CME Euro FX (E) Future June 2024

Trading Metrics calculated at close of trading on 29-Sep-2023

Day Change Summary
	Previous	Current
	28-Sep-2023	29-Sep-2023	Change	Change %	Previous Week
Open	1.0637	1.0720	0.0083	0.8%	1.0771
High	1.0701	1.0748	0.0047	0.4%	1.0771
Low	1.0637	1.0702	0.0065	0.6%	1.0637
Close	1.0686	1.0709	0.0024	0.2%	1.0709
Range	0.0064	0.0046	-0.0018	-28.1%	0.0134
ATR	0.0048	0.0049	0.0001	2.2%	0.0000
Volume	19	4	-15	-78.9%	350

Daily Pivots for day following 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.0857	1.0829	1.0734
R3	1.0811	1.0783	1.0722
R2	1.0765	1.0765	1.0717
R1	1.0737	1.0737	1.0713	1.0728
PP	1.0719	1.0719	1.0719	1.0715
S1	1.0691	1.0691	1.0705	1.0682
S2	1.0673	1.0673	1.0701
S3	1.0627	1.0645	1.0696
S4	1.0581	1.0599	1.0684

Weekly Pivots for week ending 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1108	1.1042	1.0783
R3	1.0974	1.0908	1.0746
R2	1.0840	1.0840	1.0734
R1	1.0774	1.0774	1.0721	1.0740
PP	1.0706	1.0706	1.0706	1.0689
S1	1.0640	1.0640	1.0697	1.0606
S2	1.0572	1.0572	1.0684
S3	1.0438	1.0506	1.0672
S4	1.0304	1.0372	1.0635

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0771	1.0637	0.0134	1.3%	0.0048	0.5%	54%	False	False	70
10	1.0866	1.0637	0.0229	2.1%	0.0039	0.4%	32%	False	False	71
20	1.1039	1.0637	0.0402	3.8%	0.0038	0.4%	18%	False	False	66
40	1.1213	1.0637	0.0576	5.4%	0.0036	0.3%	13%	False	False	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	0.0002
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0943
2.618	1.0868
1.618	1.0822
1.000	1.0794
0.618	1.0776
HIGH	1.0748
0.618	1.0730
0.500	1.0725
0.382	1.0719
LOW	1.0702
0.618	1.0673
1.000	1.0656
1.618	1.0627
2.618	1.0581
4.250	1.0506

Fisher Pivots for day following 29-Sep-2023
Pivot	1 day	3 day
R1	1.0725	1.0703
PP	1.0719	1.0698
S1	1.0714	1.0692

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

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