CME Euro FX (E) Future June 2023

Trading Metrics calculated at close of trading on 07-Dec-2022

Day Change Summary
	Previous	Current
	06-Dec-2022	07-Dec-2022	Change	Change %	Previous Week
Open	1.0660	1.0608	-0.0052	-0.5%	1.0526
High	1.0665	1.0679	0.0014	0.1%	1.0692
Low	1.0612	1.0608	-0.0004	0.0%	1.0478
Close	1.0612	1.0660	0.0049	0.5%	1.0684
Range	0.0054	0.0071	0.0017	31.8%	0.0214
ATR	0.0093	0.0092	-0.0002	-1.8%	0.0000
Volume	1,838	3,240	1,402	76.3%	965

Daily Pivots for day following 07-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0860	1.0831	1.0699
R3	1.0790	1.0760	1.0679
R2	1.0719	1.0719	1.0673
R1	1.0690	1.0690	1.0666	1.0705
PP	1.0649	1.0649	1.0649	1.0656
S1	1.0619	1.0619	1.0654	1.0634
S2	1.0578	1.0578	1.0647
S3	1.0508	1.0549	1.0641
S4	1.0437	1.0478	1.0621

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	1.0545	0.0185	1.7%	0.0093	0.9%	62%	False	False	1,511
10	1.0730	1.0478	0.0252	2.4%	0.0083	0.8%	72%	False	False	833
20	1.0730	1.0150	0.0580	5.4%	0.0086	0.8%	88%	False	False	544
40	1.0730	0.9826	0.0904	8.5%	0.0084	0.8%	92%	False	False	409

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0978
2.618	1.0863
1.618	1.0793
1.000	1.0749
0.618	1.0722
HIGH	1.0679
0.618	1.0652
0.500	1.0643
0.382	1.0635
LOW	1.0608
0.618	1.0564
1.000	1.0538
1.618	1.0494
2.618	1.0423
4.250	1.0308

Fisher Pivots for day following 07-Dec-2022
Pivot	1 day	3 day
R1	1.0654	1.0669
PP	1.0649	1.0666
S1	1.0643	1.0663

Download as Excel Spreadsheet

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

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