CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 12-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2024 |
12-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0771 |
1.0754 |
-0.0017 |
-0.2% |
1.0869 |
| High |
1.0785 |
1.0758 |
-0.0027 |
-0.3% |
1.0916 |
| Low |
1.0728 |
1.0651 |
-0.0077 |
-0.7% |
1.0651 |
| Close |
1.0755 |
1.0668 |
-0.0087 |
-0.8% |
1.0668 |
| Range |
0.0057 |
0.0107 |
0.0050 |
87.7% |
0.0265 |
| ATR |
0.0059 |
0.0062 |
0.0003 |
5.9% |
0.0000 |
| Volume |
260,590 |
282,189 |
21,599 |
8.3% |
1,128,369 |
|
| Daily Pivots for day following 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1013 |
1.0947 |
1.0726 |
|
| R3 |
1.0906 |
1.0840 |
1.0697 |
|
| R2 |
1.0799 |
1.0799 |
1.0687 |
|
| R1 |
1.0733 |
1.0733 |
1.0677 |
1.0713 |
| PP |
1.0692 |
1.0692 |
1.0692 |
1.0682 |
| S1 |
1.0626 |
1.0626 |
1.0658 |
1.0606 |
| S2 |
1.0585 |
1.0585 |
1.0648 |
|
| S3 |
1.0478 |
1.0519 |
1.0638 |
|
| S4 |
1.0371 |
1.0412 |
1.0609 |
|
|
| Weekly Pivots for week ending 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1540 |
1.1369 |
1.0813 |
|
| R3 |
1.1275 |
1.1104 |
1.0740 |
|
| R2 |
1.1010 |
1.1010 |
1.0716 |
|
| R1 |
1.0839 |
1.0839 |
1.0692 |
1.0792 |
| PP |
1.0745 |
1.0745 |
1.0745 |
1.0721 |
| S1 |
1.0574 |
1.0574 |
1.0643 |
1.0527 |
| S2 |
1.0480 |
1.0480 |
1.0619 |
|
| S3 |
1.0215 |
1.0309 |
1.0595 |
|
| S4 |
0.9950 |
1.0044 |
1.0522 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0916 |
1.0651 |
0.0265 |
2.5% |
0.0076 |
0.7% |
6% |
False |
True |
225,673 |
| 10 |
1.0916 |
1.0651 |
0.0265 |
2.5% |
0.0068 |
0.6% |
6% |
False |
True |
213,198 |
| 20 |
1.0982 |
1.0651 |
0.0331 |
3.1% |
0.0060 |
0.6% |
5% |
False |
True |
208,982 |
| 40 |
1.1026 |
1.0651 |
0.0375 |
3.5% |
0.0055 |
0.5% |
4% |
False |
True |
131,411 |
| 60 |
1.1026 |
1.0651 |
0.0375 |
3.5% |
0.0057 |
0.5% |
4% |
False |
True |
87,896 |
| 80 |
1.1209 |
1.0651 |
0.0558 |
5.2% |
0.0058 |
0.5% |
3% |
False |
True |
66,077 |
| 100 |
1.1209 |
1.0651 |
0.0558 |
5.2% |
0.0059 |
0.5% |
3% |
False |
True |
52,903 |
| 120 |
1.1209 |
1.0645 |
0.0564 |
5.3% |
0.0058 |
0.5% |
4% |
False |
False |
44,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1213 |
|
2.618 |
1.1038 |
|
1.618 |
1.0931 |
|
1.000 |
1.0865 |
|
0.618 |
1.0824 |
|
HIGH |
1.0758 |
|
0.618 |
1.0717 |
|
0.500 |
1.0705 |
|
0.382 |
1.0692 |
|
LOW |
1.0651 |
|
0.618 |
1.0585 |
|
1.000 |
1.0544 |
|
1.618 |
1.0478 |
|
2.618 |
1.0371 |
|
4.250 |
1.0196 |
|
|
| Fisher Pivots for day following 12-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0705 |
1.0774 |
| PP |
1.0692 |
1.0738 |
| S1 |
1.0680 |
1.0703 |
|