CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 05-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2024 |
05-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0868 |
1.0871 |
0.0004 |
0.0% |
1.0812 |
| High |
1.0909 |
1.0880 |
-0.0029 |
-0.3% |
1.0909 |
| Low |
1.0864 |
1.0823 |
-0.0041 |
-0.4% |
1.0758 |
| Close |
1.0882 |
1.0866 |
-0.0016 |
-0.1% |
1.0866 |
| Range |
0.0045 |
0.0057 |
0.0012 |
26.7% |
0.0151 |
| ATR |
0.0054 |
0.0055 |
0.0000 |
0.7% |
0.0000 |
| Volume |
200,896 |
211,079 |
10,183 |
5.1% |
1,003,620 |
|
| Daily Pivots for day following 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1027 |
1.1004 |
1.0897 |
|
| R3 |
1.0970 |
1.0947 |
1.0882 |
|
| R2 |
1.0913 |
1.0913 |
1.0876 |
|
| R1 |
1.0890 |
1.0890 |
1.0871 |
1.0873 |
| PP |
1.0856 |
1.0856 |
1.0856 |
1.0848 |
| S1 |
1.0833 |
1.0833 |
1.0861 |
1.0816 |
| S2 |
1.0799 |
1.0799 |
1.0856 |
|
| S3 |
1.0742 |
1.0776 |
1.0850 |
|
| S4 |
1.0685 |
1.0719 |
1.0835 |
|
|
| Weekly Pivots for week ending 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1296 |
1.1231 |
1.0949 |
|
| R3 |
1.1145 |
1.1081 |
1.0907 |
|
| R2 |
1.0995 |
1.0995 |
1.0894 |
|
| R1 |
1.0930 |
1.0930 |
1.0880 |
1.0963 |
| PP |
1.0844 |
1.0844 |
1.0844 |
1.0860 |
| S1 |
1.0780 |
1.0780 |
1.0852 |
1.0812 |
| S2 |
1.0694 |
1.0694 |
1.0838 |
|
| S3 |
1.0543 |
1.0629 |
1.0825 |
|
| S4 |
1.0393 |
1.0479 |
1.0783 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0909 |
1.0758 |
0.0151 |
1.4% |
0.0060 |
0.5% |
72% |
False |
False |
200,724 |
| 10 |
1.0909 |
1.0758 |
0.0151 |
1.4% |
0.0053 |
0.5% |
72% |
False |
False |
198,286 |
| 20 |
1.1026 |
1.0758 |
0.0268 |
2.5% |
0.0053 |
0.5% |
40% |
False |
False |
201,957 |
| 40 |
1.1026 |
1.0753 |
0.0273 |
2.5% |
0.0053 |
0.5% |
41% |
False |
False |
103,297 |
| 60 |
1.1080 |
1.0753 |
0.0327 |
3.0% |
0.0056 |
0.5% |
35% |
False |
False |
69,189 |
| 80 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0058 |
0.5% |
25% |
False |
False |
51,994 |
| 100 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0058 |
0.5% |
25% |
False |
False |
41,623 |
| 120 |
1.1209 |
1.0632 |
0.0578 |
5.3% |
0.0056 |
0.5% |
41% |
False |
False |
34,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1122 |
|
2.618 |
1.1029 |
|
1.618 |
1.0972 |
|
1.000 |
1.0937 |
|
0.618 |
1.0915 |
|
HIGH |
1.0880 |
|
0.618 |
1.0858 |
|
0.500 |
1.0851 |
|
0.382 |
1.0844 |
|
LOW |
1.0823 |
|
0.618 |
1.0787 |
|
1.000 |
1.0766 |
|
1.618 |
1.0730 |
|
2.618 |
1.0673 |
|
4.250 |
1.0580 |
|
|
| Fisher Pivots for day following 05-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0861 |
1.0862 |
| PP |
1.0856 |
1.0857 |
| S1 |
1.0851 |
1.0853 |
|