CME Euro FX (E) Future June 2024

Trading Metrics calculated at close of trading on 09-Aug-2023

Day Change Summary
	Previous	Current
	08-Aug-2023	09-Aug-2023	Change	Change %	Previous Week
Open	1.1115	1.1161	0.0047	0.4%	1.1199
High	1.1131	1.1161	0.0031	0.3%	1.1213
Low	1.1115	1.1146	0.0031	0.3%	1.1094
Close	1.1131	1.1146	0.0015	0.1%	1.1181
Range	0.0016	0.0016	-0.0001	-3.1%	0.0119
ATR	0.0052	0.0050	-0.0002	-2.9%	0.0000
Volume	43	100	57	132.6%	45

Daily Pivots for day following 09-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1197	1.1187	1.1154
R3	1.1182	1.1171	1.1150
R2	1.1166	1.1166	1.1148
R1	1.1156	1.1156	1.1147	1.1153
PP	1.1151	1.1151	1.1151	1.1149
S1	1.1140	1.1140	1.1144	1.1138
S2	1.1135	1.1135	1.1143
S3	1.1120	1.1125	1.1141
S4	1.1104	1.1109	1.1137

Weekly Pivots for week ending 04-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1518	1.1468	1.1246
R3	1.1400	1.1350	1.1214
R2	1.1281	1.1281	1.1203
R1	1.1231	1.1231	1.1192	1.1197
PP	1.1163	1.1163	1.1163	1.1145
S1	1.1113	1.1113	1.1170	1.1078
S2	1.1044	1.1044	1.1159
S3	1.0926	1.0994	1.1148
S4	1.0807	1.0876	1.1116

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1213	1.1094	0.0119	1.1%	0.0036	0.3%	43%	False	False	31
10	1.1319	1.1094	0.0225	2.0%	0.0048	0.4%	23%	False	False	25

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0002
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1227
2.618	1.1202
1.618	1.1186
1.000	1.1177
0.618	1.1171
HIGH	1.1161
0.618	1.1155
0.500	1.1153
0.382	1.1151
LOW	1.1146
0.618	1.1136
1.000	1.1130
1.618	1.1120
2.618	1.1105
4.250	1.1080

Fisher Pivots for day following 09-Aug-2023
Pivot	1 day	3 day
R1	1.1153	1.1149
PP	1.1151	1.1148
S1	1.1148	1.1147

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

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