CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 10-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2024 |
10-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0892 |
1.0886 |
-0.0006 |
-0.1% |
1.0812 |
| High |
1.0916 |
1.0897 |
-0.0020 |
-0.2% |
1.0909 |
| Low |
1.0878 |
1.0759 |
-0.0120 |
-1.1% |
1.0758 |
| Close |
1.0884 |
1.0766 |
-0.0118 |
-1.1% |
1.0866 |
| Range |
0.0038 |
0.0138 |
0.0100 |
263.2% |
0.0151 |
| ATR |
0.0053 |
0.0059 |
0.0006 |
11.6% |
0.0000 |
| Volume |
142,390 |
294,214 |
151,824 |
106.6% |
1,003,620 |
|
| Daily Pivots for day following 10-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1221 |
1.1132 |
1.0842 |
|
| R3 |
1.1083 |
1.0994 |
1.0804 |
|
| R2 |
1.0945 |
1.0945 |
1.0791 |
|
| R1 |
1.0856 |
1.0856 |
1.0779 |
1.0831 |
| PP |
1.0807 |
1.0807 |
1.0807 |
1.0795 |
| S1 |
1.0718 |
1.0718 |
1.0753 |
1.0693 |
| S2 |
1.0669 |
1.0669 |
1.0741 |
|
| S3 |
1.0531 |
1.0580 |
1.0728 |
|
| S4 |
1.0393 |
1.0442 |
1.0690 |
|
|
| 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 |
1.0916 |
1.0759 |
0.0158 |
1.5% |
0.0064 |
0.6% |
5% |
False |
True |
199,513 |
| 10 |
1.0916 |
1.0758 |
0.0158 |
1.5% |
0.0060 |
0.6% |
5% |
False |
False |
199,039 |
| 20 |
1.1007 |
1.0758 |
0.0249 |
2.3% |
0.0057 |
0.5% |
3% |
False |
False |
215,386 |
| 40 |
1.1026 |
1.0753 |
0.0273 |
2.5% |
0.0055 |
0.5% |
5% |
False |
False |
117,893 |
| 60 |
1.1034 |
1.0753 |
0.0281 |
2.6% |
0.0057 |
0.5% |
5% |
False |
False |
78,909 |
| 80 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0059 |
0.5% |
3% |
False |
False |
59,302 |
| 100 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0058 |
0.5% |
3% |
False |
False |
47,477 |
| 120 |
1.1209 |
1.0645 |
0.0564 |
5.2% |
0.0057 |
0.5% |
21% |
False |
False |
39,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1483 |
|
2.618 |
1.1258 |
|
1.618 |
1.1120 |
|
1.000 |
1.1035 |
|
0.618 |
1.0982 |
|
HIGH |
1.0897 |
|
0.618 |
1.0844 |
|
0.500 |
1.0828 |
|
0.382 |
1.0811 |
|
LOW |
1.0759 |
|
0.618 |
1.0673 |
|
1.000 |
1.0621 |
|
1.618 |
1.0535 |
|
2.618 |
1.0397 |
|
4.250 |
1.0172 |
|
|
| Fisher Pivots for day following 10-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0828 |
1.0837 |
| PP |
1.0807 |
1.0814 |
| S1 |
1.0787 |
1.0790 |
|