CME Euro FX (E) Future June 2024

Trading Metrics calculated at close of trading on 07-Feb-2024

Day Change Summary
	Previous	Current
	06-Feb-2024	07-Feb-2024	Change	Change %	Previous Week
Open	1.0801	1.0815	0.0015	0.1%	1.0904
High	1.0821	1.0841	0.0020	0.2%	1.0958
Low	1.0782	1.0814	0.0033	0.3%	1.0841
Close	1.0809	1.0830	0.0022	0.2%	1.0853
Range	0.0040	0.0027	-0.0013	-32.9%	0.0117
ATR	0.0068	0.0065	-0.0003	-3.8%	0.0000
Volume	1,530	488	-1,042	-68.1%	5,332

Daily Pivots for day following 07-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	1.0908	1.0895	1.0845
R3	1.0881	1.0869	1.0837
R2	1.0855	1.0855	1.0835
R1	1.0842	1.0842	1.0832	1.0849
PP	1.0828	1.0828	1.0828	1.0831
S1	1.0816	1.0816	1.0828	1.0822
S2	1.0802	1.0802	1.0825
S3	1.0775	1.0789	1.0823
S4	1.0749	1.0763	1.0815

Weekly Pivots for week ending 02-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	1.1233	1.1160	1.0917
R3	1.1117	1.1043	1.0885
R2	1.1000	1.1000	1.0874
R1	1.0927	1.0927	1.0864	1.0905
PP	1.0884	1.0884	1.0884	1.0873
S1	1.0810	1.0810	1.0842	1.0789
S2	1.0767	1.0767	1.0832
S3	1.0651	1.0694	1.0821
S4	1.0534	1.0577	1.0789

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0958	1.0782	0.0176	1.6%	0.0067	0.6%	28%	False	False	1,051
10	1.0960	1.0782	0.0178	1.6%	0.0066	0.6%	27%	False	False	1,011
20	1.1080	1.0782	0.0299	2.8%	0.0063	0.6%	16%	False	False	973
40	1.1209	1.0782	0.0428	3.9%	0.0064	0.6%	11%	False	False	690
60	1.1209	1.0764	0.0445	4.1%	0.0061	0.6%	15%	False	False	507
80	1.1209	1.0632	0.0578	5.3%	0.0057	0.5%	34%	False	False	410
100	1.1209	1.0581	0.0628	5.8%	0.0053	0.5%	40%	False	False	348
120	1.1209	1.0581	0.0628	5.8%	0.0050	0.5%	40%	False	False	305

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0019
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1.0953
2.618	1.0910
1.618	1.0883
1.000	1.0867
0.618	1.0857
HIGH	1.0841
0.618	1.0830
0.500	1.0827
0.382	1.0824
LOW	1.0814
0.618	1.0798
1.000	1.0788
1.618	1.0771
2.618	1.0745
4.250	1.0701

Fisher Pivots for day following 07-Feb-2024
Pivot	1 day	3 day
R1	1.0829	1.0824
PP	1.0828	1.0819
S1	1.0827	1.0813

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

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