CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 18-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2024 |
18-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0645 |
1.0700 |
0.0055 |
0.5% |
1.0869 |
| High |
1.0706 |
1.0716 |
0.0010 |
0.1% |
1.0916 |
| Low |
1.0633 |
1.0667 |
0.0034 |
0.3% |
1.0651 |
| Close |
1.0697 |
1.0671 |
-0.0027 |
-0.2% |
1.0668 |
| Range |
0.0073 |
0.0049 |
-0.0025 |
-33.6% |
0.0265 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
200,574 |
156,472 |
-44,102 |
-22.0% |
1,128,369 |
|
| Daily Pivots for day following 18-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0830 |
1.0799 |
1.0697 |
|
| R3 |
1.0781 |
1.0750 |
1.0684 |
|
| R2 |
1.0733 |
1.0733 |
1.0679 |
|
| R1 |
1.0702 |
1.0702 |
1.0675 |
1.0693 |
| PP |
1.0684 |
1.0684 |
1.0684 |
1.0680 |
| S1 |
1.0653 |
1.0653 |
1.0666 |
1.0645 |
| S2 |
1.0636 |
1.0636 |
1.0662 |
|
| S3 |
1.0587 |
1.0605 |
1.0657 |
|
| S4 |
1.0539 |
1.0556 |
1.0644 |
|
|
| 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 |
1.0758 |
1.0629 |
0.0130 |
1.2% |
0.0065 |
0.6% |
32% |
False |
False |
230,529 |
| 10 |
1.0916 |
1.0629 |
0.0288 |
2.7% |
0.0066 |
0.6% |
15% |
False |
False |
220,990 |
| 20 |
1.0982 |
1.0629 |
0.0353 |
3.3% |
0.0061 |
0.6% |
12% |
False |
False |
213,592 |
| 40 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0056 |
0.5% |
11% |
False |
False |
153,073 |
| 60 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0057 |
0.5% |
11% |
False |
False |
102,362 |
| 80 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0059 |
0.5% |
7% |
False |
False |
76,939 |
| 100 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0059 |
0.6% |
7% |
False |
False |
61,605 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0058 |
0.5% |
7% |
False |
False |
51,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0922 |
|
2.618 |
1.0842 |
|
1.618 |
1.0794 |
|
1.000 |
1.0764 |
|
0.618 |
1.0745 |
|
HIGH |
1.0716 |
|
0.618 |
1.0697 |
|
0.500 |
1.0691 |
|
0.382 |
1.0686 |
|
LOW |
1.0667 |
|
0.618 |
1.0637 |
|
1.000 |
1.0619 |
|
1.618 |
1.0589 |
|
2.618 |
1.0540 |
|
4.250 |
1.0461 |
|
|
| Fisher Pivots for day following 18-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0691 |
1.0672 |
| PP |
1.0684 |
1.0672 |
| S1 |
1.0677 |
1.0671 |
|