CME Euro FX (E) Future June 2023

Trading Metrics calculated at close of trading on 09-Dec-2022

Day Change Summary
	Previous	Current
	08-Dec-2022	09-Dec-2022	Change	Change %	Previous Week
Open	1.0642	1.0712	0.0070	0.7%	1.0700
High	1.0703	1.0730	0.0027	0.2%	1.0730
Low	1.0638	1.0654	0.0016	0.2%	1.0608
Close	1.0703	1.0688	-0.0015	-0.1%	1.0688
Range	0.0065	0.0076	0.0011	16.2%	0.0122
ATR	0.0090	0.0089	-0.0001	-1.1%	0.0000
Volume	1,156	94	-1,062	-91.9%	8,386

Daily Pivots for day following 09-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0917	1.0878	1.0730
R3	1.0842	1.0803	1.0709
R2	1.0766	1.0766	1.0702
R1	1.0727	1.0727	1.0695	1.0709
PP	1.0691	1.0691	1.0691	1.0681
S1	1.0652	1.0652	1.0681	1.0633
S2	1.0615	1.0615	1.0674
S3	1.0540	1.0576	1.0667
S4	1.0464	1.0501	1.0646

Weekly Pivots for week ending 09-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1040	1.0985	1.0755
R3	1.0918	1.0864	1.0721
R2	1.0797	1.0797	1.0710
R1	1.0742	1.0742	1.0699	1.0709
PP	1.0675	1.0675	1.0675	1.0658
S1	1.0621	1.0621	1.0677	1.0587
S2	1.0554	1.0554	1.0666
S3	1.0432	1.0499	1.0655
S4	1.0311	1.0378	1.0621

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0730	1.0608	0.0122	1.1%	0.0071	0.7%	66%	True	False	1,677
10	1.0730	1.0478	0.0252	2.4%	0.0083	0.8%	84%	True	False	935
20	1.0730	1.0334	0.0396	3.7%	0.0078	0.7%	90%	True	False	558
40	1.0730	0.9889	0.0841	7.9%	0.0083	0.8%	95%	True	False	422

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

Fibonacci Retracements and Extensions
4.250	1.1050
2.618	1.0927
1.618	1.0852
1.000	1.0805
0.618	1.0776
HIGH	1.0730
0.618	1.0701
0.500	1.0692
0.382	1.0683
LOW	1.0654
0.618	1.0607
1.000	1.0579
1.618	1.0532
2.618	1.0456
4.250	1.0333

Fisher Pivots for day following 09-Dec-2022
Pivot	1 day	3 day
R1	1.0692	1.0682
PP	1.0691	1.0675
S1	1.0689	1.0669

Download as Excel Spreadsheet

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

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