CME Euro FX (E) Future June 2024

Trading Metrics calculated at close of trading on 11-Sep-2023

Day Change Summary
	Previous	Current
	08-Sep-2023	11-Sep-2023	Change	Change %	Previous Week
Open	1.0876	1.0899	0.0023	0.2%	1.0910
High	1.0876	1.0900	0.0024	0.2%	1.0910
Low	1.0852	1.0898	0.0046	0.4%	1.0851
Close	1.0852	1.0898	0.0046	0.4%	1.0852
Range	0.0024	0.0002	-0.0022	-91.7%	0.0059
ATR	0.0047	0.0047	0.0000	0.2%	0.0000
Volume	1	2	1	100.0%	467

Daily Pivots for day following 11-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.0905	1.0903	1.0899
R3	1.0903	1.0901	1.0899
R2	1.0901	1.0901	1.0898
R1	1.0899	1.0899	1.0898	1.0899
PP	1.0899	1.0899	1.0899	1.0899
S1	1.0897	1.0897	1.0898	1.0897
S2	1.0897	1.0897	1.0898
S3	1.0895	1.0895	1.0897
S4	1.0893	1.0893	1.0897

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1046	1.1008	1.0884
R3	1.0988	1.0949	1.0868
R2	1.0929	1.0929	1.0863
R1	1.0891	1.0891	1.0857	1.0881
PP	1.0871	1.0871	1.0871	1.0866
S1	1.0832	1.0832	1.0847	1.0822
S2	1.0812	1.0812	1.0841
S3	1.0754	1.0774	1.0836
S4	1.0695	1.0715	1.0820

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0910	1.0851	0.0059	0.5%	0.0017	0.2%	80%	False	False	93
10	1.1083	1.0851	0.0232	2.1%	0.0030	0.3%	20%	False	False	133
20	1.1098	1.0851	0.0247	2.3%	0.0030	0.3%	19%	False	False	83

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.0005
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	1.0909
2.618	1.0905
1.618	1.0903
1.000	1.0902
0.618	1.0901
HIGH	1.0900
0.618	1.0899
0.500	1.0899
0.382	1.0899
LOW	1.0898
0.618	1.0897
1.000	1.0896
1.618	1.0895
2.618	1.0893
4.250	1.0890

Fisher Pivots for day following 11-Sep-2023
Pivot	1 day	3 day
R1	1.0899	1.0891
PP	1.0899	1.0883
S1	1.0898	1.0876

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

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