CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 04-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2024 |
04-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1036 |
1.1004 |
-0.0033 |
-0.3% |
1.1103 |
| High |
1.1036 |
1.1042 |
0.0006 |
0.0% |
1.1209 |
| Low |
1.0970 |
1.0995 |
0.0025 |
0.2% |
1.1092 |
| Close |
1.0993 |
1.1022 |
0.0029 |
0.3% |
1.1117 |
| Range |
0.0066 |
0.0047 |
-0.0020 |
-29.5% |
0.0118 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
411 |
794 |
383 |
93.2% |
1,111 |
|
| Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1159 |
1.1137 |
1.1047 |
|
| R3 |
1.1112 |
1.1090 |
1.1034 |
|
| R2 |
1.1066 |
1.1066 |
1.1030 |
|
| R1 |
1.1044 |
1.1044 |
1.1026 |
1.1055 |
| PP |
1.1019 |
1.1019 |
1.1019 |
1.1025 |
| S1 |
1.0997 |
1.0997 |
1.1017 |
1.1008 |
| S2 |
1.0973 |
1.0973 |
1.1013 |
|
| S3 |
1.0926 |
1.0951 |
1.1009 |
|
| S4 |
1.0880 |
1.0904 |
1.0996 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1492 |
1.1422 |
1.1182 |
|
| R3 |
1.1374 |
1.1304 |
1.1149 |
|
| R2 |
1.1257 |
1.1257 |
1.1139 |
|
| R1 |
1.1187 |
1.1187 |
1.1128 |
1.1222 |
| PP |
1.1139 |
1.1139 |
1.1139 |
1.1157 |
| S1 |
1.1069 |
1.1069 |
1.1106 |
1.1104 |
| S2 |
1.1022 |
1.1022 |
1.1095 |
|
| S3 |
1.0904 |
1.0952 |
1.1085 |
|
| S4 |
1.0787 |
1.0834 |
1.1052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1209 |
1.0970 |
0.0239 |
2.2% |
0.0068 |
0.6% |
22% |
False |
False |
611 |
| 10 |
1.1209 |
1.0970 |
0.0239 |
2.2% |
0.0061 |
0.6% |
22% |
False |
False |
469 |
| 20 |
1.1209 |
1.0830 |
0.0380 |
3.4% |
0.0062 |
0.6% |
51% |
False |
False |
388 |
| 40 |
1.1209 |
1.0764 |
0.0445 |
4.0% |
0.0058 |
0.5% |
58% |
False |
False |
250 |
| 60 |
1.1209 |
1.0632 |
0.0578 |
5.2% |
0.0054 |
0.5% |
68% |
False |
False |
212 |
| 80 |
1.1209 |
1.0581 |
0.0628 |
5.7% |
0.0050 |
0.5% |
70% |
False |
False |
179 |
| 100 |
1.1209 |
1.0581 |
0.0628 |
5.7% |
0.0046 |
0.4% |
70% |
False |
False |
160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1239 |
|
2.618 |
1.1163 |
|
1.618 |
1.1117 |
|
1.000 |
1.1088 |
|
0.618 |
1.1070 |
|
HIGH |
1.1042 |
|
0.618 |
1.1024 |
|
0.500 |
1.1018 |
|
0.382 |
1.1013 |
|
LOW |
1.0995 |
|
0.618 |
1.0966 |
|
1.000 |
1.0949 |
|
1.618 |
1.0920 |
|
2.618 |
1.0873 |
|
4.250 |
1.0797 |
|
|
| Fisher Pivots for day following 04-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1020 |
1.1045 |
| PP |
1.1019 |
1.1037 |
| S1 |
1.1018 |
1.1029 |
|