CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 10-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2024 |
10-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0942 |
1.0831 |
-0.0111 |
-1.0% |
1.0902 |
| High |
1.0964 |
1.0831 |
-0.0133 |
-1.2% |
1.0968 |
| Low |
1.0850 |
1.0782 |
-0.0068 |
-0.6% |
1.0850 |
| Close |
1.0856 |
1.0812 |
-0.0044 |
-0.4% |
1.0856 |
| Range |
0.0115 |
0.0049 |
-0.0066 |
-57.2% |
0.0119 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
2.3% |
0.0000 |
| Volume |
43,515 |
99,977 |
56,462 |
129.8% |
126,422 |
|
| Daily Pivots for day following 10-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0955 |
1.0932 |
1.0838 |
|
| R3 |
1.0906 |
1.0883 |
1.0825 |
|
| R2 |
1.0857 |
1.0857 |
1.0820 |
|
| R1 |
1.0834 |
1.0834 |
1.0816 |
1.0821 |
| PP |
1.0808 |
1.0808 |
1.0808 |
1.0802 |
| S1 |
1.0785 |
1.0785 |
1.0807 |
1.0772 |
| S2 |
1.0759 |
1.0759 |
1.0803 |
|
| S3 |
1.0710 |
1.0736 |
1.0798 |
|
| S4 |
1.0661 |
1.0687 |
1.0785 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1247 |
1.1170 |
1.0921 |
|
| R3 |
1.1128 |
1.1051 |
1.0888 |
|
| R2 |
1.1010 |
1.1010 |
1.0877 |
|
| R1 |
1.0933 |
1.0933 |
1.0866 |
1.0912 |
| PP |
1.0891 |
1.0891 |
1.0891 |
1.0881 |
| S1 |
1.0814 |
1.0814 |
1.0845 |
1.0793 |
| S2 |
1.0773 |
1.0773 |
1.0834 |
|
| S3 |
1.0654 |
1.0696 |
1.0823 |
|
| S4 |
1.0536 |
1.0577 |
1.0790 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0968 |
1.0782 |
0.0186 |
1.7% |
0.0059 |
0.5% |
16% |
False |
True |
41,965 |
| 10 |
1.0968 |
1.0782 |
0.0186 |
1.7% |
0.0061 |
0.6% |
16% |
False |
True |
24,775 |
| 20 |
1.0968 |
1.0782 |
0.0186 |
1.7% |
0.0053 |
0.5% |
16% |
False |
True |
13,248 |
| 40 |
1.0968 |
1.0674 |
0.0295 |
2.7% |
0.0053 |
0.5% |
47% |
False |
False |
7,013 |
| 60 |
1.1023 |
1.0674 |
0.0350 |
3.2% |
0.0054 |
0.5% |
39% |
False |
False |
4,904 |
| 80 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0048 |
0.4% |
36% |
False |
False |
3,707 |
| 100 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0045 |
0.4% |
36% |
False |
False |
2,977 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.4% |
0.0044 |
0.4% |
24% |
False |
False |
2,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1039 |
|
2.618 |
1.0959 |
|
1.618 |
1.0910 |
|
1.000 |
1.0880 |
|
0.618 |
1.0861 |
|
HIGH |
1.0831 |
|
0.618 |
1.0812 |
|
0.500 |
1.0807 |
|
0.382 |
1.0801 |
|
LOW |
1.0782 |
|
0.618 |
1.0752 |
|
1.000 |
1.0733 |
|
1.618 |
1.0703 |
|
2.618 |
1.0654 |
|
4.250 |
1.0574 |
|
|
| Fisher Pivots for day following 10-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0810 |
1.0873 |
| PP |
1.0808 |
1.0853 |
| S1 |
1.0807 |
1.0832 |
|