CME Euro FX (E) Future March 2024

Trading Metrics calculated at close of trading on 11-Jul-2023

Day Change Summary
	Previous	Current
	10-Jul-2023	11-Jul-2023	Change	Change %	Previous Week
Open	1.1118	1.1155	0.0037	0.3%	1.1032
High	1.1139	1.1155	0.0016	0.1%	1.1110
Low	1.1118	1.1129	0.0011	0.1%	1.0980
Close	1.1139	1.1139	-0.0001	0.0%	1.1110
Range	0.0021	0.0026	0.0005	23.8%	0.0131
ATR	0.0052	0.0050	-0.0002	-3.6%	0.0000
Volume	73	33	-40	-54.8%	311

Daily Pivots for day following 11-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1219	1.1205	1.1153
R3	1.1193	1.1179	1.1146
R2	1.1167	1.1167	1.1143
R1	1.1153	1.1153	1.1141	1.1147
PP	1.1141	1.1141	1.1141	1.1138
S1	1.1127	1.1127	1.1136	1.1121
S2	1.1115	1.1115	1.1134
S3	1.1089	1.1101	1.1131
S4	1.1063	1.1075	1.1124

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	1.1155	1.0980	0.0176	1.6%	0.0033	0.3%	91%	True	False	73
10	1.1155	1.0980	0.0176	1.6%	0.0029	0.3%	91%	True	False	52
20	1.1155	1.0900	0.0256	2.3%	0.0040	0.4%	94%	True	False	62
40	1.1155	1.0822	0.0333	3.0%	0.0034	0.3%	95%	True	False	47

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1266
2.618	1.1223
1.618	1.1197
1.000	1.1181
0.618	1.1171
HIGH	1.1155
0.618	1.1145
0.500	1.1142
0.382	1.1139
LOW	1.1129
0.618	1.1113
1.000	1.1103
1.618	1.1087
2.618	1.1061
4.250	1.1019

Fisher Pivots for day following 11-Jul-2023
Pivot	1 day	3 day
R1	1.1142	1.1126
PP	1.1141	1.1114
S1	1.1140	1.1102

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

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