CME Euro FX (E) Future June 2024

Trading Metrics calculated at close of trading on 13-Sep-2023

Day Change Summary
	Previous	Current
	12-Sep-2023	13-Sep-2023	Change	Change %	Previous Week
Open	1.0864	1.0886	0.0022	0.2%	1.0910
High	1.0909	1.0886	-0.0023	-0.2%	1.0910
Low	1.0864	1.0877	0.0013	0.1%	1.0851
Close	1.0880	1.0877	-0.0003	0.0%	1.0852
Range	0.0045	0.0009	-0.0036	-80.0%	0.0059
ATR	0.0047	0.0044	-0.0003	-5.8%	0.0000
Volume	111	10	-101	-91.0%	467

Daily Pivots for day following 13-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.0907	1.0901	1.0882
R3	1.0898	1.0892	1.0879
R2	1.0889	1.0889	1.0879
R1	1.0883	1.0883	1.0878	1.0882
PP	1.0880	1.0880	1.0880	1.0879
S1	1.0874	1.0874	1.0876	1.0873
S2	1.0871	1.0871	1.0875
S3	1.0862	1.0865	1.0875
S4	1.0853	1.0856	1.0872

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	1.0909	1.0851	0.0058	0.5%	0.0017	0.2%	45%	False	False	31
10	1.1083	1.0851	0.0232	2.1%	0.0034	0.3%	11%	False	False	78
20	1.1083	1.0851	0.0232	2.1%	0.0032	0.3%	11%	False	False	88
40	1.1408	1.0851	0.0557	5.1%	0.0037	0.3%	5%	False	False	54

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0924
2.618	1.0910
1.618	1.0901
1.000	1.0895
0.618	1.0892
HIGH	1.0886
0.618	1.0883
0.500	1.0882
0.382	1.0880
LOW	1.0877
0.618	1.0871
1.000	1.0868
1.618	1.0862
2.618	1.0853
4.250	1.0839

Fisher Pivots for day following 13-Sep-2023
Pivot	1 day	3 day
R1	1.0882	1.0887
PP	1.0880	1.0883
S1	1.0879	1.0880

Download as Excel Spreadsheet

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

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