CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 25-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2024 |
25-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0729 |
1.0724 |
-0.0005 |
0.0% |
1.0667 |
| High |
1.0738 |
1.0764 |
0.0026 |
0.2% |
1.0716 |
| Low |
1.0702 |
1.0701 |
-0.0001 |
0.0% |
1.0629 |
| Close |
1.0717 |
1.0751 |
0.0034 |
0.3% |
1.0676 |
| Range |
0.0036 |
0.0063 |
0.0027 |
75.0% |
0.0087 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.5% |
0.0000 |
| Volume |
145,709 |
222,968 |
77,259 |
53.0% |
1,079,671 |
|
| Daily Pivots for day following 25-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0928 |
1.0902 |
1.0785 |
|
| R3 |
1.0865 |
1.0839 |
1.0768 |
|
| R2 |
1.0802 |
1.0802 |
1.0762 |
|
| R1 |
1.0776 |
1.0776 |
1.0756 |
1.0789 |
| PP |
1.0739 |
1.0739 |
1.0739 |
1.0745 |
| S1 |
1.0713 |
1.0713 |
1.0745 |
1.0726 |
| S2 |
1.0676 |
1.0676 |
1.0739 |
|
| S3 |
1.0613 |
1.0650 |
1.0733 |
|
| S4 |
1.0550 |
1.0587 |
1.0716 |
|
|
| 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 |
1.0764 |
1.0636 |
0.0129 |
1.2% |
0.0057 |
0.5% |
89% |
True |
False |
186,685 |
| 10 |
1.0764 |
1.0629 |
0.0136 |
1.3% |
0.0061 |
0.6% |
90% |
True |
False |
208,607 |
| 20 |
1.0916 |
1.0629 |
0.0288 |
2.7% |
0.0062 |
0.6% |
42% |
False |
False |
208,931 |
| 40 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0057 |
0.5% |
31% |
False |
False |
176,054 |
| 60 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0057 |
0.5% |
31% |
False |
False |
117,856 |
| 80 |
1.1119 |
1.0629 |
0.0491 |
4.6% |
0.0059 |
0.5% |
25% |
False |
False |
88,589 |
| 100 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0059 |
0.5% |
21% |
False |
False |
70,935 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0058 |
0.5% |
21% |
False |
False |
59,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1032 |
|
2.618 |
1.0929 |
|
1.618 |
1.0866 |
|
1.000 |
1.0827 |
|
0.618 |
1.0803 |
|
HIGH |
1.0764 |
|
0.618 |
1.0740 |
|
0.500 |
1.0733 |
|
0.382 |
1.0725 |
|
LOW |
1.0701 |
|
0.618 |
1.0662 |
|
1.000 |
1.0638 |
|
1.618 |
1.0599 |
|
2.618 |
1.0536 |
|
4.250 |
1.0433 |
|
|
| Fisher Pivots for day following 25-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0745 |
1.0738 |
| PP |
1.0739 |
1.0726 |
| S1 |
1.0733 |
1.0713 |
|