CME Euro FX (E) Future March 2024

Trading Metrics calculated at close of trading on 13-Jul-2023

Day Change Summary
	Previous	Current
	12-Jul-2023	13-Jul-2023	Change	Change %	Previous Week
Open	1.1179	1.1291	0.0113	1.0%	1.1032
High	1.1277	1.1358	0.0081	0.7%	1.1110
Low	1.1176	1.1291	0.0115	1.0%	1.0980
Close	1.1277	1.1358	0.0081	0.7%	1.1110
Range	0.0101	0.0067	-0.0035	-34.2%	0.0131
ATR	0.0057	0.0059	0.0002	3.0%	0.0000
Volume	117	53	-64	-54.7%	311

Daily Pivots for day following 13-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1535	1.1513	1.1394
R3	1.1468	1.1446	1.1376
R2	1.1402	1.1402	1.1370
R1	1.1380	1.1380	1.1364	1.1391
PP	1.1335	1.1335	1.1335	1.1341
S1	1.1313	1.1313	1.1351	1.1324
S2	1.1269	1.1269	1.1345
S3	1.1202	1.1247	1.1339
S4	1.1136	1.1180	1.1321

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	1.1358	1.1050	0.0308	2.7%	0.0055	0.5%	100%	True	False	73
10	1.1358	1.0980	0.0378	3.3%	0.0044	0.4%	100%	True	False	62
20	1.1358	1.0945	0.0413	3.6%	0.0046	0.4%	100%	True	False	68
40	1.1358	1.0822	0.0536	4.7%	0.0036	0.3%	100%	True	False	50

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	0.0004
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1640
2.618	1.1532
1.618	1.1465
1.000	1.1424
0.618	1.1399
HIGH	1.1358
0.618	1.1332
0.500	1.1324
0.382	1.1316
LOW	1.1291
0.618	1.1250
1.000	1.1225
1.618	1.1183
2.618	1.1117
4.250	1.1008

Fisher Pivots for day following 13-Jul-2023
Pivot	1 day	3 day
R1	1.1346	1.1319
PP	1.1335	1.1281
S1	1.1324	1.1243

Download as Excel Spreadsheet

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

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