CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 15-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2024 |
15-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0754 |
1.0667 |
-0.0088 |
-0.8% |
1.0869 |
| High |
1.0758 |
1.0693 |
-0.0065 |
-0.6% |
1.0916 |
| Low |
1.0651 |
1.0648 |
-0.0003 |
0.0% |
1.0651 |
| Close |
1.0668 |
1.0653 |
-0.0015 |
-0.1% |
1.0668 |
| Range |
0.0107 |
0.0045 |
-0.0062 |
-57.9% |
0.0265 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
282,189 |
254,140 |
-28,049 |
-9.9% |
1,128,369 |
|
| Daily Pivots for day following 15-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0800 |
1.0771 |
1.0677 |
|
| R3 |
1.0755 |
1.0726 |
1.0665 |
|
| R2 |
1.0710 |
1.0710 |
1.0661 |
|
| R1 |
1.0681 |
1.0681 |
1.0657 |
1.0673 |
| PP |
1.0665 |
1.0665 |
1.0665 |
1.0660 |
| S1 |
1.0636 |
1.0636 |
1.0648 |
1.0628 |
| S2 |
1.0620 |
1.0620 |
1.0644 |
|
| S3 |
1.0575 |
1.0591 |
1.0640 |
|
| S4 |
1.0530 |
1.0546 |
1.0628 |
|
|
| 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 |
1.0648 |
0.0268 |
2.5% |
0.0077 |
0.7% |
2% |
False |
True |
246,704 |
| 10 |
1.0916 |
1.0648 |
0.0268 |
2.5% |
0.0066 |
0.6% |
2% |
False |
True |
223,424 |
| 20 |
1.0982 |
1.0648 |
0.0334 |
3.1% |
0.0060 |
0.6% |
1% |
False |
True |
211,317 |
| 40 |
1.1026 |
1.0648 |
0.0378 |
3.5% |
0.0055 |
0.5% |
1% |
False |
True |
137,737 |
| 60 |
1.1026 |
1.0648 |
0.0378 |
3.5% |
0.0057 |
0.5% |
1% |
False |
True |
92,117 |
| 80 |
1.1209 |
1.0648 |
0.0561 |
5.3% |
0.0059 |
0.5% |
1% |
False |
True |
69,251 |
| 100 |
1.1209 |
1.0648 |
0.0561 |
5.3% |
0.0058 |
0.5% |
1% |
False |
True |
55,444 |
| 120 |
1.1209 |
1.0645 |
0.0564 |
5.3% |
0.0058 |
0.5% |
1% |
False |
False |
46,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0884 |
|
2.618 |
1.0811 |
|
1.618 |
1.0766 |
|
1.000 |
1.0738 |
|
0.618 |
1.0721 |
|
HIGH |
1.0693 |
|
0.618 |
1.0676 |
|
0.500 |
1.0671 |
|
0.382 |
1.0665 |
|
LOW |
1.0648 |
|
0.618 |
1.0620 |
|
1.000 |
1.0603 |
|
1.618 |
1.0575 |
|
2.618 |
1.0530 |
|
4.250 |
1.0457 |
|
|
| Fisher Pivots for day following 15-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0671 |
1.0717 |
| PP |
1.0665 |
1.0695 |
| S1 |
1.0659 |
1.0674 |
|