CME Euro FX (E) Future June 2024

Trading Metrics calculated at close of trading on 24-Aug-2023

Day Change Summary
	Previous	Current
	23-Aug-2023	24-Aug-2023	Change	Change %	Previous Week
Open	1.0995	1.1015	0.0020	0.2%	1.1096
High	1.1026	1.1015	-0.0012	-0.1%	1.1098
Low	1.0974	1.0977	0.0003	0.0%	1.1010
Close	1.1026	1.0977	-0.0050	-0.4%	1.1041
Range	0.0052	0.0038	-0.0014	-26.9%	0.0088
ATR	0.0044	0.0045	0.0000	0.8%	0.0000
Volume	83	46	-37	-44.6%	91

Daily Pivots for day following 24-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1103	1.1078	1.0997
R3	1.1065	1.1040	1.0987
R2	1.1027	1.1027	1.0983
R1	1.1002	1.1002	1.0980	1.0996
PP	1.0989	1.0989	1.0989	1.0986
S1	1.0964	1.0964	1.0973	1.0958
S2	1.0951	1.0951	1.0970
S3	1.0913	1.0926	1.0966
S4	1.0875	1.0888	1.0956

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%	0.0037	0.3%	3%	False	False	50
10	1.1170	1.0974	0.0196	1.8%	0.0031	0.3%	1%	False	False	31
20	1.1226	1.0974	0.0252	2.3%	0.0034	0.3%	1%	False	False	28

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
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	1.1176
2.618	1.1114
1.618	1.1076
1.000	1.1053
0.618	1.1038
HIGH	1.1015
0.618	1.1000
0.500	1.0996
0.382	1.0991
LOW	1.0977
0.618	1.0953
1.000	1.0939
1.618	1.0915
2.618	1.0877
4.250	1.0815

Fisher Pivots for day following 24-Aug-2023
Pivot	1 day	3 day
R1	1.0996	1.1012
PP	1.0989	1.1000
S1	1.0983	1.0988

Download as Excel Spreadsheet

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

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