CME Euro FX (E) Future September 2023

Trading Metrics calculated at close of trading on 07-Apr-2023

Day Change Summary
	Previous	Current
	06-Apr-2023	07-Apr-2023	Change	Change %	Previous Week
Open	1.0977	1.1006	0.0030	0.3%	1.0904
High	1.1025	1.1011	-0.0014	-0.1%	1.1063
Low	1.0975	1.0969	-0.0007	-0.1%	1.0887
Close	1.1021	1.1008	-0.0014	-0.1%	1.1008
Range	0.0050	0.0043	-0.0008	-15.0%	0.0176
ATR	0.0080	0.0078	-0.0002	-2.5%	0.0000
Volume	337	22	-315	-93.5%	3,807

Daily Pivots for day following 07-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1123	1.1108	1.1031
R3	1.1081	1.1065	1.1019
R2	1.1038	1.1038	1.1015
R1	1.1023	1.1023	1.1011	1.1031
PP	1.0996	1.0996	1.0996	1.1000
S1	1.0980	1.0980	1.1004	1.0988
S2	1.0953	1.0953	1.1000
S3	1.0911	1.0938	1.0996
S4	1.0868	1.0895	1.0984

Weekly Pivots for week ending 07-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1514	1.1437	1.1104
R3	1.1338	1.1261	1.1056
R2	1.1162	1.1162	1.1040
R1	1.1085	1.1085	1.1024	1.1123
PP	1.0986	1.0986	1.0986	1.1005
S1	1.0909	1.0909	1.0991	1.0947
S2	1.0810	1.0810	1.0975
S3	1.0634	1.0733	1.0959
S4	1.0458	1.0557	1.0911

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1063	1.0887	0.0176	1.6%	0.0073	0.7%	68%	False	False	761
10	1.1063	1.0845	0.0218	2.0%	0.0068	0.6%	75%	False	False	547
20	1.1063	1.0624	0.0440	4.0%	0.0085	0.8%	87%	False	False	1,304
40	1.1063	1.0624	0.0440	4.0%	0.0071	0.6%	87%	False	False	903
60	1.1135	1.0624	0.0511	4.6%	0.0066	0.6%	75%	False	False	636
80	1.1135	1.0624	0.0511	4.6%	0.0059	0.5%	75%	False	False	493
100	1.1135	1.0451	0.0684	6.2%	0.0057	0.5%	81%	False	False	411

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.1192
2.618	1.1122
1.618	1.1080
1.000	1.1054
0.618	1.1037
HIGH	1.1011
0.618	1.0995
0.500	1.0990
0.382	1.0985
LOW	1.0969
0.618	1.0942
1.000	1.0926
1.618	1.0900
2.618	1.0857
4.250	1.0788

Fisher Pivots for day following 07-Apr-2023
Pivot	1 day	3 day
R1	1.1002	1.1011
PP	1.0996	1.1010
S1	1.0990	1.1009

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

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