CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 14-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2024 |
14-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0814 |
1.0738 |
-0.0076 |
-0.7% |
1.0775 |
| High |
1.0818 |
1.0746 |
-0.0073 |
-0.7% |
1.0856 |
| Low |
1.0735 |
1.0668 |
-0.0067 |
-0.6% |
1.0668 |
| Close |
1.0741 |
1.0700 |
-0.0042 |
-0.4% |
1.0700 |
| Range |
0.0084 |
0.0078 |
-0.0006 |
-7.2% |
0.0188 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.5% |
0.0000 |
| Volume |
368,141 |
100,280 |
-267,861 |
-72.8% |
1,783,394 |
|
| Daily Pivots for day following 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0937 |
1.0896 |
1.0742 |
|
| R3 |
1.0859 |
1.0818 |
1.0721 |
|
| R2 |
1.0782 |
1.0782 |
1.0714 |
|
| R1 |
1.0741 |
1.0741 |
1.0707 |
1.0723 |
| PP |
1.0704 |
1.0704 |
1.0704 |
1.0695 |
| S1 |
1.0663 |
1.0663 |
1.0692 |
1.0645 |
| S2 |
1.0627 |
1.0627 |
1.0685 |
|
| S3 |
1.0549 |
1.0586 |
1.0678 |
|
| S4 |
1.0472 |
1.0508 |
1.0657 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1304 |
1.1189 |
1.0803 |
|
| R3 |
1.1116 |
1.1002 |
1.0751 |
|
| R2 |
1.0929 |
1.0929 |
1.0734 |
|
| R1 |
1.0814 |
1.0814 |
1.0717 |
1.0778 |
| PP |
1.0741 |
1.0741 |
1.0741 |
1.0723 |
| S1 |
1.0627 |
1.0627 |
1.0682 |
1.0590 |
| S2 |
1.0554 |
1.0554 |
1.0665 |
|
| S3 |
1.0366 |
1.0439 |
1.0648 |
|
| S4 |
1.0179 |
1.0252 |
1.0596 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0856 |
1.0668 |
0.0188 |
1.8% |
0.0076 |
0.7% |
17% |
False |
True |
356,678 |
| 10 |
1.0923 |
1.0668 |
0.0255 |
2.4% |
0.0071 |
0.7% |
12% |
False |
True |
300,977 |
| 20 |
1.0923 |
1.0668 |
0.0255 |
2.4% |
0.0061 |
0.6% |
12% |
False |
True |
248,956 |
| 40 |
1.0923 |
1.0636 |
0.0288 |
2.7% |
0.0058 |
0.5% |
22% |
False |
False |
216,646 |
| 60 |
1.0982 |
1.0629 |
0.0353 |
3.3% |
0.0059 |
0.6% |
20% |
False |
False |
215,628 |
| 80 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0057 |
0.5% |
18% |
False |
False |
184,860 |
| 100 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0058 |
0.5% |
18% |
False |
False |
148,076 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0058 |
0.5% |
12% |
False |
False |
123,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1075 |
|
2.618 |
1.0948 |
|
1.618 |
1.0871 |
|
1.000 |
1.0823 |
|
0.618 |
1.0793 |
|
HIGH |
1.0746 |
|
0.618 |
1.0716 |
|
0.500 |
1.0707 |
|
0.382 |
1.0698 |
|
LOW |
1.0668 |
|
0.618 |
1.0620 |
|
1.000 |
1.0591 |
|
1.618 |
1.0543 |
|
2.618 |
1.0465 |
|
4.250 |
1.0339 |
|
|
| Fisher Pivots for day following 14-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0707 |
1.0762 |
| PP |
1.0704 |
1.0741 |
| S1 |
1.0702 |
1.0720 |
|