CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 26-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2024 |
26-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0945 |
1.0908 |
-0.0037 |
-0.3% |
1.0960 |
| High |
1.0960 |
1.0948 |
-0.0012 |
-0.1% |
1.0995 |
| Low |
1.0885 |
1.0875 |
-0.0010 |
-0.1% |
1.0875 |
| Close |
1.0899 |
1.0920 |
0.0022 |
0.2% |
1.0920 |
| Range |
0.0075 |
0.0073 |
-0.0002 |
-2.0% |
0.0120 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.0% |
0.0000 |
| Volume |
684 |
906 |
222 |
32.5% |
3,450 |
|
| Daily Pivots for day following 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1133 |
1.1100 |
1.0960 |
|
| R3 |
1.1060 |
1.1027 |
1.0940 |
|
| R2 |
1.0987 |
1.0987 |
1.0933 |
|
| R1 |
1.0954 |
1.0954 |
1.0927 |
1.0971 |
| PP |
1.0914 |
1.0914 |
1.0914 |
1.0923 |
| S1 |
1.0881 |
1.0881 |
1.0913 |
1.0898 |
| S2 |
1.0841 |
1.0841 |
1.0907 |
|
| S3 |
1.0768 |
1.0808 |
1.0900 |
|
| S4 |
1.0695 |
1.0735 |
1.0880 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1288 |
1.1224 |
1.0986 |
|
| R3 |
1.1169 |
1.1104 |
1.0953 |
|
| R2 |
1.1049 |
1.1049 |
1.0942 |
|
| R1 |
1.0985 |
1.0985 |
1.0931 |
1.0957 |
| PP |
1.0930 |
1.0930 |
1.0930 |
1.0916 |
| S1 |
1.0865 |
1.0865 |
1.0909 |
1.0838 |
| S2 |
1.0810 |
1.0810 |
1.0898 |
|
| S3 |
1.0691 |
1.0746 |
1.0887 |
|
| S4 |
1.0571 |
1.0626 |
1.0854 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0995 |
1.0875 |
0.0120 |
1.1% |
0.0068 |
0.6% |
38% |
False |
True |
690 |
| 10 |
1.1055 |
1.0875 |
0.0180 |
1.6% |
0.0062 |
0.6% |
25% |
False |
True |
984 |
| 20 |
1.1209 |
1.0875 |
0.0334 |
3.1% |
0.0065 |
0.6% |
13% |
False |
True |
760 |
| 40 |
1.1209 |
1.0830 |
0.0380 |
3.5% |
0.0063 |
0.6% |
24% |
False |
False |
527 |
| 60 |
1.1209 |
1.0647 |
0.0563 |
5.2% |
0.0059 |
0.5% |
49% |
False |
False |
381 |
| 80 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0055 |
0.5% |
54% |
False |
False |
320 |
| 100 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0050 |
0.5% |
54% |
False |
False |
269 |
| 120 |
1.1211 |
1.0581 |
0.0630 |
5.8% |
0.0048 |
0.4% |
54% |
False |
False |
236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1258 |
|
2.618 |
1.1139 |
|
1.618 |
1.1066 |
|
1.000 |
1.1021 |
|
0.618 |
1.0993 |
|
HIGH |
1.0948 |
|
0.618 |
1.0920 |
|
0.500 |
1.0912 |
|
0.382 |
1.0903 |
|
LOW |
1.0875 |
|
0.618 |
1.0830 |
|
1.000 |
1.0802 |
|
1.618 |
1.0757 |
|
2.618 |
1.0684 |
|
4.250 |
1.0565 |
|
|
| Fisher Pivots for day following 26-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0917 |
1.0935 |
| PP |
1.0914 |
1.0930 |
| S1 |
1.0912 |
1.0925 |
|