CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 15-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2024 |
15-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0802 |
1.0711 |
-0.0091 |
-0.8% |
1.0911 |
| High |
1.0802 |
1.0736 |
-0.0066 |
-0.6% |
1.0959 |
| Low |
1.0696 |
1.0698 |
0.0002 |
0.0% |
1.0696 |
| Close |
1.0712 |
1.0698 |
-0.0015 |
-0.1% |
1.0712 |
| Range |
0.0106 |
0.0038 |
-0.0068 |
-64.0% |
0.0263 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
2,113 |
610 |
-1,503 |
-71.1% |
7,270 |
|
| Daily Pivots for day following 15-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0824 |
1.0799 |
1.0718 |
|
| R3 |
1.0786 |
1.0761 |
1.0708 |
|
| R2 |
1.0748 |
1.0748 |
1.0704 |
|
| R1 |
1.0723 |
1.0723 |
1.0701 |
1.0717 |
| PP |
1.0710 |
1.0710 |
1.0710 |
1.0707 |
| S1 |
1.0685 |
1.0685 |
1.0694 |
1.0679 |
| S2 |
1.0672 |
1.0672 |
1.0691 |
|
| S3 |
1.0634 |
1.0647 |
1.0687 |
|
| S4 |
1.0596 |
1.0609 |
1.0677 |
|
|
| Weekly Pivots for week ending 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1576 |
1.1407 |
1.0856 |
|
| R3 |
1.1314 |
1.1144 |
1.0784 |
|
| R2 |
1.1051 |
1.1051 |
1.0760 |
|
| R1 |
1.0882 |
1.0882 |
1.0736 |
1.0835 |
| PP |
1.0789 |
1.0789 |
1.0789 |
1.0766 |
| S1 |
1.0619 |
1.0619 |
1.0688 |
1.0573 |
| S2 |
1.0526 |
1.0526 |
1.0664 |
|
| S3 |
1.0264 |
1.0357 |
1.0640 |
|
| S4 |
1.0001 |
1.0094 |
1.0568 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0959 |
1.0696 |
0.0263 |
2.5% |
0.0073 |
0.7% |
1% |
False |
False |
1,459 |
| 10 |
1.0959 |
1.0696 |
0.0263 |
2.5% |
0.0062 |
0.6% |
1% |
False |
False |
1,063 |
| 20 |
1.1023 |
1.0696 |
0.0327 |
3.1% |
0.0056 |
0.5% |
0% |
False |
False |
707 |
| 40 |
1.1060 |
1.0696 |
0.0364 |
3.4% |
0.0043 |
0.4% |
0% |
False |
False |
412 |
| 60 |
1.1060 |
1.0696 |
0.0364 |
3.4% |
0.0041 |
0.4% |
0% |
False |
False |
295 |
| 80 |
1.1252 |
1.0696 |
0.0556 |
5.2% |
0.0040 |
0.4% |
0% |
False |
False |
239 |
| 100 |
1.1252 |
1.0696 |
0.0556 |
5.2% |
0.0039 |
0.4% |
0% |
False |
False |
211 |
| 120 |
1.1252 |
1.0696 |
0.0556 |
5.2% |
0.0038 |
0.4% |
0% |
False |
False |
182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0897 |
|
2.618 |
1.0835 |
|
1.618 |
1.0797 |
|
1.000 |
1.0774 |
|
0.618 |
1.0759 |
|
HIGH |
1.0736 |
|
0.618 |
1.0721 |
|
0.500 |
1.0717 |
|
0.382 |
1.0712 |
|
LOW |
1.0698 |
|
0.618 |
1.0674 |
|
1.000 |
1.0660 |
|
1.618 |
1.0636 |
|
2.618 |
1.0598 |
|
4.250 |
1.0536 |
|
|
| Fisher Pivots for day following 15-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0717 |
1.0761 |
| PP |
1.0710 |
1.0740 |
| S1 |
1.0704 |
1.0719 |
|