CME Euro FX (E) Future June 2023

Trading Metrics calculated at close of trading on 05-Dec-2022

Day Change Summary
	Previous	Current
	02-Dec-2022	05-Dec-2022	Change	Change %	Previous Week
Open	1.0664	1.0700	0.0036	0.3%	1.0526
High	1.0692	1.0730	0.0038	0.4%	1.0692
Low	1.0580	1.0638	0.0059	0.6%	1.0478
Close	1.0684	1.0642	-0.0042	-0.4%	1.0684
Range	0.0112	0.0092	-0.0021	-18.3%	0.0214
ATR	0.0097	0.0097	0.0000	-0.4%	0.0000
Volume	162	2,058	1,896	1,170.4%	965

Daily Pivots for day following 05-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0944	1.0885	1.0692
R3	1.0853	1.0793	1.0667
R2	1.0761	1.0761	1.0659
R1	1.0702	1.0702	1.0650	1.0686
PP	1.0670	1.0670	1.0670	1.0662
S1	1.0610	1.0610	1.0634	1.0594
S2	1.0578	1.0578	1.0625
S3	1.0487	1.0519	1.0617
S4	1.0395	1.0427	1.0592

Weekly Pivots for week ending 02-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1260	1.1186	1.0802
R3	1.1046	1.0972	1.0743
R2	1.0832	1.0832	1.0723
R1	1.0758	1.0758	1.0704	1.0795
PP	1.0618	1.0618	1.0618	1.0636
S1	1.0544	1.0544	1.0664	1.0581
S2	1.0404	1.0404	1.0645
S3	1.0190	1.0330	1.0625
S4	0.9976	1.0116	1.0566

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0730	1.0478	0.0252	2.4%	0.0086	0.8%	65%	True	False	595
10	1.0730	1.0400	0.0330	3.1%	0.0078	0.7%	73%	True	False	356
20	1.0730	1.0119	0.0611	5.7%	0.0088	0.8%	86%	True	False	292
40	1.0730	0.9826	0.0904	8.5%	0.0081	0.8%	90%	True	False	283

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	True
Stretch	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1118
2.618	1.0969
1.618	1.0878
1.000	1.0821
0.618	1.0786
HIGH	1.0730
0.618	1.0695
0.500	1.0684
0.382	1.0673
LOW	1.0638
0.618	1.0581
1.000	1.0547
1.618	1.0490
2.618	1.0398
4.250	1.0249

Fisher Pivots for day following 05-Dec-2022
Pivot	1 day	3 day
R1	1.0684	1.0640
PP	1.0670	1.0639
S1	1.0656	1.0637

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

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