CME Euro FX (E) Future June 2024

Trading Metrics calculated at close of trading on 16-Aug-2023

Day Change Summary
	Previous	Current
	15-Aug-2023	16-Aug-2023	Change	Change %	Previous Week
Open	1.1068	1.1080	0.0012	0.1%	1.1183
High	1.1068	1.1081	0.0013	0.1%	1.1211
Low	1.1068	1.1045	-0.0023	-0.2%	1.1113
Close	1.1068	1.1045	-0.0023	-0.2%	1.1119
Range	0.0000	0.0036	0.0036		0.0098
ATR	0.0048	0.0047	-0.0001	-1.9%	0.0000
Volume	10	43	33	330.0%	173

Daily Pivots for day following 16-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1163	1.1140	1.1065
R3	1.1128	1.1104	1.1055
R2	1.1092	1.1092	1.1052
R1	1.1069	1.1069	1.1048	1.1063
PP	1.1057	1.1057	1.1057	1.1054
S1	1.1033	1.1033	1.1042	1.1027
S2	1.1021	1.1021	1.1038
S3	1.0986	1.0998	1.1035
S4	1.0950	1.0962	1.1025

Weekly Pivots for week ending 11-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1440	1.1377	1.1172
R3	1.1342	1.1279	1.1145
R2	1.1245	1.1245	1.1136
R1	1.1182	1.1182	1.1127	1.1165
PP	1.1147	1.1147	1.1147	1.1139
S1	1.1084	1.1084	1.1110	1.1067
S2	1.1050	1.1050	1.1101
S3	1.0952	1.0987	1.1092
S4	1.0855	1.0889	1.1065

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1211	1.1045	0.0166	1.5%	0.0034	0.3%	0%	False	True	15
10	1.1213	1.1045	0.0168	1.5%	0.0035	0.3%	0%	False	True	23
20	1.1390	1.1045	0.0345	3.1%	0.0042	0.4%	0%	False	True	19

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1231
2.618	1.1173
1.618	1.1138
1.000	1.1116
0.618	1.1102
HIGH	1.1081
0.618	1.1067
0.500	1.1063
0.382	1.1059
LOW	1.1045
0.618	1.1023
1.000	1.1010
1.618	1.0988
2.618	1.0952
4.250	1.0894

Fisher Pivots for day following 16-Aug-2023
Pivot	1 day	3 day
R1	1.1063	1.1072
PP	1.1057	1.1063
S1	1.1051	1.1054

Download as Excel Spreadsheet

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

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