CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 19-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2024 |
19-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0966 |
1.0998 |
0.0032 |
0.3% |
1.1045 |
| High |
1.0966 |
1.0998 |
0.0032 |
0.3% |
1.1058 |
| Low |
1.0966 |
1.0998 |
0.0032 |
0.3% |
1.0962 |
| Close |
1.0966 |
1.0998 |
0.0032 |
0.3% |
1.0998 |
| Range |
|
|
|
|
|
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
55 |
51 |
-4 |
-7.3% |
294 |
|
| Daily Pivots for day following 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0998 |
1.0998 |
1.0998 |
|
| R3 |
1.0998 |
1.0998 |
1.0998 |
|
| R2 |
1.0998 |
1.0998 |
1.0998 |
|
| R1 |
1.0998 |
1.0998 |
1.0998 |
1.0998 |
| PP |
1.0998 |
1.0998 |
1.0998 |
1.0998 |
| S1 |
1.0998 |
1.0998 |
1.0998 |
1.0998 |
| S2 |
1.0998 |
1.0998 |
1.0998 |
|
| S3 |
1.0998 |
1.0998 |
1.0998 |
|
| S4 |
1.0998 |
1.0998 |
1.0998 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1294 |
1.1242 |
1.1050 |
|
| R3 |
1.1198 |
1.1146 |
1.1024 |
|
| R2 |
1.1102 |
1.1102 |
1.1015 |
|
| R1 |
1.1050 |
1.1050 |
1.1006 |
1.1028 |
| PP |
1.1006 |
1.1006 |
1.1006 |
1.0995 |
| S1 |
1.0954 |
1.0954 |
1.0989 |
1.0932 |
| S2 |
1.0910 |
1.0910 |
1.0980 |
|
| S3 |
1.0814 |
1.0858 |
1.0971 |
|
| S4 |
1.0718 |
1.0762 |
1.0945 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1094 |
1.0962 |
0.0132 |
1.2% |
0.0031 |
0.3% |
27% |
False |
False |
77 |
| 10 |
1.1094 |
1.0962 |
0.0132 |
1.2% |
0.0040 |
0.4% |
27% |
False |
False |
55 |
| 20 |
1.1252 |
1.0962 |
0.0290 |
2.6% |
0.0038 |
0.3% |
12% |
False |
False |
75 |
| 40 |
1.1252 |
1.0889 |
0.0364 |
3.3% |
0.0035 |
0.3% |
30% |
False |
False |
85 |
| 60 |
1.1252 |
1.0697 |
0.0555 |
5.0% |
0.0035 |
0.3% |
54% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0998 |
|
2.618 |
1.0998 |
|
1.618 |
1.0998 |
|
1.000 |
1.0998 |
|
0.618 |
1.0998 |
|
HIGH |
1.0998 |
|
0.618 |
1.0998 |
|
0.500 |
1.0998 |
|
0.382 |
1.0998 |
|
LOW |
1.0998 |
|
0.618 |
1.0998 |
|
1.000 |
1.0998 |
|
1.618 |
1.0998 |
|
2.618 |
1.0998 |
|
4.250 |
1.0998 |
|
|
| Fisher Pivots for day following 19-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0998 |
1.0992 |
| PP |
1.0998 |
1.0986 |
| S1 |
1.0998 |
1.0980 |
|