CME Euro FX (E) Future March 2024

Trading Metrics calculated at close of trading on 10-Jul-2023

Day Change Summary
	Previous	Current
	07-Jul-2023	10-Jul-2023	Change	Change %	Previous Week
Open	1.1050	1.1118	0.0069	0.6%	1.1032
High	1.1110	1.1139	0.0029	0.3%	1.1110
Low	1.1050	1.1118	0.0069	0.6%	1.0980
Close	1.1110	1.1139	0.0029	0.3%	1.1110
Range	0.0061	0.0021	-0.0040	-65.3%	0.0131
ATR	0.0054	0.0052	-0.0002	-3.3%	0.0000
Volume	91	73	-18	-19.8%	311

Daily Pivots for day following 10-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1195	1.1188	1.1151
R3	1.1174	1.1167	1.1145
R2	1.1153	1.1153	1.1143
R1	1.1146	1.1146	1.1141	1.1150
PP	1.1132	1.1132	1.1132	1.1134
S1	1.1125	1.1125	1.1137	1.1129
S2	1.1111	1.1111	1.1135
S3	1.1090	1.1104	1.1133
S4	1.1069	1.1083	1.1127

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	1.1139	1.0980	0.0160	1.4%	0.0035	0.3%	100%	True	False	76
10	1.1139	1.0980	0.0160	1.4%	0.0029	0.3%	100%	True	False	52
20	1.1141	1.0900	0.0241	2.2%	0.0040	0.4%	99%	False	False	61
40	1.1141	1.0822	0.0319	2.9%	0.0034	0.3%	100%	False	False	47

Crabel Price Patterns
NR	True
NR4	False
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 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1228
2.618	1.1194
1.618	1.1173
1.000	1.1160
0.618	1.1152
HIGH	1.1139
0.618	1.1131
0.500	1.1129
0.382	1.1126
LOW	1.1118
0.618	1.1105
1.000	1.1097
1.618	1.1084
2.618	1.1063
4.250	1.1029

Fisher Pivots for day following 10-Jul-2023
Pivot	1 day	3 day
R1	1.1136	1.1112
PP	1.1132	1.1086
S1	1.1129	1.1059

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

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