CME Euro FX (E) Future June 2023

Trading Metrics calculated at close of trading on 25-Nov-2022

Day Change Summary
	Previous	Current
	23-Nov-2022	25-Nov-2022	Change	Change %	Previous Week
Open	1.0496	1.0582	0.0086	0.8%	1.0423
High	1.0558	1.0598	0.0040	0.4%	1.0598
Low	1.0496	1.0515	0.0019	0.2%	1.0400
Close	1.0558	1.0559	0.0001	0.0%	1.0559
Range	0.0062	0.0083	0.0021	33.1%	0.0198
ATR	0.0096	0.0095	-0.0001	-1.0%	0.0000
Volume	93	141	48	51.6%	540

Daily Pivots for day following 25-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0805	1.0764	1.0604
R3	1.0722	1.0682	1.0581
R2	1.0640	1.0640	1.0574
R1	1.0599	1.0599	1.0566	1.0578
PP	1.0557	1.0557	1.0557	1.0547
S1	1.0517	1.0517	1.0551	1.0496
S2	1.0475	1.0475	1.0543
S3	1.0392	1.0434	1.0536
S4	1.0310	1.0352	1.0513

Weekly Pivots for week ending 25-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1111	1.1032	1.0667
R3	1.0914	1.0835	1.0613
R2	1.0716	1.0716	1.0595
R1	1.0637	1.0637	1.0577	1.0677
PP	1.0519	1.0519	1.0519	1.0538
S1	1.0440	1.0440	1.0540	1.0479
S2	1.0321	1.0321	1.0522
S3	1.0124	1.0242	1.0504
S4	0.9926	1.0045	1.0450

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0598	1.0400	0.0198	1.9%	0.0057	0.5%	80%	True	False	121
10	1.0613	1.0334	0.0280	2.6%	0.0074	0.7%	81%	False	False	182
20	1.0613	0.9920	0.0694	6.6%	0.0082	0.8%	92%	False	False	161
40	1.0613	0.9826	0.0787	7.5%	0.0078	0.7%	93%	False	False	222

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.0948
2.618	1.0813
1.618	1.0731
1.000	1.0680
0.618	1.0648
HIGH	1.0598
0.618	1.0566
0.500	1.0556
0.382	1.0547
LOW	1.0515
0.618	1.0464
1.000	1.0433
1.618	1.0382
2.618	1.0299
4.250	1.0164

Fisher Pivots for day following 25-Nov-2022
Pivot	1 day	3 day
R1	1.0558	1.0541
PP	1.0557	1.0523
S1	1.0556	1.0506

Download as Excel Spreadsheet

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

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