CME Euro FX (E) Future June 2024

Trading Metrics calculated at close of trading on 25-Sep-2023

Day Change Summary
	Previous	Current
	22-Sep-2023	25-Sep-2023	Change	Change %	Previous Week
Open	1.0770	1.0771	0.0002	0.0%	1.0800
High	1.0791	1.0771	-0.0020	-0.2%	1.0866
Low	1.0766	1.0714	-0.0052	-0.5%	1.0766
Close	1.0782	1.0721	-0.0061	-0.6%	1.0782
Range	0.0025	0.0057	0.0032	128.0%	0.0100
ATR	0.0044	0.0046	0.0002	3.9%	0.0000
Volume	150	112	-38	-25.3%	364

Daily Pivots for day following 25-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.0906	1.0871	1.0752
R3	1.0849	1.0814	1.0737
R2	1.0792	1.0792	1.0731
R1	1.0757	1.0757	1.0726	1.0746
PP	1.0735	1.0735	1.0735	1.0730
S1	1.0700	1.0700	1.0716	1.0689
S2	1.0678	1.0678	1.0711
S3	1.0621	1.0643	1.0705
S4	1.0564	1.0586	1.0690

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	1.0714	0.0152	1.4%	0.0036	0.3%	5%	False	True	87
10	1.0909	1.0714	0.0195	1.8%	0.0038	0.4%	4%	False	True	62
20	1.1083	1.0714	0.0369	3.4%	0.0034	0.3%	2%	False	True	97
40	1.1213	1.0714	0.0499	4.6%	0.0033	0.3%	1%	False	True	62

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	1.1013
2.618	1.0920
1.618	1.0863
1.000	1.0828
0.618	1.0806
HIGH	1.0771
0.618	1.0749
0.500	1.0743
0.382	1.0736
LOW	1.0714
0.618	1.0679
1.000	1.0657
1.618	1.0622
2.618	1.0565
4.250	1.0472

Fisher Pivots for day following 25-Sep-2023
Pivot	1 day	3 day
R1	1.0743	1.0756
PP	1.0735	1.0744
S1	1.0728	1.0733

Download as Excel Spreadsheet

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

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