CME Euro FX (E) Future June 2023

Trading Metrics calculated at close of trading on 30-Nov-2022

Day Change Summary
	Previous	Current
	29-Nov-2022	30-Nov-2022	Change	Change %	Previous Week
Open	1.0504	1.0500	-0.0004	0.0%	1.0423
High	1.0506	1.0564	0.0058	0.6%	1.0598
Low	1.0478	1.0500	0.0023	0.2%	1.0400
Close	1.0478	1.0564	0.0087	0.8%	1.0559
Range	0.0029	0.0064	0.0036	124.6%	0.0198
ATR	0.0093	0.0093	0.0000	-0.5%	0.0000
Volume	163	339	176	108.0%	540

Daily Pivots for day following 30-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0735	1.0713	1.0599
R3	1.0671	1.0649	1.0582
R2	1.0607	1.0607	1.0576
R1	1.0585	1.0585	1.0570	1.0596
PP	1.0543	1.0543	1.0543	1.0548
S1	1.0521	1.0521	1.0558	1.0532
S2	1.0479	1.0479	1.0552
S3	1.0415	1.0457	1.0546
S4	1.0351	1.0393	1.0529

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	1.0478	0.0147	1.4%	0.0074	0.7%	59%	False	False	156
10	1.0624	1.0400	0.0224	2.1%	0.0062	0.6%	73%	False	False	163
20	1.0624	0.9920	0.0705	6.7%	0.0090	0.9%	91%	False	False	170
40	1.0624	0.9826	0.0798	7.6%	0.0076	0.7%	92%	False	False	234

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0836
2.618	1.0732
1.618	1.0668
1.000	1.0628
0.618	1.0604
HIGH	1.0564
0.618	1.0540
0.500	1.0532
0.382	1.0524
LOW	1.0500
0.618	1.0460
1.000	1.0436
1.618	1.0396
2.618	1.0332
4.250	1.0228

Fisher Pivots for day following 30-Nov-2022
Pivot	1 day	3 day
R1	1.0553	1.0560
PP	1.0543	1.0555
S1	1.0532	1.0551

Download as Excel Spreadsheet

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

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