CME Euro FX (E) Future June 2023

Trading Metrics calculated at close of trading on 17-Nov-2022

Day Change Summary
	Previous	Current
	16-Nov-2022	17-Nov-2022	Change	Change %	Previous Week
Open	1.0506	1.0496	-0.0010	-0.1%	1.0119
High	1.0574	1.0528	-0.0046	-0.4%	1.0529
Low	1.0506	1.0486	-0.0021	-0.2%	1.0119
Close	1.0557	1.0528	-0.0029	-0.3%	1.0525
Range	0.0068	0.0043	-0.0025	-37.0%	0.0411
ATR	0.0104	0.0102	-0.0002	-2.2%	0.0000
Volume	460	18	-442	-96.1%	1,292

Daily Pivots for day following 17-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0641	1.0627	1.0551
R3	1.0599	1.0585	1.0540
R2	1.0556	1.0556	1.0536
R1	1.0542	1.0542	1.0532	1.0549
PP	1.0514	1.0514	1.0514	1.0517
S1	1.0500	1.0500	1.0524	1.0507
S2	1.0471	1.0471	1.0520
S3	1.0429	1.0457	1.0516
S4	1.0386	1.0415	1.0505

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	1.0334	0.0280	2.7%	0.0091	0.9%	70%	False	False	242
10	1.0613	0.9920	0.0694	6.6%	0.0112	1.1%	88%	False	False	224
20	1.0613	0.9889	0.0724	6.9%	0.0095	0.9%	88%	False	False	213
40	1.0613	0.9725	0.0888	8.4%	0.0089	0.8%	90%	False	False	215

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0019
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1.0709
2.618	1.0639
1.618	1.0597
1.000	1.0571
0.618	1.0554
HIGH	1.0528
0.618	1.0512
0.500	1.0507
0.382	1.0502
LOW	1.0486
0.618	1.0459
1.000	1.0443
1.618	1.0417
2.618	1.0374
4.250	1.0305

Fisher Pivots for day following 17-Nov-2022
Pivot	1 day	3 day
R1	1.0521	1.0549
PP	1.0514	1.0542
S1	1.0507	1.0535

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

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