CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 05-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2024 |
05-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1004 |
1.1024 |
0.0021 |
0.2% |
1.1113 |
| High |
1.1042 |
1.1072 |
0.0030 |
0.3% |
1.1119 |
| Low |
1.0995 |
1.0953 |
-0.0043 |
-0.4% |
1.0953 |
| Close |
1.1022 |
1.1019 |
-0.0003 |
0.0% |
1.1019 |
| Range |
0.0047 |
0.0119 |
0.0073 |
155.9% |
0.0167 |
| ATR |
0.0063 |
0.0067 |
0.0004 |
6.3% |
0.0000 |
| Volume |
794 |
535 |
-259 |
-32.6% |
2,902 |
|
| Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1371 |
1.1314 |
1.1084 |
|
| R3 |
1.1252 |
1.1195 |
1.1052 |
|
| R2 |
1.1133 |
1.1133 |
1.1041 |
|
| R1 |
1.1076 |
1.1076 |
1.1030 |
1.1045 |
| PP |
1.1014 |
1.1014 |
1.1014 |
1.0999 |
| S1 |
1.0957 |
1.0957 |
1.1008 |
1.0926 |
| S2 |
1.0895 |
1.0895 |
1.0997 |
|
| S3 |
1.0776 |
1.0838 |
1.0986 |
|
| S4 |
1.0657 |
1.0719 |
1.0954 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1530 |
1.1441 |
1.1111 |
|
| R3 |
1.1363 |
1.1274 |
1.1065 |
|
| R2 |
1.1197 |
1.1197 |
1.1050 |
|
| R1 |
1.1108 |
1.1108 |
1.1034 |
1.1069 |
| PP |
1.1030 |
1.1030 |
1.1030 |
1.1011 |
| S1 |
1.0941 |
1.0941 |
1.1004 |
1.0903 |
| S2 |
1.0864 |
1.0864 |
1.0988 |
|
| S3 |
1.0697 |
1.0775 |
1.0973 |
|
| S4 |
1.0531 |
1.0608 |
1.0927 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1161 |
1.0953 |
0.0209 |
1.9% |
0.0077 |
0.7% |
32% |
False |
True |
666 |
| 10 |
1.1209 |
1.0953 |
0.0257 |
2.3% |
0.0069 |
0.6% |
26% |
False |
True |
495 |
| 20 |
1.1209 |
1.0830 |
0.0380 |
3.4% |
0.0066 |
0.6% |
50% |
False |
False |
384 |
| 40 |
1.1209 |
1.0764 |
0.0445 |
4.0% |
0.0060 |
0.5% |
57% |
False |
False |
262 |
| 60 |
1.1209 |
1.0632 |
0.0578 |
5.2% |
0.0056 |
0.5% |
67% |
False |
False |
218 |
| 80 |
1.1209 |
1.0581 |
0.0628 |
5.7% |
0.0051 |
0.5% |
70% |
False |
False |
184 |
| 100 |
1.1209 |
1.0581 |
0.0628 |
5.7% |
0.0047 |
0.4% |
70% |
False |
False |
165 |
| 120 |
1.1408 |
1.0581 |
0.0827 |
7.5% |
0.0046 |
0.4% |
53% |
False |
False |
141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1577 |
|
2.618 |
1.1383 |
|
1.618 |
1.1264 |
|
1.000 |
1.1191 |
|
0.618 |
1.1145 |
|
HIGH |
1.1072 |
|
0.618 |
1.1026 |
|
0.500 |
1.1012 |
|
0.382 |
1.0998 |
|
LOW |
1.0953 |
|
0.618 |
1.0879 |
|
1.000 |
1.0834 |
|
1.618 |
1.0760 |
|
2.618 |
1.0641 |
|
4.250 |
1.0447 |
|
|
| Fisher Pivots for day following 05-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1017 |
1.1017 |
| PP |
1.1014 |
1.1014 |
| S1 |
1.1012 |
1.1012 |
|