CME Euro FX (E) Future June 2024

Trading Metrics calculated at close of trading on 20-Sep-2023

Day Change Summary
	Previous	Current
	19-Sep-2023	20-Sep-2023	Change	Change %	Previous Week
Open	1.0813	1.0866	0.0053	0.5%	1.0899
High	1.0845	1.0866	0.0021	0.2%	1.0909
Low	1.0813	1.0817	0.0004	0.0%	1.0774
Close	1.0813	1.0822	0.0009	0.1%	1.0798
Range	0.0032	0.0049	0.0017	53.1%	0.0136
ATR	0.0045	0.0045	0.0001	1.3%	0.0000
Volume	85	86	1	1.2%	148

Daily Pivots for day following 20-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.0982	1.0951	1.0848
R3	1.0933	1.0902	1.0835
R2	1.0884	1.0884	1.0830
R1	1.0853	1.0853	1.0826	1.0844
PP	1.0835	1.0835	1.0835	1.0830
S1	1.0804	1.0804	1.0817	1.0795
S2	1.0786	1.0786	1.0813
S3	1.0737	1.0755	1.0808
S4	1.0688	1.0706	1.0795

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	1.0876	1.0774	0.0102	0.9%	0.0044	0.4%	47%	False	False	47
10	1.0909	1.0774	0.0136	1.3%	0.0031	0.3%	35%	False	False	39
20	1.1083	1.0774	0.0309	2.9%	0.0036	0.3%	16%	False	False	91
40	1.1319	1.0774	0.0545	5.0%	0.0038	0.3%	9%	False	False	57

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1074
2.618	1.0994
1.618	1.0945
1.000	1.0915
0.618	1.0896
HIGH	1.0866
0.618	1.0847
0.500	1.0841
0.382	1.0835
LOW	1.0817
0.618	1.0786
1.000	1.0768
1.618	1.0737
2.618	1.0688
4.250	1.0608

Fisher Pivots for day following 20-Sep-2023
Pivot	1 day	3 day
R1	1.0841	1.0833
PP	1.0835	1.0829
S1	1.0828	1.0825

Download as Excel Spreadsheet

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

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