CME Euro FX (E) Future June 2023

Trading Metrics calculated at close of trading on 28-Nov-2022

Day Change Summary
	Previous	Current
	25-Nov-2022	28-Nov-2022	Change	Change %	Previous Week
Open	1.0582	1.0526	-0.0056	-0.5%	1.0423
High	1.0598	1.0624	0.0027	0.3%	1.0598
Low	1.0515	1.0490	-0.0025	-0.2%	1.0400
Close	1.0559	1.0490	-0.0069	-0.6%	1.0559
Range	0.0083	0.0134	0.0052	62.4%	0.0198
ATR	0.0095	0.0098	0.0003	2.9%	0.0000
Volume	141	44	-97	-68.8%	540

Daily Pivots for day following 28-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0937	1.0847	1.0564
R3	1.0803	1.0713	1.0527
R2	1.0669	1.0669	1.0515
R1	1.0579	1.0579	1.0502	1.0557
PP	1.0535	1.0535	1.0535	1.0524
S1	1.0445	1.0445	1.0478	1.0423
S2	1.0401	1.0401	1.0465
S3	1.0267	1.0311	1.0453
S4	1.0133	1.0177	1.0416

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	1.0624	1.0400	0.0224	2.1%	0.0069	0.7%	40%	True	False	116
10	1.0624	1.0400	0.0224	2.1%	0.0068	0.6%	40%	True	False	158
20	1.0624	0.9920	0.0705	6.7%	0.0086	0.8%	81%	True	False	159
40	1.0624	0.9826	0.0798	7.6%	0.0079	0.8%	83%	True	False	223

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.1194
2.618	1.0975
1.618	1.0841
1.000	1.0758
0.618	1.0707
HIGH	1.0624
0.618	1.0573
0.500	1.0557
0.382	1.0541
LOW	1.0490
0.618	1.0407
1.000	1.0356
1.618	1.0273
2.618	1.0139
4.250	0.9921

Fisher Pivots for day following 28-Nov-2022
Pivot	1 day	3 day
R1	1.0557	1.0557
PP	1.0535	1.0535
S1	1.0512	1.0512

Download as Excel Spreadsheet

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

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