CME Euro FX (E) Future June 2023

Trading Metrics calculated at close of trading on 15-Nov-2022

Day Change Summary
	Previous	Current
	14-Nov-2022	15-Nov-2022	Change	Change %	Previous Week
Open	1.0489	1.0566	0.0077	0.7%	1.0119
High	1.0518	1.0613	0.0096	0.9%	1.0529
Low	1.0459	1.0523	0.0064	0.6%	1.0119
Close	1.0518	1.0526	0.0009	0.1%	1.0525
Range	0.0059	0.0090	0.0032	53.8%	0.0411
ATR	0.0108	0.0107	-0.0001	-0.8%	0.0000
Volume	92	362	270	293.5%	1,292

Daily Pivots for day following 15-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0824	1.0765	1.0576
R3	1.0734	1.0675	1.0551
R2	1.0644	1.0644	1.0543
R1	1.0585	1.0585	1.0534	1.0570
PP	1.0554	1.0554	1.0554	1.0546
S1	1.0495	1.0495	1.0518	1.0480
S2	1.0464	1.0464	1.0510
S3	1.0374	1.0405	1.0501
S4	1.0284	1.0315	1.0477

Weekly Pivots for week ending 11-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1622	1.1484	1.0751
R3	1.1212	1.1074	1.0638
R2	1.0801	1.0801	1.0600
R1	1.0663	1.0663	1.0563	1.0732
PP	1.0391	1.0391	1.0391	1.0425
S1	1.0253	1.0253	1.0487	1.0322
S2	0.9980	0.9980	1.0450
S3	0.9570	0.9842	1.0412
S4	0.9159	0.9432	1.0299

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0613	1.0150	0.0463	4.4%	0.0127	1.2%	81%	True	False	340
10	1.0613	0.9920	0.0694	6.6%	0.0118	1.1%	87%	True	False	178
20	1.0613	0.9889	0.0724	6.9%	0.0095	0.9%	88%	True	False	320
40	1.0613	0.9725	0.0888	8.4%	0.0089	0.8%	90%	True	False	208

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0996
2.618	1.0849
1.618	1.0759
1.000	1.0703
0.618	1.0669
HIGH	1.0613
0.618	1.0579
0.500	1.0568
0.382	1.0557
LOW	1.0523
0.618	1.0467
1.000	1.0433
1.618	1.0377
2.618	1.0287
4.250	1.0141

Fisher Pivots for day following 15-Nov-2022
Pivot	1 day	3 day
R1	1.0568	1.0508
PP	1.0554	1.0491
S1	1.0540	1.0473

Download as Excel Spreadsheet

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

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