CME Euro FX (E) Future March 2024

Trading Metrics calculated at close of trading on 16-Feb-2024

Day Change Summary
	Previous	Current
	15-Feb-2024	16-Feb-2024	Change	Change %	Previous Week
Open	1.0741	1.0787	0.0047	0.4%	1.0801
High	1.0798	1.0800	0.0003	0.0%	1.0830
Low	1.0737	1.0745	0.0008	0.1%	1.0709
Close	1.0782	1.0790	0.0008	0.1%	1.0790
Range	0.0061	0.0056	-0.0005	-8.3%	0.0121
ATR	0.0066	0.0065	-0.0001	-1.1%	0.0000
Volume	205,410	198,486	-6,924	-3.4%	988,465

Daily Pivots for day following 16-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	1.0945	1.0923	1.0820
R3	1.0889	1.0867	1.0805
R2	1.0834	1.0834	1.0800
R1	1.0812	1.0812	1.0795	1.0823
PP	1.0778	1.0778	1.0778	1.0784
S1	1.0756	1.0756	1.0784	1.0767
S2	1.0723	1.0723	1.0779
S3	1.0667	1.0701	1.0774
S4	1.0612	1.0645	1.0759

Weekly Pivots for week ending 16-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	1.1139	1.1085	1.0856
R3	1.1018	1.0964	1.0823
R2	1.0897	1.0897	1.0812
R1	1.0843	1.0843	1.0801	1.0810
PP	1.0776	1.0776	1.0776	1.0759
S1	1.0722	1.0722	1.0778	1.0689
S2	1.0655	1.0655	1.0767
S3	1.0534	1.0601	1.0756
S4	1.0413	1.0480	1.0723

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0830	1.0709	0.0121	1.1%	0.0064	0.6%	67%	False	False	197,693
10	1.0830	1.0709	0.0121	1.1%	0.0054	0.5%	67%	False	False	187,871
20	1.0956	1.0709	0.0247	2.3%	0.0066	0.6%	33%	False	False	209,554
40	1.1175	1.0709	0.0466	4.3%	0.0066	0.6%	17%	False	False	199,537
60	1.1175	1.0709	0.0466	4.3%	0.0069	0.6%	17%	False	False	162,535
80	1.1175	1.0590	0.0585	5.4%	0.0070	0.6%	34%	False	False	122,157
100	1.1175	1.0534	0.0641	5.9%	0.0070	0.6%	40%	False	False	97,980
120	1.1175	1.0534	0.0641	5.9%	0.0067	0.6%	40%	False	False	81,769

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1036
2.618	1.0945
1.618	1.0890
1.000	1.0856
0.618	1.0834
HIGH	1.0800
0.618	1.0779
0.500	1.0772
0.382	1.0766
LOW	1.0745
0.618	1.0710
1.000	1.0689
1.618	1.0655
2.618	1.0599
4.250	1.0509

Fisher Pivots for day following 16-Feb-2024
Pivot	1 day	3 day
R1	1.0784	1.0778
PP	1.0778	1.0766
S1	1.0772	1.0755

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

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