CME Euro FX (E) Future March 2024

Trading Metrics calculated at close of trading on 12-Jul-2023

Day Change Summary
	Previous	Current
	11-Jul-2023	12-Jul-2023	Change	Change %	Previous Week
Open	1.1155	1.1179	0.0024	0.2%	1.1032
High	1.1155	1.1277	0.0122	1.1%	1.1110
Low	1.1129	1.1176	0.0047	0.4%	1.0980
Close	1.1139	1.1277	0.0138	1.2%	1.1110
Range	0.0026	0.0101	0.0075	288.5%	0.0131
ATR	0.0050	0.0057	0.0006	12.5%	0.0000
Volume	33	117	84	254.5%	311

Daily Pivots for day following 12-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1546	1.1512	1.1332
R3	1.1445	1.1411	1.1304
R2	1.1344	1.1344	1.1295
R1	1.1310	1.1310	1.1286	1.1327
PP	1.1243	1.1243	1.1243	1.1252
S1	1.1209	1.1209	1.1267	1.1226
S2	1.1142	1.1142	1.1258
S3	1.1041	1.1108	1.1249
S4	1.0940	1.1007	1.1221

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	1.1277	1.0980	0.0298	2.6%	0.0050	0.4%	100%	True	False	74
10	1.1277	1.0980	0.0298	2.6%	0.0039	0.3%	100%	True	False	58
20	1.1277	1.0945	0.0332	2.9%	0.0044	0.4%	100%	True	False	67
40	1.1277	1.0822	0.0455	4.0%	0.0035	0.3%	100%	True	False	49

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	0.0004
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	1.1706
2.618	1.1541
1.618	1.1440
1.000	1.1378
0.618	1.1339
HIGH	1.1277
0.618	1.1238
0.500	1.1227
0.382	1.1215
LOW	1.1176
0.618	1.1114
1.000	1.1075
1.618	1.1013
2.618	1.0912
4.250	1.0747

Fisher Pivots for day following 12-Jul-2023
Pivot	1 day	3 day
R1	1.1260	1.1250
PP	1.1243	1.1224
S1	1.1227	1.1198

Download as Excel Spreadsheet

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

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