CME Euro FX (E) Future June 2024

Trading Metrics calculated at close of trading on 28-Aug-2023

Day Change Summary
	Previous	Current
	25-Aug-2023	28-Aug-2023	Change	Change %	Previous Week
Open	1.0948	1.0972	0.0024	0.2%	1.1045
High	1.0983	1.0979	-0.0004	0.0%	1.1063
Low	1.0938	1.0972	0.0034	0.3%	1.0938
Close	1.0977	1.0979	0.0002	0.0%	1.0977
Range	0.0045	0.0007	-0.0038	-84.4%	0.0125
ATR	0.0045	0.0042	-0.0003	-6.0%	0.0000
Volume	17	18	1	5.9%	237

Daily Pivots for day following 28-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.0997	1.0995	1.0982
R3	1.0990	1.0988	1.0980
R2	1.0983	1.0983	1.0980
R1	1.0981	1.0981	1.0979	1.0982
PP	1.0976	1.0976	1.0976	1.0977
S1	1.0974	1.0974	1.0978	1.0975
S2	1.0969	1.0969	1.0977
S3	1.0962	1.0967	1.0977
S4	1.0955	1.0960	1.0975

Weekly Pivots for week ending 25-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1367	1.1297	1.1045
R3	1.1242	1.1172	1.1011
R2	1.1117	1.1117	1.0999
R1	1.1047	1.1047	1.0988	1.1020
PP	1.0992	1.0992	1.0992	1.0979
S1	1.0922	1.0922	1.0965	1.0895
S2	1.0867	1.0867	1.0954
S3	1.0742	1.0797	1.0942
S4	1.0617	1.0672	1.0908

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1051	1.0938	0.0113	1.0%	0.0035	0.3%	36%	False	False	48
10	1.1081	1.0938	0.0143	1.3%	0.0028	0.3%	29%	False	False	34
20	1.1213	1.0938	0.0275	2.5%	0.0030	0.3%	15%	False	False	26

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.1008
2.618	1.0997
1.618	1.0990
1.000	1.0986
0.618	1.0983
HIGH	1.0979
0.618	1.0976
0.500	1.0975
0.382	1.0974
LOW	1.0972
0.618	1.0967
1.000	1.0965
1.618	1.0960
2.618	1.0953
4.250	1.0942

Fisher Pivots for day following 28-Aug-2023
Pivot	1 day	3 day
R1	1.0977	1.0978
PP	1.0976	1.0977
S1	1.0975	1.0976

Download as Excel Spreadsheet

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

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