CME Euro FX (E) Future June 2024

Trading Metrics calculated at close of trading on 22-Sep-2023

Day Change Summary
	Previous	Current
	21-Sep-2023	22-Sep-2023	Change	Change %	Previous Week
Open	1.0780	1.0770	-0.0010	-0.1%	1.0800
High	1.0797	1.0791	-0.0007	-0.1%	1.0866
Low	1.0780	1.0766	-0.0014	-0.1%	1.0766
Close	1.0797	1.0782	-0.0015	-0.1%	1.0782
Range	0.0018	0.0025	0.0008	42.9%	0.0100
ATR	0.0045	0.0044	-0.0001	-2.1%	0.0000
Volume	2	150	148	7,400.0%	364

Daily Pivots for day following 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.0854	1.0843	1.0796
R3	1.0829	1.0818	1.0789
R2	1.0804	1.0804	1.0787
R1	1.0793	1.0793	1.0784	1.0799
PP	1.0779	1.0779	1.0779	1.0782
S1	1.0768	1.0768	1.0780	1.0774
S2	1.0754	1.0754	1.0777
S3	1.0729	1.0743	1.0775
S4	1.0704	1.0718	1.0768

Weekly Pivots for week ending 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1104	1.1043	1.0837
R3	1.1004	1.0943	1.0810
R2	1.0904	1.0904	1.0800
R1	1.0843	1.0843	1.0791	1.0824
PP	1.0804	1.0804	1.0804	1.0795
S1	1.0743	1.0743	1.0773	1.0724
S2	1.0704	1.0704	1.0764
S3	1.0604	1.0643	1.0755
S4	1.0504	1.0543	1.0727

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0866	1.0766	0.0100	0.9%	0.0030	0.3%	17%	False	True	72
10	1.0909	1.0766	0.0144	1.3%	0.0032	0.3%	11%	False	True	51
20	1.1083	1.0766	0.0317	2.9%	0.0033	0.3%	5%	False	True	92
40	1.1226	1.0766	0.0461	4.3%	0.0034	0.3%	4%	False	True	60

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	1.0897
2.618	1.0856
1.618	1.0831
1.000	1.0816
0.618	1.0806
HIGH	1.0791
0.618	1.0781
0.500	1.0778
0.382	1.0775
LOW	1.0766
0.618	1.0750
1.000	1.0741
1.618	1.0725
2.618	1.0700
4.250	1.0659

Fisher Pivots for day following 22-Sep-2023
Pivot	1 day	3 day
R1	1.0781	1.0816
PP	1.0779	1.0804
S1	1.0778	1.0793

Download as Excel Spreadsheet

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

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