CME Euro FX (E) Future June 2023

Trading Metrics calculated at close of trading on 21-Nov-2022

Day Change Summary
	Previous	Current
	18-Nov-2022	21-Nov-2022	Change	Change %	Previous Week
Open	1.0542	1.0423	-0.0119	-1.1%	1.0489
High	1.0557	1.0424	-0.0133	-1.3%	1.0613
Low	1.0484	1.0400	-0.0084	-0.8%	1.0459
Close	1.0491	1.0401	-0.0091	-0.9%	1.0491
Range	0.0074	0.0024	-0.0050	-67.3%	0.0154
ATR	0.0100	0.0099	-0.0001	-0.6%	0.0000
Volume	68	34	-34	-50.0%	1,000

Daily Pivots for day following 21-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0480	1.0464	1.0414
R3	1.0456	1.0440	1.0407
R2	1.0432	1.0432	1.0405
R1	1.0416	1.0416	1.0403	1.0412
PP	1.0408	1.0408	1.0408	1.0406
S1	1.0392	1.0392	1.0398	1.0388
S2	1.0384	1.0384	1.0396
S3	1.0360	1.0368	1.0394
S4	1.0336	1.0344	1.0387

Weekly Pivots for week ending 18-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0983	1.0891	1.0576
R3	1.0829	1.0737	1.0533
R2	1.0675	1.0675	1.0519
R1	1.0583	1.0583	1.0505	1.0629
PP	1.0521	1.0521	1.0521	1.0544
S1	1.0429	1.0429	1.0477	1.0475
S2	1.0367	1.0367	1.0463
S3	1.0213	1.0275	1.0449
S4	1.0059	1.0121	1.0406

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0613	1.0400	0.0213	2.0%	0.0060	0.6%	0%	False	True	188
10	1.0613	1.0150	0.0463	4.5%	0.0093	0.9%	54%	False	False	231
20	1.0613	0.9920	0.0694	6.7%	0.0089	0.9%	69%	False	False	178
40	1.0613	0.9725	0.0888	8.5%	0.0084	0.8%	76%	False	False	217

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	0.0018
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.0526
2.618	1.0487
1.618	1.0463
1.000	1.0448
0.618	1.0439
HIGH	1.0424
0.618	1.0415
0.500	1.0412
0.382	1.0409
LOW	1.0400
0.618	1.0385
1.000	1.0376
1.618	1.0361
2.618	1.0337
4.250	1.0298

Fisher Pivots for day following 21-Nov-2022
Pivot	1 day	3 day
R1	1.0412	1.0479
PP	1.0408	1.0453
S1	1.0404	1.0427

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

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