CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 23-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2024 |
23-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0730 |
1.0723 |
-0.0007 |
-0.1% |
1.0711 |
| High |
1.0736 |
1.0779 |
0.0043 |
0.4% |
1.0760 |
| Low |
1.0695 |
1.0709 |
0.0014 |
0.1% |
1.0674 |
| Close |
1.0729 |
1.0773 |
0.0044 |
0.4% |
1.0721 |
| Range |
0.0041 |
0.0070 |
0.0029 |
70.7% |
0.0087 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
2.0% |
0.0000 |
| Volume |
683 |
671 |
-12 |
-1.8% |
3,841 |
|
| Daily Pivots for day following 23-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0963 |
1.0938 |
1.0811 |
|
| R3 |
1.0893 |
1.0868 |
1.0792 |
|
| R2 |
1.0823 |
1.0823 |
1.0785 |
|
| R1 |
1.0798 |
1.0798 |
1.0779 |
1.0811 |
| PP |
1.0753 |
1.0753 |
1.0753 |
1.0760 |
| S1 |
1.0728 |
1.0728 |
1.0766 |
1.0741 |
| S2 |
1.0683 |
1.0683 |
1.0760 |
|
| S3 |
1.0613 |
1.0658 |
1.0753 |
|
| S4 |
1.0543 |
1.0588 |
1.0734 |
|
|
| Weekly Pivots for week ending 19-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0978 |
1.0936 |
1.0768 |
|
| R3 |
1.0891 |
1.0849 |
1.0744 |
|
| R2 |
1.0805 |
1.0805 |
1.0736 |
|
| R1 |
1.0763 |
1.0763 |
1.0728 |
1.0784 |
| PP |
1.0718 |
1.0718 |
1.0718 |
1.0729 |
| S1 |
1.0676 |
1.0676 |
1.0713 |
1.0697 |
| S2 |
1.0632 |
1.0632 |
1.0705 |
|
| S3 |
1.0545 |
1.0590 |
1.0697 |
|
| S4 |
1.0459 |
1.0503 |
1.0673 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0779 |
1.0681 |
0.0098 |
0.9% |
0.0059 |
0.5% |
94% |
True |
False |
773 |
| 10 |
1.0939 |
1.0674 |
0.0266 |
2.5% |
0.0068 |
0.6% |
37% |
False |
False |
1,134 |
| 20 |
1.0959 |
1.0674 |
0.0285 |
2.6% |
0.0057 |
0.5% |
35% |
False |
False |
811 |
| 40 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0047 |
0.4% |
26% |
False |
False |
521 |
| 60 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0044 |
0.4% |
26% |
False |
False |
366 |
| 80 |
1.1252 |
1.0674 |
0.0579 |
5.4% |
0.0043 |
0.4% |
17% |
False |
False |
294 |
| 100 |
1.1252 |
1.0674 |
0.0579 |
5.4% |
0.0042 |
0.4% |
17% |
False |
False |
250 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.4% |
0.0039 |
0.4% |
17% |
False |
False |
216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1076 |
|
2.618 |
1.0962 |
|
1.618 |
1.0892 |
|
1.000 |
1.0849 |
|
0.618 |
1.0822 |
|
HIGH |
1.0779 |
|
0.618 |
1.0752 |
|
0.500 |
1.0744 |
|
0.382 |
1.0735 |
|
LOW |
1.0709 |
|
0.618 |
1.0665 |
|
1.000 |
1.0639 |
|
1.618 |
1.0595 |
|
2.618 |
1.0525 |
|
4.250 |
1.0411 |
|
|
| Fisher Pivots for day following 23-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0763 |
1.0758 |
| PP |
1.0753 |
1.0744 |
| S1 |
1.0744 |
1.0730 |
|