CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 12-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2024 |
12-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0834 |
1.0848 |
0.0014 |
0.1% |
1.0840 |
| High |
1.0852 |
1.0861 |
0.0010 |
0.1% |
1.0852 |
| Low |
1.0819 |
1.0812 |
-0.0007 |
-0.1% |
1.0782 |
| Close |
1.0838 |
1.0825 |
-0.0014 |
-0.1% |
1.0838 |
| Range |
0.0033 |
0.0049 |
0.0017 |
50.8% |
0.0070 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
781 |
354 |
-427 |
-54.7% |
4,612 |
|
| Daily Pivots for day following 12-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0980 |
1.0951 |
1.0851 |
|
| R3 |
1.0931 |
1.0902 |
1.0838 |
|
| R2 |
1.0882 |
1.0882 |
1.0833 |
|
| R1 |
1.0853 |
1.0853 |
1.0829 |
1.0843 |
| PP |
1.0833 |
1.0833 |
1.0833 |
1.0827 |
| S1 |
1.0804 |
1.0804 |
1.0820 |
1.0794 |
| S2 |
1.0784 |
1.0784 |
1.0816 |
|
| S3 |
1.0735 |
1.0755 |
1.0811 |
|
| S4 |
1.0686 |
1.0706 |
1.0798 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1034 |
1.1006 |
1.0877 |
|
| R3 |
1.0964 |
1.0936 |
1.0857 |
|
| R2 |
1.0894 |
1.0894 |
1.0851 |
|
| R1 |
1.0866 |
1.0866 |
1.0844 |
1.0845 |
| PP |
1.0824 |
1.0824 |
1.0824 |
1.0813 |
| S1 |
1.0796 |
1.0796 |
1.0832 |
1.0775 |
| S2 |
1.0754 |
1.0754 |
1.0825 |
|
| S3 |
1.0684 |
1.0726 |
1.0819 |
|
| S4 |
1.0614 |
1.0656 |
1.0800 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0861 |
1.0782 |
0.0080 |
0.7% |
0.0038 |
0.4% |
54% |
True |
False |
758 |
| 10 |
1.0958 |
1.0782 |
0.0176 |
1.6% |
0.0059 |
0.5% |
24% |
False |
False |
959 |
| 20 |
1.1034 |
1.0782 |
0.0252 |
2.3% |
0.0061 |
0.6% |
17% |
False |
False |
943 |
| 40 |
1.1209 |
1.0782 |
0.0428 |
3.9% |
0.0063 |
0.6% |
10% |
False |
False |
711 |
| 60 |
1.1209 |
1.0782 |
0.0428 |
3.9% |
0.0059 |
0.5% |
10% |
False |
False |
533 |
| 80 |
1.1209 |
1.0645 |
0.0564 |
5.2% |
0.0058 |
0.5% |
32% |
False |
False |
428 |
| 100 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0054 |
0.5% |
39% |
False |
False |
365 |
| 120 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0051 |
0.5% |
39% |
False |
False |
319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1069 |
|
2.618 |
1.0989 |
|
1.618 |
1.0940 |
|
1.000 |
1.0910 |
|
0.618 |
1.0891 |
|
HIGH |
1.0861 |
|
0.618 |
1.0842 |
|
0.500 |
1.0837 |
|
0.382 |
1.0831 |
|
LOW |
1.0812 |
|
0.618 |
1.0782 |
|
1.000 |
1.0763 |
|
1.618 |
1.0733 |
|
2.618 |
1.0684 |
|
4.250 |
1.0604 |
|
|
| Fisher Pivots for day following 12-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0837 |
1.0831 |
| PP |
1.0833 |
1.0829 |
| S1 |
1.0829 |
1.0827 |
|