CME Euro FX (E) Future June 2024

Trading Metrics calculated at close of trading on 27-Sep-2023

Day Change Summary
	Previous	Current
	26-Sep-2023	27-Sep-2023	Change	Change %	Previous Week
Open	1.0733	1.0674	-0.0059	-0.5%	1.0800
High	1.0733	1.0674	-0.0059	-0.5%	1.0866
Low	1.0695	1.0638	-0.0058	-0.5%	1.0766
Close	1.0700	1.0642	-0.0059	-0.5%	1.0782
Range	0.0038	0.0037	-0.0001	-2.7%	0.0100
ATR	0.0045	0.0046	0.0001	2.7%	0.0000
Volume	74	141	67	90.5%	364

Daily Pivots for day following 27-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.0761	1.0738	1.0662
R3	1.0724	1.0701	1.0652
R2	1.0688	1.0688	1.0648
R1	1.0665	1.0665	1.0645	1.0658
PP	1.0651	1.0651	1.0651	1.0648
S1	1.0628	1.0628	1.0638	1.0621
S2	1.0615	1.0615	1.0635
S3	1.0578	1.0592	1.0631
S4	1.0542	1.0555	1.0621

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	1.0797	1.0638	0.0160	1.5%	0.0035	0.3%	3%	False	True	95
10	1.0876	1.0638	0.0238	2.2%	0.0040	0.4%	2%	False	True	71
20	1.1083	1.0638	0.0445	4.2%	0.0037	0.3%	1%	False	True	75
40	1.1213	1.0638	0.0575	5.4%	0.0034	0.3%	1%	False	True	67

Crabel Price Patterns
NR	True
NR4	False
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 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0829
2.618	1.0770
1.618	1.0733
1.000	1.0711
0.618	1.0697
HIGH	1.0674
0.618	1.0660
0.500	1.0656
0.382	1.0651
LOW	1.0638
0.618	1.0615
1.000	1.0601
1.618	1.0578
2.618	1.0542
4.250	1.0482

Fisher Pivots for day following 27-Sep-2023
Pivot	1 day	3 day
R1	1.0656	1.0704
PP	1.0651	1.0683
S1	1.0646	1.0662

Download as Excel Spreadsheet

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

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