CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 24-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2024 |
24-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0678 |
1.0729 |
0.0051 |
0.5% |
1.0667 |
| High |
1.0736 |
1.0738 |
0.0002 |
0.0% |
1.0716 |
| Low |
1.0663 |
1.0702 |
0.0040 |
0.4% |
1.0629 |
| Close |
1.0728 |
1.0717 |
-0.0011 |
-0.1% |
1.0676 |
| Range |
0.0074 |
0.0036 |
-0.0038 |
-51.0% |
0.0087 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
222,013 |
145,709 |
-76,304 |
-34.4% |
1,079,671 |
|
| Daily Pivots for day following 24-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0827 |
1.0808 |
1.0737 |
|
| R3 |
1.0791 |
1.0772 |
1.0727 |
|
| R2 |
1.0755 |
1.0755 |
1.0724 |
|
| R1 |
1.0736 |
1.0736 |
1.0720 |
1.0728 |
| PP |
1.0719 |
1.0719 |
1.0719 |
1.0715 |
| S1 |
1.0700 |
1.0700 |
1.0714 |
1.0692 |
| S2 |
1.0683 |
1.0683 |
1.0710 |
|
| S3 |
1.0647 |
1.0664 |
1.0707 |
|
| S4 |
1.0611 |
1.0628 |
1.0697 |
|
|
| 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 |
1.0738 |
1.0636 |
0.0103 |
1.0% |
0.0054 |
0.5% |
80% |
True |
False |
173,386 |
| 10 |
1.0785 |
1.0629 |
0.0157 |
1.5% |
0.0061 |
0.6% |
57% |
False |
False |
212,369 |
| 20 |
1.0916 |
1.0629 |
0.0288 |
2.7% |
0.0060 |
0.6% |
31% |
False |
False |
205,704 |
| 40 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0057 |
0.5% |
22% |
False |
False |
170,511 |
| 60 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0057 |
0.5% |
22% |
False |
False |
114,150 |
| 80 |
1.1161 |
1.0629 |
0.0533 |
5.0% |
0.0058 |
0.5% |
17% |
False |
False |
85,808 |
| 100 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0059 |
0.6% |
15% |
False |
False |
68,707 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0058 |
0.5% |
15% |
False |
False |
57,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0891 |
|
2.618 |
1.0832 |
|
1.618 |
1.0796 |
|
1.000 |
1.0774 |
|
0.618 |
1.0760 |
|
HIGH |
1.0738 |
|
0.618 |
1.0724 |
|
0.500 |
1.0720 |
|
0.382 |
1.0716 |
|
LOW |
1.0702 |
|
0.618 |
1.0680 |
|
1.000 |
1.0666 |
|
1.618 |
1.0644 |
|
2.618 |
1.0608 |
|
4.250 |
1.0549 |
|
|
| Fisher Pivots for day following 24-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0720 |
1.0709 |
| PP |
1.0719 |
1.0701 |
| S1 |
1.0718 |
1.0693 |
|