CME Euro FX (E) Future June 2023

Trading Metrics calculated at close of trading on 13-Dec-2022

Day Change Summary
	Previous	Current
	12-Dec-2022	13-Dec-2022	Change	Change %	Previous Week
Open	1.0652	1.0697	0.0045	0.4%	1.0700
High	1.0724	1.0809	0.0085	0.8%	1.0730
Low	1.0652	1.0675	0.0023	0.2%	1.0608
Close	1.0667	1.0777	0.0111	1.0%	1.0688
Range	0.0072	0.0134	0.0062	85.4%	0.0122
ATR	0.0088	0.0092	0.0004	4.4%	0.0000
Volume	232	1,872	1,640	706.9%	8,386

Daily Pivots for day following 13-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1154	1.1099	1.0850
R3	1.1021	1.0966	1.0814
R2	1.0887	1.0887	1.0801
R1	1.0832	1.0832	1.0789	1.0860
PP	1.0754	1.0754	1.0754	1.0767
S1	1.0699	1.0699	1.0765	1.0726
S2	1.0620	1.0620	1.0753
S3	1.0487	1.0565	1.0740
S4	1.0353	1.0432	1.0704

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	1.0809	1.0608	0.0201	1.9%	0.0083	0.8%	84%	True	False	1,318
10	1.0809	1.0500	0.0309	2.9%	0.0087	0.8%	90%	True	False	1,124
20	1.0809	1.0400	0.0409	3.8%	0.0076	0.7%	92%	True	False	645
40	1.0809	0.9889	0.0920	8.5%	0.0084	0.8%	97%	True	False	474

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	0.0013
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.1376
2.618	1.1158
1.618	1.1025
1.000	1.0942
0.618	1.0891
HIGH	1.0809
0.618	1.0758
0.500	1.0742
0.382	1.0726
LOW	1.0675
0.618	1.0592
1.000	1.0542
1.618	1.0459
2.618	1.0325
4.250	1.0108

Fisher Pivots for day following 13-Dec-2022
Pivot	1 day	3 day
R1	1.0765	1.0761
PP	1.0754	1.0746
S1	1.0742	1.0730

Download as Excel Spreadsheet

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

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