CME Euro FX (E) Future June 2024

Trading Metrics calculated at close of trading on 18-Sep-2023

Day Change Summary
	Previous	Current
	15-Sep-2023	18-Sep-2023	Change	Change %	Previous Week
Open	1.0803	1.0800	-0.0004	0.0%	1.0899
High	1.0803	1.0828	0.0025	0.2%	1.0909
Low	1.0793	1.0800	0.0007	0.1%	1.0774
Close	1.0798	1.0815	0.0017	0.2%	1.0798
Range	0.0011	0.0029	0.0018	171.4%	0.0136
ATR	0.0047	0.0046	-0.0001	-2.5%	0.0000
Volume	4	41	37	925.0%	148

Daily Pivots for day following 18-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.0900	1.0886	1.0830
R3	1.0871	1.0857	1.0822
R2	1.0843	1.0843	1.0820
R1	1.0829	1.0829	1.0817	1.0836
PP	1.0814	1.0814	1.0814	1.0818
S1	1.0800	1.0800	1.0812	1.0807
S2	1.0786	1.0786	1.0809
S3	1.0757	1.0772	1.0807
S4	1.0729	1.0743	1.0799

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1233	1.1151	1.0872
R3	1.1098	1.1015	1.0835
R2	1.0962	1.0962	1.0822
R1	1.0880	1.0880	1.0810	1.0853
PP	1.0827	1.0827	1.0827	1.0813
S1	1.0744	1.0744	1.0785	1.0718
S2	1.0691	1.0691	1.0773
S3	1.0556	1.0609	1.0760
S4	1.0420	1.0473	1.0723

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0909	1.0774	0.0136	1.3%	0.0039	0.4%	30%	False	False	37
10	1.0910	1.0774	0.0136	1.3%	0.0028	0.3%	30%	False	False	65
20	1.1083	1.0774	0.0309	2.9%	0.0034	0.3%	13%	False	False	87
40	1.1319	1.0774	0.0545	5.0%	0.0037	0.3%	8%	False	False	53

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0949
2.618	1.0903
1.618	1.0874
1.000	1.0857
0.618	1.0846
HIGH	1.0828
0.618	1.0817
0.500	1.0814
0.382	1.0810
LOW	1.0800
0.618	1.0782
1.000	1.0771
1.618	1.0753
2.618	1.0725
4.250	1.0678

Fisher Pivots for day following 18-Sep-2023
Pivot	1 day	3 day
R1	1.0814	1.0825
PP	1.0814	1.0821
S1	1.0814	1.0818

Download as Excel Spreadsheet

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

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