CME Euro FX (E) Future June 2024

Trading Metrics calculated at close of trading on 17-Aug-2023

Day Change Summary
	Previous	Current
	16-Aug-2023	17-Aug-2023	Change	Change %	Previous Week
Open	1.1080	1.1031	-0.0050	-0.4%	1.1183
High	1.1081	1.1031	-0.0050	-0.5%	1.1211
Low	1.1045	1.1020	-0.0025	-0.2%	1.1113
Close	1.1045	1.1020	-0.0025	-0.2%	1.1119
Range	0.0036	0.0011	-0.0025	-70.4%	0.0098
ATR	0.0047	0.0046	-0.0002	-3.4%	0.0000
Volume	43	4	-39	-90.7%	173

Daily Pivots for day following 17-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1055	1.1048	1.1026
R3	1.1045	1.1038	1.1023
R2	1.1034	1.1034	1.1022
R1	1.1027	1.1027	1.1021	1.1025
PP	1.1024	1.1024	1.1024	1.1023
S1	1.1017	1.1017	1.1019	1.1015
S2	1.1013	1.1013	1.1018
S3	1.1003	1.1006	1.1017
S4	1.0992	1.0996	1.1014

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	1.1170	1.1020	0.0150	1.4%	0.0026	0.2%	0%	False	True	13
10	1.1213	1.1020	0.0193	1.7%	0.0033	0.3%	0%	False	True	23
20	1.1319	1.1020	0.0299	2.7%	0.0039	0.3%	0%	False	True	18

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	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1075
2.618	1.1058
1.618	1.1047
1.000	1.1041
0.618	1.1037
HIGH	1.1031
0.618	1.1026
0.500	1.1025
0.382	1.1024
LOW	1.1020
0.618	1.1014
1.000	1.1010
1.618	1.1003
2.618	1.0993
4.250	1.0975

Fisher Pivots for day following 17-Aug-2023
Pivot	1 day	3 day
R1	1.1025	1.1050
PP	1.1024	1.1040
S1	1.1022	1.1030

Download as Excel Spreadsheet

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

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