CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 23-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2024 |
23-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0960 |
1.0942 |
-0.0019 |
-0.2% |
1.1015 |
| High |
1.0971 |
1.0980 |
0.0009 |
0.1% |
1.1034 |
| Low |
1.0946 |
1.0887 |
-0.0059 |
-0.5% |
1.0911 |
| Close |
1.0948 |
1.0908 |
-0.0040 |
-0.4% |
1.0957 |
| Range |
0.0026 |
0.0093 |
0.0068 |
264.7% |
0.0123 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
4.1% |
0.0000 |
| Volume |
332 |
597 |
265 |
79.8% |
5,121 |
|
| Daily Pivots for day following 23-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1204 |
1.1149 |
1.0959 |
|
| R3 |
1.1111 |
1.1056 |
1.0934 |
|
| R2 |
1.1018 |
1.1018 |
1.0925 |
|
| R1 |
1.0963 |
1.0963 |
1.0917 |
1.0944 |
| PP |
1.0925 |
1.0925 |
1.0925 |
1.0915 |
| S1 |
1.0870 |
1.0870 |
1.0899 |
1.0851 |
| S2 |
1.0832 |
1.0832 |
1.0891 |
|
| S3 |
1.0739 |
1.0777 |
1.0882 |
|
| S4 |
1.0646 |
1.0684 |
1.0857 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1335 |
1.1268 |
1.1024 |
|
| R3 |
1.1212 |
1.1146 |
1.0991 |
|
| R2 |
1.1090 |
1.1090 |
1.0979 |
|
| R1 |
1.1023 |
1.1023 |
1.0968 |
1.0995 |
| PP |
1.0967 |
1.0967 |
1.0967 |
1.0953 |
| S1 |
1.0901 |
1.0901 |
1.0946 |
1.0873 |
| S2 |
1.0845 |
1.0845 |
1.0935 |
|
| S3 |
1.0722 |
1.0778 |
1.0923 |
|
| S4 |
1.0600 |
1.0656 |
1.0890 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0980 |
1.0887 |
0.0093 |
0.9% |
0.0049 |
0.4% |
23% |
True |
True |
736 |
| 10 |
1.1080 |
1.0887 |
0.0194 |
1.8% |
0.0057 |
0.5% |
11% |
False |
True |
874 |
| 20 |
1.1209 |
1.0887 |
0.0323 |
3.0% |
0.0062 |
0.6% |
7% |
False |
True |
668 |
| 40 |
1.1209 |
1.0830 |
0.0380 |
3.5% |
0.0061 |
0.6% |
21% |
False |
False |
470 |
| 60 |
1.1209 |
1.0645 |
0.0564 |
5.2% |
0.0058 |
0.5% |
47% |
False |
False |
348 |
| 80 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0054 |
0.5% |
52% |
False |
False |
289 |
| 100 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0050 |
0.5% |
52% |
False |
False |
246 |
| 120 |
1.1213 |
1.0581 |
0.0632 |
5.8% |
0.0047 |
0.4% |
52% |
False |
False |
215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1375 |
|
2.618 |
1.1223 |
|
1.618 |
1.1130 |
|
1.000 |
1.1073 |
|
0.618 |
1.1037 |
|
HIGH |
1.0980 |
|
0.618 |
1.0944 |
|
0.500 |
1.0933 |
|
0.382 |
1.0922 |
|
LOW |
1.0887 |
|
0.618 |
1.0829 |
|
1.000 |
1.0794 |
|
1.618 |
1.0736 |
|
2.618 |
1.0643 |
|
4.250 |
1.0491 |
|
|
| Fisher Pivots for day following 23-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0933 |
1.0933 |
| PP |
1.0925 |
1.0925 |
| S1 |
1.0916 |
1.0916 |
|