CME Euro FX (E) Future September 2023

Trading Metrics calculated at close of trading on 17-Jul-2023

Day Change Summary
	Previous	Current
	14-Jul-2023	17-Jul-2023	Change	Change %	Previous Week
Open	1.1260	1.1266	0.0006	0.0%	1.1005
High	1.1281	1.1285	0.0004	0.0%	1.1281
Low	1.1241	1.1239	-0.0002	0.0%	1.0982
Close	1.1270	1.1278	0.0009	0.1%	1.1270
Range	0.0040	0.0046	0.0006	13.8%	0.0299
ATR	0.0076	0.0074	-0.0002	-2.9%	0.0000
Volume	197,925	145,947	-51,978	-26.3%	966,870

Daily Pivots for day following 17-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1404	1.1386	1.1303
R3	1.1358	1.1341	1.1291
R2	1.1313	1.1313	1.1286
R1	1.1295	1.1295	1.1282	1.1304
PP	1.1267	1.1267	1.1267	1.1272
S1	1.1250	1.1250	1.1274	1.1259
S2	1.1222	1.1222	1.1270
S3	1.1176	1.1204	1.1265
S4	1.1131	1.1159	1.1253

Weekly Pivots for week ending 14-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2073	1.1970	1.1434
R3	1.1774	1.1671	1.1352
R2	1.1476	1.1476	1.1324
R1	1.1373	1.1373	1.1297	1.1424
PP	1.1177	1.1177	1.1177	1.1203
S1	1.1074	1.1074	1.1242	1.1126
S2	1.0879	1.0879	1.1215
S3	1.0580	1.0776	1.1187
S4	1.0282	1.0477	1.1105

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1285	1.1014	0.0271	2.4%	0.0074	0.7%	98%	True	False	192,743
10	1.1285	1.0872	0.0413	3.7%	0.0073	0.7%	98%	True	False	192,039
20	1.1285	1.0872	0.0413	3.7%	0.0073	0.6%	98%	True	False	185,592
40	1.1285	1.0703	0.0582	5.2%	0.0072	0.6%	99%	True	False	127,205
60	1.1285	1.0703	0.0582	5.2%	0.0072	0.6%	99%	True	False	85,250
80	1.1285	1.0703	0.0582	5.2%	0.0073	0.6%	99%	True	False	64,121
100	1.1285	1.0624	0.0661	5.9%	0.0074	0.7%	99%	True	False	51,564
120	1.1285	1.0624	0.0661	5.9%	0.0071	0.6%	99%	True	False	42,977

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1478
2.618	1.1404
1.618	1.1358
1.000	1.1330
0.618	1.1313
HIGH	1.1285
0.618	1.1267
0.500	1.1262
0.382	1.1256
LOW	1.1239
0.618	1.1211
1.000	1.1194
1.618	1.1165
2.618	1.1120
4.250	1.1046

Fisher Pivots for day following 17-Jul-2023
Pivot	1 day	3 day
R1	1.1273	1.1260
PP	1.1267	1.1243
S1	1.1262	1.1225

Download as Excel Spreadsheet

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

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