CME Euro FX (E) Future June 2023

Trading Metrics calculated at close of trading on 01-Dec-2022

Day Change Summary
	Previous	Current
	30-Nov-2022	01-Dec-2022	Change	Change %	Previous Week
Open	1.0500	1.0568	0.0068	0.6%	1.0423
High	1.0564	1.0681	0.0117	1.1%	1.0598
Low	1.0500	1.0545	0.0045	0.4%	1.0400
Close	1.0564	1.0668	0.0104	1.0%	1.0559
Range	0.0064	0.0136	0.0072	112.5%	0.0198
ATR	0.0093	0.0096	0.0003	3.3%	0.0000
Volume	339	257	-82	-24.2%	540

Daily Pivots for day following 01-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1039	1.0989	1.0742
R3	1.0903	1.0853	1.0705
R2	1.0767	1.0767	1.0692
R1	1.0717	1.0717	1.0680	1.0742
PP	1.0631	1.0631	1.0631	1.0644
S1	1.0581	1.0581	1.0655	1.0606
S2	1.0495	1.0495	1.0643
S3	1.0359	1.0445	1.0630
S4	1.0223	1.0309	1.0593

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	1.0681	1.0478	0.0204	1.9%	0.0089	0.8%	93%	True	False	188
10	1.0681	1.0400	0.0281	2.6%	0.0069	0.6%	95%	True	False	142
20	1.0681	0.9920	0.0762	7.1%	0.0093	0.9%	98%	True	False	182
40	1.0681	0.9826	0.0855	8.0%	0.0079	0.7%	98%	True	False	240

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	0.0010
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1.1259
2.618	1.1037
1.618	1.0901
1.000	1.0817
0.618	1.0765
HIGH	1.0681
0.618	1.0629
0.500	1.0613
0.382	1.0597
LOW	1.0545
0.618	1.0461
1.000	1.0409
1.618	1.0325
2.618	1.0189
4.250	0.9967

Fisher Pivots for day following 01-Dec-2022
Pivot	1 day	3 day
R1	1.0649	1.0638
PP	1.0631	1.0609
S1	1.0613	1.0579

Download as Excel Spreadsheet

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

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