CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 17-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2024 |
17-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0738 |
1.0704 |
-0.0034 |
-0.3% |
1.0775 |
| High |
1.0746 |
1.0720 |
-0.0026 |
-0.2% |
1.0856 |
| Low |
1.0668 |
1.0687 |
0.0019 |
0.2% |
1.0668 |
| Close |
1.0700 |
1.0715 |
0.0015 |
0.1% |
1.0700 |
| Range |
0.0078 |
0.0034 |
-0.0044 |
-56.8% |
0.0188 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
100,280 |
15,995 |
-84,285 |
-84.0% |
1,783,394 |
|
| Daily Pivots for day following 17-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0808 |
1.0795 |
1.0733 |
|
| R3 |
1.0774 |
1.0761 |
1.0724 |
|
| R2 |
1.0741 |
1.0741 |
1.0721 |
|
| R1 |
1.0728 |
1.0728 |
1.0718 |
1.0734 |
| PP |
1.0707 |
1.0707 |
1.0707 |
1.0710 |
| S1 |
1.0694 |
1.0694 |
1.0711 |
1.0701 |
| S2 |
1.0674 |
1.0674 |
1.0708 |
|
| S3 |
1.0640 |
1.0661 |
1.0705 |
|
| S4 |
1.0607 |
1.0627 |
1.0696 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1304 |
1.1189 |
1.0803 |
|
| R3 |
1.1116 |
1.1002 |
1.0751 |
|
| R2 |
1.0929 |
1.0929 |
1.0734 |
|
| R1 |
1.0814 |
1.0814 |
1.0717 |
1.0778 |
| PP |
1.0741 |
1.0741 |
1.0741 |
1.0723 |
| S1 |
1.0627 |
1.0627 |
1.0682 |
1.0590 |
| S2 |
1.0554 |
1.0554 |
1.0665 |
|
| S3 |
1.0366 |
1.0439 |
1.0648 |
|
| S4 |
1.0179 |
1.0252 |
1.0596 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0856 |
1.0668 |
0.0188 |
1.7% |
0.0073 |
0.7% |
25% |
False |
False |
294,318 |
| 10 |
1.0923 |
1.0668 |
0.0255 |
2.4% |
0.0067 |
0.6% |
18% |
False |
False |
278,073 |
| 20 |
1.0923 |
1.0668 |
0.0255 |
2.4% |
0.0060 |
0.6% |
18% |
False |
False |
241,609 |
| 40 |
1.0923 |
1.0649 |
0.0275 |
2.6% |
0.0057 |
0.5% |
24% |
False |
False |
211,815 |
| 60 |
1.0923 |
1.0629 |
0.0295 |
2.7% |
0.0058 |
0.5% |
29% |
False |
False |
211,059 |
| 80 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0056 |
0.5% |
22% |
False |
False |
185,028 |
| 100 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0057 |
0.5% |
22% |
False |
False |
148,226 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0058 |
0.5% |
15% |
False |
False |
123,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0862 |
|
2.618 |
1.0808 |
|
1.618 |
1.0774 |
|
1.000 |
1.0754 |
|
0.618 |
1.0741 |
|
HIGH |
1.0720 |
|
0.618 |
1.0707 |
|
0.500 |
1.0703 |
|
0.382 |
1.0699 |
|
LOW |
1.0687 |
|
0.618 |
1.0666 |
|
1.000 |
1.0653 |
|
1.618 |
1.0632 |
|
2.618 |
1.0599 |
|
4.250 |
1.0544 |
|
|
| Fisher Pivots for day following 17-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0711 |
1.0743 |
| PP |
1.0707 |
1.0734 |
| S1 |
1.0703 |
1.0724 |
|