CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 01-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2024 |
01-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0903 |
1.0872 |
-0.0031 |
-0.3% |
1.0960 |
| High |
1.0946 |
1.0936 |
-0.0011 |
-0.1% |
1.0995 |
| Low |
1.0853 |
1.0841 |
-0.0012 |
-0.1% |
1.0875 |
| Close |
1.0902 |
1.0933 |
0.0032 |
0.3% |
1.0920 |
| Range |
0.0093 |
0.0095 |
0.0002 |
1.6% |
0.0120 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
3.3% |
0.0000 |
| Volume |
1,993 |
1,045 |
-948 |
-47.6% |
3,450 |
|
| Daily Pivots for day following 01-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1187 |
1.1154 |
1.0985 |
|
| R3 |
1.1092 |
1.1060 |
1.0959 |
|
| R2 |
1.0998 |
1.0998 |
1.0950 |
|
| R1 |
1.0965 |
1.0965 |
1.0942 |
1.0982 |
| PP |
1.0903 |
1.0903 |
1.0903 |
1.0911 |
| S1 |
1.0871 |
1.0871 |
1.0924 |
1.0887 |
| S2 |
1.0809 |
1.0809 |
1.0916 |
|
| S3 |
1.0714 |
1.0776 |
1.0907 |
|
| S4 |
1.0620 |
1.0682 |
1.0881 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1288 |
1.1224 |
1.0986 |
|
| R3 |
1.1169 |
1.1104 |
1.0953 |
|
| R2 |
1.1049 |
1.1049 |
1.0942 |
|
| R1 |
1.0985 |
1.0985 |
1.0931 |
1.0957 |
| PP |
1.0930 |
1.0930 |
1.0930 |
1.0916 |
| S1 |
1.0865 |
1.0865 |
1.0909 |
1.0838 |
| S2 |
1.0810 |
1.0810 |
1.0898 |
|
| S3 |
1.0691 |
1.0746 |
1.0887 |
|
| S4 |
1.0571 |
1.0626 |
1.0854 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0948 |
1.0841 |
0.0107 |
1.0% |
0.0069 |
0.6% |
86% |
False |
True |
1,043 |
| 10 |
1.0995 |
1.0841 |
0.0154 |
1.4% |
0.0065 |
0.6% |
60% |
False |
True |
840 |
| 20 |
1.1080 |
1.0841 |
0.0239 |
2.2% |
0.0064 |
0.6% |
38% |
False |
True |
862 |
| 40 |
1.1209 |
1.0830 |
0.0380 |
3.5% |
0.0063 |
0.6% |
27% |
False |
False |
615 |
| 60 |
1.1209 |
1.0764 |
0.0445 |
4.1% |
0.0059 |
0.5% |
38% |
False |
False |
444 |
| 80 |
1.1209 |
1.0632 |
0.0578 |
5.3% |
0.0056 |
0.5% |
52% |
False |
False |
366 |
| 100 |
1.1209 |
1.0581 |
0.0628 |
5.7% |
0.0052 |
0.5% |
56% |
False |
False |
308 |
| 120 |
1.1209 |
1.0581 |
0.0628 |
5.7% |
0.0049 |
0.4% |
56% |
False |
False |
270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1337 |
|
2.618 |
1.1183 |
|
1.618 |
1.1088 |
|
1.000 |
1.1030 |
|
0.618 |
1.0994 |
|
HIGH |
1.0936 |
|
0.618 |
1.0899 |
|
0.500 |
1.0888 |
|
0.382 |
1.0877 |
|
LOW |
1.0841 |
|
0.618 |
1.0783 |
|
1.000 |
1.0747 |
|
1.618 |
1.0688 |
|
2.618 |
1.0594 |
|
4.250 |
1.0439 |
|
|
| Fisher Pivots for day following 01-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0918 |
1.0920 |
| PP |
1.0903 |
1.0907 |
| S1 |
1.0888 |
1.0894 |
|