CME Euro FX (E) Future September 2023

Trading Metrics calculated at close of trading on 25-Nov-2022

Day Change Summary
	Previous	Current
	23-Nov-2022	25-Nov-2022	Change	Change %	Previous Week
Open	1.0549	1.0622	0.0073	0.7%	1.0451
High	1.0623	1.0659	0.0037	0.3%	1.0659
Low	1.0549	1.0581	0.0032	0.3%	1.0451
Close	1.0623	1.0622	-0.0001	0.0%	1.0622
Range	0.0074	0.0079	0.0005	6.8%	0.0209
ATR	0.0088	0.0087	-0.0001	-0.7%	0.0000
Volume	89	60	-29	-32.6%	235

Daily Pivots for day following 25-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0856	1.0817	1.0665
R3	1.0777	1.0739	1.0643
R2	1.0699	1.0699	1.0636
R1	1.0660	1.0660	1.0629	1.0661
PP	1.0620	1.0620	1.0620	1.0621
S1	1.0582	1.0582	1.0614	1.0582
S2	1.0542	1.0542	1.0607
S3	1.0463	1.0503	1.0600
S4	1.0385	1.0425	1.0578

Weekly Pivots for week ending 25-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1203	1.1121	1.0736
R3	1.0994	1.0912	1.0679
R2	1.0786	1.0786	1.0660
R1	1.0704	1.0704	1.0641	1.0745
PP	1.0577	1.0577	1.0577	1.0598
S1	1.0495	1.0495	1.0602	1.0536
S2	1.0369	1.0369	1.0583
S3	1.0160	1.0287	1.0564
S4	0.9952	1.0078	1.0507

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0659	1.0451	0.0209	2.0%	0.0052	0.5%	82%	True	False	47
10	1.0659	1.0395	0.0264	2.5%	0.0058	0.5%	86%	True	False	46
20	1.0659	0.9982	0.0678	6.4%	0.0056	0.5%	94%	True	False	41

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	0.0008
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.0993
2.618	1.0865
1.618	1.0786
1.000	1.0738
0.618	1.0708
HIGH	1.0659
0.618	1.0629
0.500	1.0620
0.382	1.0610
LOW	1.0581
0.618	1.0532
1.000	1.0502
1.618	1.0453
2.618	1.0375
4.250	1.0247

Fisher Pivots for day following 25-Nov-2022
Pivot	1 day	3 day
R1	1.0621	1.0611
PP	1.0620	1.0600
S1	1.0620	1.0589

Download as Excel Spreadsheet

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

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