CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 29-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2024 |
29-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0963 |
1.0946 |
-0.0017 |
-0.2% |
1.0989 |
| High |
1.0978 |
1.0946 |
-0.0032 |
-0.3% |
1.1006 |
| Low |
1.0918 |
1.0910 |
-0.0008 |
-0.1% |
1.0918 |
| Close |
1.0963 |
1.0924 |
-0.0039 |
-0.4% |
1.0963 |
| Range |
0.0061 |
0.0036 |
-0.0025 |
-40.5% |
0.0088 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
0.5% |
0.0000 |
| Volume |
0 |
136 |
136 |
|
264 |
|
| Daily Pivots for day following 29-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1035 |
1.1015 |
1.0944 |
|
| R3 |
1.0999 |
1.0979 |
1.0934 |
|
| R2 |
1.0963 |
1.0963 |
1.0931 |
|
| R1 |
1.0943 |
1.0943 |
1.0927 |
1.0935 |
| PP |
1.0927 |
1.0927 |
1.0927 |
1.0923 |
| S1 |
1.0907 |
1.0907 |
1.0921 |
1.0899 |
| S2 |
1.0891 |
1.0891 |
1.0917 |
|
| S3 |
1.0855 |
1.0871 |
1.0914 |
|
| S4 |
1.0819 |
1.0835 |
1.0904 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1226 |
1.1182 |
1.1011 |
|
| R3 |
1.1138 |
1.1094 |
1.0987 |
|
| R2 |
1.1050 |
1.1050 |
1.0979 |
|
| R1 |
1.1006 |
1.1006 |
1.0971 |
1.0984 |
| PP |
1.0962 |
1.0962 |
1.0962 |
1.0951 |
| S1 |
1.0918 |
1.0918 |
1.0954 |
1.0896 |
| S2 |
1.0874 |
1.0874 |
1.0946 |
|
| S3 |
1.0786 |
1.0830 |
1.0938 |
|
| S4 |
1.0698 |
1.0742 |
1.0914 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1006 |
1.0910 |
0.0096 |
0.9% |
0.0040 |
0.4% |
15% |
False |
True |
74 |
| 10 |
1.1058 |
1.0910 |
0.0148 |
1.4% |
0.0031 |
0.3% |
9% |
False |
True |
69 |
| 20 |
1.1205 |
1.0910 |
0.0295 |
2.7% |
0.0040 |
0.4% |
5% |
False |
True |
85 |
| 40 |
1.1252 |
1.0889 |
0.0364 |
3.3% |
0.0038 |
0.3% |
10% |
False |
False |
77 |
| 60 |
1.1252 |
1.0704 |
0.0548 |
5.0% |
0.0035 |
0.3% |
40% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1099 |
|
2.618 |
1.1040 |
|
1.618 |
1.1004 |
|
1.000 |
1.0982 |
|
0.618 |
1.0968 |
|
HIGH |
1.0946 |
|
0.618 |
1.0932 |
|
0.500 |
1.0928 |
|
0.382 |
1.0924 |
|
LOW |
1.0910 |
|
0.618 |
1.0888 |
|
1.000 |
1.0874 |
|
1.618 |
1.0852 |
|
2.618 |
1.0816 |
|
4.250 |
1.0757 |
|
|
| Fisher Pivots for day following 29-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0928 |
1.0944 |
| PP |
1.0927 |
1.0937 |
| S1 |
1.0925 |
1.0931 |
|