CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 25-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2024 |
25-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0770 |
1.0770 |
0.0000 |
0.0% |
1.0711 |
| High |
1.0781 |
1.0807 |
0.0026 |
0.2% |
1.0760 |
| Low |
1.0751 |
1.0746 |
-0.0005 |
0.0% |
1.0674 |
| Close |
1.0762 |
1.0796 |
0.0034 |
0.3% |
1.0721 |
| Range |
0.0030 |
0.0061 |
0.0031 |
101.7% |
0.0087 |
| ATR |
0.0054 |
0.0055 |
0.0000 |
0.8% |
0.0000 |
| Volume |
593 |
817 |
224 |
37.8% |
3,841 |
|
| Daily Pivots for day following 25-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0964 |
1.0940 |
1.0829 |
|
| R3 |
1.0904 |
1.0880 |
1.0812 |
|
| R2 |
1.0843 |
1.0843 |
1.0807 |
|
| R1 |
1.0819 |
1.0819 |
1.0801 |
1.0831 |
| PP |
1.0783 |
1.0783 |
1.0783 |
1.0789 |
| S1 |
1.0759 |
1.0759 |
1.0790 |
1.0771 |
| S2 |
1.0722 |
1.0722 |
1.0784 |
|
| S3 |
1.0662 |
1.0698 |
1.0779 |
|
| S4 |
1.0601 |
1.0638 |
1.0762 |
|
|
| 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 |
1.0807 |
1.0681 |
0.0126 |
1.2% |
0.0054 |
0.5% |
91% |
True |
False |
777 |
| 10 |
1.0807 |
1.0674 |
0.0133 |
1.2% |
0.0058 |
0.5% |
92% |
True |
False |
871 |
| 20 |
1.0959 |
1.0674 |
0.0285 |
2.6% |
0.0058 |
0.5% |
43% |
False |
False |
862 |
| 40 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0049 |
0.5% |
32% |
False |
False |
551 |
| 60 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0045 |
0.4% |
32% |
False |
False |
387 |
| 80 |
1.1152 |
1.0674 |
0.0478 |
4.4% |
0.0043 |
0.4% |
26% |
False |
False |
312 |
| 100 |
1.1252 |
1.0674 |
0.0579 |
5.4% |
0.0042 |
0.4% |
21% |
False |
False |
263 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.4% |
0.0040 |
0.4% |
21% |
False |
False |
228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1064 |
|
2.618 |
1.0965 |
|
1.618 |
1.0904 |
|
1.000 |
1.0867 |
|
0.618 |
1.0844 |
|
HIGH |
1.0807 |
|
0.618 |
1.0783 |
|
0.500 |
1.0776 |
|
0.382 |
1.0769 |
|
LOW |
1.0746 |
|
0.618 |
1.0709 |
|
1.000 |
1.0686 |
|
1.618 |
1.0648 |
|
2.618 |
1.0588 |
|
4.250 |
1.0489 |
|
|
| Fisher Pivots for day following 25-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0789 |
1.0783 |
| PP |
1.0783 |
1.0770 |
| S1 |
1.0776 |
1.0758 |
|