CME Euro FX (E) Future June 2024

Trading Metrics calculated at close of trading on 22-Aug-2023

Day Change Summary
	Previous	Current
	21-Aug-2023	22-Aug-2023	Change	Change %	Previous Week
Open	1.1045	1.1049	0.0004	0.0%	1.1096
High	1.1063	1.1051	-0.0012	-0.1%	1.1098
Low	1.1045	1.1017	-0.0028	-0.3%	1.1010
Close	1.1063	1.1017	-0.0046	-0.4%	1.1041
Range	0.0018	0.0034	0.0016	91.4%	0.0088
ATR	0.0044	0.0044	0.0000	0.3%	0.0000
Volume	13	78	65	500.0%	91

Daily Pivots for day following 22-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1129	1.1106	1.1035
R3	1.1095	1.1073	1.1026
R2	1.1062	1.1062	1.1023
R1	1.1039	1.1039	1.1020	1.1034
PP	1.1028	1.1028	1.1028	1.1025
S1	1.1006	1.1006	1.1014	1.1000
S2	1.0995	1.0995	1.1011
S3	1.0961	1.0972	1.1008
S4	1.0928	1.0939	1.0999

Weekly Pivots for week ending 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1314	1.1265	1.1089
R3	1.1226	1.1177	1.1065
R2	1.1138	1.1138	1.1057
R1	1.1089	1.1089	1.1049	1.1069
PP	1.1050	1.1050	1.1050	1.1040
S1	1.1001	1.1001	1.1032	1.0981
S2	1.0962	1.0962	1.1024
S3	1.0874	1.0913	1.1016
S4	1.0786	1.0825	1.0992

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1081	1.1010	0.0071	0.6%	0.0028	0.3%	10%	False	False	33
10	1.1211	1.1010	0.0201	1.8%	0.0029	0.3%	3%	False	False	30
20	1.1319	1.1010	0.0309	2.8%	0.0040	0.4%	2%	False	False	23

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	True
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	1.1193
2.618	1.1138
1.618	1.1105
1.000	1.1084
0.618	1.1071
HIGH	1.1051
0.618	1.1038
0.500	1.1034
0.382	1.1030
LOW	1.1017
0.618	1.0996
1.000	1.0984
1.618	1.0963
2.618	1.0929
4.250	1.0875

Fisher Pivots for day following 22-Aug-2023
Pivot	1 day	3 day
R1	1.1034	1.1036
PP	1.1028	1.1030
S1	1.1023	1.1023

Download as Excel Spreadsheet

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

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