CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 08-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2024 |
08-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0815 |
1.0833 |
0.0018 |
0.2% |
1.0904 |
| High |
1.0841 |
1.0844 |
0.0004 |
0.0% |
1.0958 |
| Low |
1.0814 |
1.0800 |
-0.0014 |
-0.1% |
1.0841 |
| Close |
1.0830 |
1.0832 |
0.0002 |
0.0% |
1.0853 |
| Range |
0.0027 |
0.0044 |
0.0018 |
66.0% |
0.0117 |
| ATR |
0.0065 |
0.0064 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
488 |
641 |
153 |
31.4% |
5,332 |
|
| Daily Pivots for day following 08-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0957 |
1.0938 |
1.0856 |
|
| R3 |
1.0913 |
1.0894 |
1.0844 |
|
| R2 |
1.0869 |
1.0869 |
1.0840 |
|
| R1 |
1.0850 |
1.0850 |
1.0836 |
1.0838 |
| PP |
1.0825 |
1.0825 |
1.0825 |
1.0819 |
| S1 |
1.0806 |
1.0806 |
1.0827 |
1.0794 |
| S2 |
1.0781 |
1.0781 |
1.0823 |
|
| S3 |
1.0737 |
1.0762 |
1.0819 |
|
| S4 |
1.0693 |
1.0718 |
1.0807 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1233 |
1.1160 |
1.0917 |
|
| R3 |
1.1117 |
1.1043 |
1.0885 |
|
| R2 |
1.1000 |
1.1000 |
1.0874 |
|
| R1 |
1.0927 |
1.0927 |
1.0864 |
1.0905 |
| PP |
1.0884 |
1.0884 |
1.0884 |
1.0873 |
| S1 |
1.0810 |
1.0810 |
1.0842 |
1.0789 |
| S2 |
1.0767 |
1.0767 |
1.0832 |
|
| S3 |
1.0651 |
1.0694 |
1.0821 |
|
| S4 |
1.0534 |
1.0577 |
1.0789 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0958 |
1.0782 |
0.0176 |
1.6% |
0.0057 |
0.5% |
28% |
False |
False |
970 |
| 10 |
1.0958 |
1.0782 |
0.0176 |
1.6% |
0.0063 |
0.6% |
28% |
False |
False |
1,006 |
| 20 |
1.1080 |
1.0782 |
0.0299 |
2.8% |
0.0063 |
0.6% |
17% |
False |
False |
986 |
| 40 |
1.1209 |
1.0782 |
0.0428 |
3.9% |
0.0065 |
0.6% |
12% |
False |
False |
701 |
| 60 |
1.1209 |
1.0770 |
0.0439 |
4.1% |
0.0062 |
0.6% |
14% |
False |
False |
517 |
| 80 |
1.1209 |
1.0645 |
0.0564 |
5.2% |
0.0057 |
0.5% |
33% |
False |
False |
416 |
| 100 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0053 |
0.5% |
40% |
False |
False |
355 |
| 120 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0050 |
0.5% |
40% |
False |
False |
310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1031 |
|
2.618 |
1.0959 |
|
1.618 |
1.0915 |
|
1.000 |
1.0888 |
|
0.618 |
1.0871 |
|
HIGH |
1.0844 |
|
0.618 |
1.0827 |
|
0.500 |
1.0822 |
|
0.382 |
1.0817 |
|
LOW |
1.0800 |
|
0.618 |
1.0773 |
|
1.000 |
1.0756 |
|
1.618 |
1.0729 |
|
2.618 |
1.0685 |
|
4.250 |
1.0613 |
|
|
| Fisher Pivots for day following 08-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0828 |
1.0825 |
| PP |
1.0825 |
1.0819 |
| S1 |
1.0822 |
1.0813 |
|