CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 11-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2024 |
11-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0831 |
1.0815 |
-0.0016 |
-0.1% |
1.0902 |
| High |
1.0831 |
1.0822 |
-0.0009 |
-0.1% |
1.0968 |
| Low |
1.0782 |
1.0769 |
-0.0014 |
-0.1% |
1.0850 |
| Close |
1.0812 |
1.0792 |
-0.0020 |
-0.2% |
1.0856 |
| Range |
0.0049 |
0.0054 |
0.0005 |
9.2% |
0.0119 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
99,977 |
242,284 |
142,307 |
142.3% |
126,422 |
|
| Daily Pivots for day following 11-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0955 |
1.0927 |
1.0821 |
|
| R3 |
1.0901 |
1.0873 |
1.0807 |
|
| R2 |
1.0848 |
1.0848 |
1.0802 |
|
| R1 |
1.0820 |
1.0820 |
1.0797 |
1.0807 |
| PP |
1.0794 |
1.0794 |
1.0794 |
1.0788 |
| S1 |
1.0766 |
1.0766 |
1.0787 |
1.0754 |
| S2 |
1.0741 |
1.0741 |
1.0782 |
|
| S3 |
1.0687 |
1.0713 |
1.0777 |
|
| S4 |
1.0634 |
1.0659 |
1.0763 |
|
|
| 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 |
1.0964 |
1.0769 |
0.0196 |
1.8% |
0.0059 |
0.5% |
12% |
False |
True |
87,985 |
| 10 |
1.0968 |
1.0769 |
0.0200 |
1.8% |
0.0062 |
0.6% |
12% |
False |
True |
48,315 |
| 20 |
1.0968 |
1.0769 |
0.0200 |
1.8% |
0.0054 |
0.5% |
12% |
False |
True |
25,339 |
| 40 |
1.0968 |
1.0674 |
0.0295 |
2.7% |
0.0053 |
0.5% |
40% |
False |
False |
13,055 |
| 60 |
1.1023 |
1.0674 |
0.0350 |
3.2% |
0.0054 |
0.5% |
34% |
False |
False |
8,939 |
| 80 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0048 |
0.4% |
31% |
False |
False |
6,734 |
| 100 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0046 |
0.4% |
31% |
False |
False |
5,399 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.4% |
0.0045 |
0.4% |
20% |
False |
False |
4,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1049 |
|
2.618 |
1.0962 |
|
1.618 |
1.0909 |
|
1.000 |
1.0876 |
|
0.618 |
1.0855 |
|
HIGH |
1.0822 |
|
0.618 |
1.0802 |
|
0.500 |
1.0795 |
|
0.382 |
1.0789 |
|
LOW |
1.0769 |
|
0.618 |
1.0735 |
|
1.000 |
1.0715 |
|
1.618 |
1.0682 |
|
2.618 |
1.0628 |
|
4.250 |
1.0541 |
|
|
| Fisher Pivots for day following 11-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0795 |
1.0866 |
| PP |
1.0794 |
1.0842 |
| S1 |
1.0793 |
1.0817 |
|