CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 25-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2024 |
25-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0919 |
1.0945 |
0.0026 |
0.2% |
1.1015 |
| High |
1.0995 |
1.0960 |
-0.0035 |
-0.3% |
1.1034 |
| Low |
1.0919 |
1.0885 |
-0.0034 |
-0.3% |
1.0911 |
| Close |
1.0952 |
1.0899 |
-0.0054 |
-0.5% |
1.0957 |
| Range |
0.0076 |
0.0075 |
-0.0001 |
-1.3% |
0.0123 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.3% |
0.0000 |
| Volume |
931 |
684 |
-247 |
-26.5% |
5,121 |
|
| Daily Pivots for day following 25-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1138 |
1.1093 |
1.0939 |
|
| R3 |
1.1063 |
1.1018 |
1.0919 |
|
| R2 |
1.0989 |
1.0989 |
1.0912 |
|
| R1 |
1.0944 |
1.0944 |
1.0905 |
1.0929 |
| PP |
1.0914 |
1.0914 |
1.0914 |
1.0907 |
| S1 |
1.0869 |
1.0869 |
1.0892 |
1.0855 |
| S2 |
1.0840 |
1.0840 |
1.0885 |
|
| S3 |
1.0765 |
1.0795 |
1.0878 |
|
| S4 |
1.0691 |
1.0720 |
1.0858 |
|
|
| 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 |
1.0995 |
1.0885 |
0.0110 |
1.0% |
0.0060 |
0.6% |
12% |
False |
True |
637 |
| 10 |
1.1080 |
1.0885 |
0.0195 |
1.8% |
0.0063 |
0.6% |
7% |
False |
True |
965 |
| 20 |
1.1209 |
1.0885 |
0.0324 |
3.0% |
0.0066 |
0.6% |
4% |
False |
True |
729 |
| 40 |
1.1209 |
1.0830 |
0.0380 |
3.5% |
0.0063 |
0.6% |
18% |
False |
False |
507 |
| 60 |
1.1209 |
1.0647 |
0.0563 |
5.2% |
0.0059 |
0.5% |
45% |
False |
False |
371 |
| 80 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0054 |
0.5% |
51% |
False |
False |
309 |
| 100 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0051 |
0.5% |
51% |
False |
False |
260 |
| 120 |
1.1213 |
1.0581 |
0.0632 |
5.8% |
0.0048 |
0.4% |
50% |
False |
False |
228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1276 |
|
2.618 |
1.1155 |
|
1.618 |
1.1080 |
|
1.000 |
1.1034 |
|
0.618 |
1.1006 |
|
HIGH |
1.0960 |
|
0.618 |
1.0931 |
|
0.500 |
1.0922 |
|
0.382 |
1.0913 |
|
LOW |
1.0885 |
|
0.618 |
1.0839 |
|
1.000 |
1.0811 |
|
1.618 |
1.0764 |
|
2.618 |
1.0690 |
|
4.250 |
1.0568 |
|
|
| Fisher Pivots for day following 25-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0922 |
1.0940 |
| PP |
1.0914 |
1.0926 |
| S1 |
1.0906 |
1.0912 |
|