CME Euro FX (E) Future June 2023

Trading Metrics calculated at close of trading on 16-Nov-2022

Day Change Summary
	Previous	Current
	15-Nov-2022	16-Nov-2022	Change	Change %	Previous Week
Open	1.0566	1.0506	-0.0060	-0.6%	1.0119
High	1.0613	1.0574	-0.0040	-0.4%	1.0529
Low	1.0523	1.0506	-0.0017	-0.2%	1.0119
Close	1.0526	1.0557	0.0031	0.3%	1.0525
Range	0.0090	0.0068	-0.0023	-25.0%	0.0411
ATR	0.0107	0.0104	-0.0003	-2.6%	0.0000
Volume	362	460	98	27.1%	1,292

Daily Pivots for day following 16-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0748	1.0720	1.0594
R3	1.0681	1.0653	1.0576
R2	1.0613	1.0613	1.0569
R1	1.0585	1.0585	1.0563	1.0599
PP	1.0546	1.0546	1.0546	1.0553
S1	1.0518	1.0518	1.0551	1.0532
S2	1.0478	1.0478	1.0545
S3	1.0411	1.0450	1.0538
S4	1.0343	1.0383	1.0520

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%	0.0124	1.2%	88%	False	False	417
10	1.0613	0.9920	0.0694	6.6%	0.0117	1.1%	92%	False	False	222
20	1.0613	0.9889	0.0724	6.9%	0.0096	0.9%	92%	False	False	308
40	1.0613	0.9725	0.0888	8.4%	0.0090	0.9%	94%	False	False	220

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	True
Bull Hook	False
Stretch	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0860
2.618	1.0750
1.618	1.0683
1.000	1.0641
0.618	1.0615
HIGH	1.0574
0.618	1.0548
0.500	1.0540
0.382	1.0532
LOW	1.0506
0.618	1.0464
1.000	1.0439
1.618	1.0397
2.618	1.0329
4.250	1.0219

Fisher Pivots for day following 16-Nov-2022
Pivot	1 day	3 day
R1	1.0551	1.0550
PP	1.0546	1.0543
S1	1.0540	1.0536

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

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