CME Euro FX (E) Future September 2023

Trading Metrics calculated at close of trading on 30-Nov-2022

Day Change Summary
	Previous	Current
	29-Nov-2022	30-Nov-2022	Change	Change %	Previous Week
Open	1.0540	1.0608	0.0068	0.6%	1.0451
High	1.0540	1.0628	0.0088	0.8%	1.0659
Low	1.0540	1.0608	0.0068	0.6%	1.0451
Close	1.0540	1.0628	0.0088	0.8%	1.0622
Range	0.0000	0.0020	0.0020		0.0209
ATR	0.0083	0.0083	0.0000	0.4%	0.0000
Volume	20	14	-6	-30.0%	235

Daily Pivots for day following 30-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0680	1.0673	1.0638
R3	1.0660	1.0654	1.0633
R2	1.0641	1.0641	1.0631
R1	1.0634	1.0634	1.0629	1.0637
PP	1.0621	1.0621	1.0621	1.0623
S1	1.0615	1.0615	1.0626	1.0618
S2	1.0602	1.0602	1.0624
S3	1.0582	1.0595	1.0622
S4	1.0563	1.0576	1.0617

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	1.0540	0.0119	1.1%	0.0056	0.5%	74%	False	False	38
10	1.0659	1.0451	0.0209	2.0%	0.0043	0.4%	85%	False	False	41
20	1.0659	0.9982	0.0678	6.4%	0.0053	0.5%	95%	False	False	41

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	False
Stretch	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0710
2.618	1.0679
1.618	1.0659
1.000	1.0647
0.618	1.0640
HIGH	1.0628
0.618	1.0620
0.500	1.0618
0.382	1.0615
LOW	1.0608
0.618	1.0596
1.000	1.0589
1.618	1.0576
2.618	1.0557
4.250	1.0525

Fisher Pivots for day following 30-Nov-2022
Pivot	1 day	3 day
R1	1.0624	1.0618
PP	1.0621	1.0608
S1	1.0618	1.0598

Download as Excel Spreadsheet

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

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