CME Euro FX (E) Future June 2024

Trading Metrics calculated at close of trading on 21-Sep-2023

Day Change Summary
	Previous	Current
	20-Sep-2023	21-Sep-2023	Change	Change %	Previous Week
Open	1.0866	1.0780	-0.0086	-0.8%	1.0899
High	1.0866	1.0797	-0.0069	-0.6%	1.0909
Low	1.0817	1.0780	-0.0037	-0.3%	1.0774
Close	1.0822	1.0797	-0.0025	-0.2%	1.0798
Range	0.0049	0.0018	-0.0032	-64.3%	0.0136
ATR	0.0045	0.0045	0.0000	-0.5%	0.0000
Volume	86	2	-84	-97.7%	148

Daily Pivots for day following 21-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.0844	1.0838	1.0807
R3	1.0826	1.0820	1.0802
R2	1.0809	1.0809	1.0800
R1	1.0803	1.0803	1.0799	1.0806
PP	1.0791	1.0791	1.0791	1.0793
S1	1.0785	1.0785	1.0795	1.0788
S2	1.0774	1.0774	1.0794
S3	1.0756	1.0768	1.0792
S4	1.0739	1.0750	1.0787

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	1.0866	1.0780	0.0086	0.8%	0.0028	0.3%	20%	False	True	43
10	1.0909	1.0774	0.0136	1.3%	0.0032	0.3%	17%	False	False	36
20	1.1083	1.0774	0.0309	2.9%	0.0034	0.3%	8%	False	False	87
40	1.1319	1.0774	0.0545	5.0%	0.0037	0.3%	4%	False	False	57

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0871
2.618	1.0843
1.618	1.0825
1.000	1.0815
0.618	1.0808
HIGH	1.0797
0.618	1.0790
0.500	1.0788
0.382	1.0786
LOW	1.0780
0.618	1.0769
1.000	1.0762
1.618	1.0751
2.618	1.0734
4.250	1.0705

Fisher Pivots for day following 21-Sep-2023
Pivot	1 day	3 day
R1	1.0794	1.0823
PP	1.0791	1.0814
S1	1.0788	1.0806

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

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