CME Euro FX (E) Future June 2024

Trading Metrics calculated at close of trading on 23-Aug-2023

Day Change Summary
	Previous	Current
	22-Aug-2023	23-Aug-2023	Change	Change %	Previous Week
Open	1.1049	1.0995	-0.0054	-0.5%	1.1096
High	1.1051	1.1026	-0.0025	-0.2%	1.1098
Low	1.1017	1.0974	-0.0043	-0.4%	1.1010
Close	1.1017	1.1026	0.0009	0.1%	1.1041
Range	0.0034	0.0052	0.0019	55.2%	0.0088
ATR	0.0044	0.0044	0.0001	1.3%	0.0000
Volume	78	83	5	6.4%	91

Daily Pivots for day following 23-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1165	1.1147	1.1055
R3	1.1113	1.1095	1.1040
R2	1.1061	1.1061	1.1036
R1	1.1043	1.1043	1.1031	1.1052
PP	1.1009	1.1009	1.1009	1.1013
S1	1.0991	1.0991	1.1021	1.1000
S2	1.0957	1.0957	1.1016
S3	1.0905	1.0939	1.1012
S4	1.0853	1.0887	1.0997

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	1.1063	1.0974	0.0089	0.8%	0.0031	0.3%	59%	False	True	41
10	1.1211	1.0974	0.0237	2.1%	0.0033	0.3%	22%	False	True	28
20	1.1319	1.0974	0.0345	3.1%	0.0040	0.4%	15%	False	True	26

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.1247
2.618	1.1162
1.618	1.1110
1.000	1.1078
0.618	1.1058
HIGH	1.1026
0.618	1.1006
0.500	1.1000
0.382	1.0994
LOW	1.0974
0.618	1.0942
1.000	1.0922
1.618	1.0890
2.618	1.0838
4.250	1.0753

Fisher Pivots for day following 23-Aug-2023
Pivot	1 day	3 day
R1	1.1017	1.1023
PP	1.1009	1.1021
S1	1.1000	1.1018

Download as Excel Spreadsheet

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

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