CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 12-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2024 |
12-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0768 |
1.0743 |
-0.0025 |
-0.2% |
1.0858 |
| High |
1.0777 |
1.0856 |
0.0079 |
0.7% |
1.0923 |
| Low |
1.0723 |
1.0738 |
0.0015 |
0.1% |
1.0804 |
| Close |
1.0747 |
1.0817 |
0.0071 |
0.7% |
1.0810 |
| Range |
0.0054 |
0.0118 |
0.0064 |
118.5% |
0.0120 |
| ATR |
0.0059 |
0.0063 |
0.0004 |
7.2% |
0.0000 |
| Volume |
417,297 |
569,877 |
152,580 |
36.6% |
1,226,376 |
|
| Daily Pivots for day following 12-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1157 |
1.1105 |
1.0882 |
|
| R3 |
1.1039 |
1.0987 |
1.0849 |
|
| R2 |
1.0921 |
1.0921 |
1.0839 |
|
| R1 |
1.0869 |
1.0869 |
1.0828 |
1.0895 |
| PP |
1.0803 |
1.0803 |
1.0803 |
1.0816 |
| S1 |
1.0751 |
1.0751 |
1.0806 |
1.0777 |
| S2 |
1.0685 |
1.0685 |
1.0795 |
|
| S3 |
1.0567 |
1.0633 |
1.0785 |
|
| S4 |
1.0449 |
1.0515 |
1.0752 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1204 |
1.1127 |
1.0876 |
|
| R3 |
1.1085 |
1.1007 |
1.0843 |
|
| R2 |
1.0965 |
1.0965 |
1.0832 |
|
| R1 |
1.0888 |
1.0888 |
1.0821 |
1.0867 |
| PP |
1.0846 |
1.0846 |
1.0846 |
1.0835 |
| S1 |
1.0768 |
1.0768 |
1.0799 |
1.0747 |
| S2 |
1.0726 |
1.0726 |
1.0788 |
|
| S3 |
1.0607 |
1.0649 |
1.0777 |
|
| S4 |
1.0487 |
1.0529 |
1.0744 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0919 |
1.0723 |
0.0196 |
1.8% |
0.0076 |
0.7% |
48% |
False |
False |
363,710 |
| 10 |
1.0923 |
1.0723 |
0.0200 |
1.8% |
0.0068 |
0.6% |
47% |
False |
False |
303,752 |
| 20 |
1.0923 |
1.0723 |
0.0200 |
1.8% |
0.0058 |
0.5% |
47% |
False |
False |
246,725 |
| 40 |
1.0923 |
1.0633 |
0.0290 |
2.7% |
0.0057 |
0.5% |
63% |
False |
False |
213,862 |
| 60 |
1.0982 |
1.0629 |
0.0353 |
3.3% |
0.0059 |
0.5% |
53% |
False |
False |
214,828 |
| 80 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0056 |
0.5% |
47% |
False |
False |
179,029 |
| 100 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0057 |
0.5% |
47% |
False |
False |
143,401 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0058 |
0.5% |
32% |
False |
False |
119,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1357 |
|
2.618 |
1.1164 |
|
1.618 |
1.1046 |
|
1.000 |
1.0974 |
|
0.618 |
1.0928 |
|
HIGH |
1.0856 |
|
0.618 |
1.0810 |
|
0.500 |
1.0797 |
|
0.382 |
1.0783 |
|
LOW |
1.0738 |
|
0.618 |
1.0665 |
|
1.000 |
1.0620 |
|
1.618 |
1.0547 |
|
2.618 |
1.0429 |
|
4.250 |
1.0236 |
|
|
| Fisher Pivots for day following 12-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0810 |
1.0808 |
| PP |
1.0803 |
1.0799 |
| S1 |
1.0797 |
1.0789 |
|