CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 09-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2024 |
09-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1015 |
1.1031 |
0.0016 |
0.1% |
1.1113 |
| High |
1.1051 |
1.1036 |
-0.0015 |
-0.1% |
1.1119 |
| Low |
1.1003 |
1.0985 |
-0.0018 |
-0.2% |
1.0953 |
| Close |
1.1035 |
1.0997 |
-0.0038 |
-0.3% |
1.1019 |
| Range |
0.0048 |
0.0051 |
0.0003 |
5.2% |
0.0167 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
341 |
329 |
-12 |
-3.5% |
2,902 |
|
| Daily Pivots for day following 09-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1157 |
1.1127 |
1.1024 |
|
| R3 |
1.1107 |
1.1077 |
1.1010 |
|
| R2 |
1.1056 |
1.1056 |
1.1006 |
|
| R1 |
1.1026 |
1.1026 |
1.1001 |
1.1016 |
| PP |
1.1006 |
1.1006 |
1.1006 |
1.1001 |
| S1 |
1.0976 |
1.0976 |
1.0992 |
1.0966 |
| S2 |
1.0955 |
1.0955 |
1.0987 |
|
| S3 |
1.0905 |
1.0925 |
1.0983 |
|
| S4 |
1.0854 |
1.0875 |
1.0969 |
|
|
| 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 |
1.1072 |
1.0953 |
0.0119 |
1.1% |
0.0066 |
0.6% |
37% |
False |
False |
482 |
| 10 |
1.1209 |
1.0953 |
0.0257 |
2.3% |
0.0068 |
0.6% |
17% |
False |
False |
468 |
| 20 |
1.1209 |
1.0838 |
0.0371 |
3.4% |
0.0065 |
0.6% |
43% |
False |
False |
407 |
| 40 |
1.1209 |
1.0764 |
0.0445 |
4.0% |
0.0061 |
0.6% |
52% |
False |
False |
274 |
| 60 |
1.1209 |
1.0632 |
0.0578 |
5.3% |
0.0055 |
0.5% |
63% |
False |
False |
222 |
| 80 |
1.1209 |
1.0581 |
0.0628 |
5.7% |
0.0051 |
0.5% |
66% |
False |
False |
192 |
| 100 |
1.1209 |
1.0581 |
0.0628 |
5.7% |
0.0048 |
0.4% |
66% |
False |
False |
171 |
| 120 |
1.1390 |
1.0581 |
0.0809 |
7.4% |
0.0047 |
0.4% |
51% |
False |
False |
146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1250 |
|
2.618 |
1.1168 |
|
1.618 |
1.1117 |
|
1.000 |
1.1086 |
|
0.618 |
1.1067 |
|
HIGH |
1.1036 |
|
0.618 |
1.1016 |
|
0.500 |
1.1010 |
|
0.382 |
1.1004 |
|
LOW |
1.0985 |
|
0.618 |
1.0954 |
|
1.000 |
1.0935 |
|
1.618 |
1.0903 |
|
2.618 |
1.0853 |
|
4.250 |
1.0770 |
|
|
| Fisher Pivots for day following 09-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1010 |
1.1012 |
| PP |
1.1006 |
1.1007 |
| S1 |
1.1001 |
1.1002 |
|