CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 23-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2024 |
23-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0678 |
1.0678 |
0.0000 |
0.0% |
1.0667 |
| High |
1.0695 |
1.0736 |
0.0041 |
0.4% |
1.0716 |
| Low |
1.0649 |
1.0663 |
0.0014 |
0.1% |
1.0629 |
| Close |
1.0684 |
1.0728 |
0.0045 |
0.4% |
1.0676 |
| Range |
0.0047 |
0.0074 |
0.0027 |
58.1% |
0.0087 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.6% |
0.0000 |
| Volume |
133,525 |
222,013 |
88,488 |
66.3% |
1,079,671 |
|
| Daily Pivots for day following 23-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0929 |
1.0902 |
1.0768 |
|
| R3 |
1.0856 |
1.0829 |
1.0748 |
|
| R2 |
1.0782 |
1.0782 |
1.0741 |
|
| R1 |
1.0755 |
1.0755 |
1.0735 |
1.0769 |
| PP |
1.0709 |
1.0709 |
1.0709 |
1.0716 |
| S1 |
1.0682 |
1.0682 |
1.0721 |
1.0695 |
| S2 |
1.0635 |
1.0635 |
1.0715 |
|
| S3 |
1.0562 |
1.0608 |
1.0708 |
|
| S4 |
1.0488 |
1.0535 |
1.0688 |
|
|
| Weekly Pivots for week ending 19-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0934 |
1.0892 |
1.0723 |
|
| R3 |
1.0847 |
1.0805 |
1.0699 |
|
| R2 |
1.0760 |
1.0760 |
1.0691 |
|
| R1 |
1.0718 |
1.0718 |
1.0683 |
1.0739 |
| PP |
1.0673 |
1.0673 |
1.0673 |
1.0684 |
| S1 |
1.0631 |
1.0631 |
1.0668 |
1.0652 |
| S2 |
1.0586 |
1.0586 |
1.0660 |
|
| S3 |
1.0499 |
1.0544 |
1.0652 |
|
| S4 |
1.0412 |
1.0457 |
1.0628 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0736 |
1.0633 |
0.0103 |
1.0% |
0.0062 |
0.6% |
92% |
True |
False |
184,359 |
| 10 |
1.0897 |
1.0629 |
0.0268 |
2.5% |
0.0071 |
0.7% |
37% |
False |
False |
227,220 |
| 20 |
1.0916 |
1.0629 |
0.0288 |
2.7% |
0.0060 |
0.6% |
35% |
False |
False |
206,997 |
| 40 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0056 |
0.5% |
25% |
False |
False |
166,913 |
| 60 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0057 |
0.5% |
25% |
False |
False |
111,733 |
| 80 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0059 |
0.5% |
17% |
False |
False |
83,990 |
| 100 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0059 |
0.6% |
17% |
False |
False |
67,250 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0058 |
0.5% |
17% |
False |
False |
56,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1048 |
|
2.618 |
1.0928 |
|
1.618 |
1.0855 |
|
1.000 |
1.0810 |
|
0.618 |
1.0781 |
|
HIGH |
1.0736 |
|
0.618 |
1.0708 |
|
0.500 |
1.0699 |
|
0.382 |
1.0691 |
|
LOW |
1.0663 |
|
0.618 |
1.0617 |
|
1.000 |
1.0589 |
|
1.618 |
1.0544 |
|
2.618 |
1.0470 |
|
4.250 |
1.0350 |
|
|
| Fisher Pivots for day following 23-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0718 |
1.0714 |
| PP |
1.0709 |
1.0700 |
| S1 |
1.0699 |
1.0686 |
|