pivot	1 day	3 day
R1	1.1100	1.1088
PP	1.1090	1.1067
S1	1.1080	1.1045

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

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