CME Euro FX (E) Future June 2024

Trading Metrics calculated at close of trading on 06-Sep-2023

Day Change Summary
	Previous	Current
	05-Sep-2023	06-Sep-2023	Change	Change %	Previous Week
Open	1.0910	1.0887	-0.0023	-0.2%	1.0972
High	1.0910	1.0905	-0.0005	0.0%	1.1083
Low	1.0874	1.0885	0.0011	0.1%	1.0934
Close	1.0882	1.0885	0.0003	0.0%	1.0938
Range	0.0036	0.0020	-0.0016	-43.7%	0.0149
ATR	0.0051	0.0049	-0.0002	-3.9%	0.0000
Volume	404	31	-373	-92.3%	863

Daily Pivots for day following 06-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.0952	1.0938	1.0896
R3	1.0932	1.0918	1.0891
R2	1.0912	1.0912	1.0889
R1	1.0898	1.0898	1.0887	1.0895
PP	1.0892	1.0892	1.0892	1.0890
S1	1.0878	1.0878	1.0883	1.0875
S2	1.0872	1.0872	1.0881
S3	1.0852	1.0858	1.0880
S4	1.0832	1.0838	1.0874

Weekly Pivots for week ending 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1430	1.1332	1.1019
R3	1.1282	1.1184	1.0978
R2	1.1133	1.1133	1.0965
R1	1.1035	1.1035	1.0951	1.1010
PP	1.0985	1.0985	1.0985	1.0972
S1	1.0887	1.0887	1.0924	1.0862
S2	1.0836	1.0836	1.0910
S3	1.0688	1.0738	1.0897
S4	1.0539	1.0590	1.0856

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1083	1.0874	0.0209	1.9%	0.0052	0.5%	5%	False	False	126
10	1.1083	1.0874	0.0209	1.9%	0.0041	0.4%	5%	False	False	144
20	1.1211	1.0874	0.0337	3.1%	0.0035	0.3%	3%	False	False	87

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0008
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0990
2.618	1.0957
1.618	1.0937
1.000	1.0925
0.618	1.0917
HIGH	1.0905
0.618	1.0897
0.500	1.0895
0.382	1.0893
LOW	1.0885
0.618	1.0873
1.000	1.0865
1.618	1.0853
2.618	1.0833
4.250	1.0800

Fisher Pivots for day following 06-Sep-2023
Pivot	1 day	3 day
R1	1.0895	1.0957
PP	1.0892	1.0933
S1	1.0888	1.0909

Download as Excel Spreadsheet

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

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