CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 13-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2024 |
13-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0789 |
1.0860 |
0.0071 |
0.7% |
1.0902 |
| High |
1.0902 |
1.0864 |
-0.0038 |
-0.3% |
1.0968 |
| Low |
1.0784 |
1.0781 |
-0.0003 |
0.0% |
1.0850 |
| Close |
1.0863 |
1.0787 |
-0.0076 |
-0.7% |
1.0856 |
| Range |
0.0118 |
0.0083 |
-0.0035 |
-29.7% |
0.0119 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
2.5% |
0.0000 |
| Volume |
375,856 |
312,549 |
-63,307 |
-16.8% |
126,422 |
|
| Daily Pivots for day following 13-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1059 |
1.1006 |
1.0833 |
|
| R3 |
1.0976 |
1.0923 |
1.0810 |
|
| R2 |
1.0893 |
1.0893 |
1.0802 |
|
| R1 |
1.0840 |
1.0840 |
1.0795 |
1.0825 |
| PP |
1.0810 |
1.0810 |
1.0810 |
1.0803 |
| S1 |
1.0757 |
1.0757 |
1.0779 |
1.0742 |
| S2 |
1.0727 |
1.0727 |
1.0772 |
|
| S3 |
1.0644 |
1.0674 |
1.0764 |
|
| S4 |
1.0561 |
1.0591 |
1.0741 |
|
|
| 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% |
0.0084 |
0.8% |
9% |
False |
False |
214,836 |
| 10 |
1.0968 |
1.0769 |
0.0200 |
1.8% |
0.0070 |
0.6% |
9% |
False |
False |
116,309 |
| 20 |
1.0968 |
1.0769 |
0.0200 |
1.8% |
0.0058 |
0.5% |
9% |
False |
False |
59,611 |
| 40 |
1.0968 |
1.0681 |
0.0288 |
2.7% |
0.0055 |
0.5% |
37% |
False |
False |
30,231 |
| 60 |
1.1023 |
1.0674 |
0.0350 |
3.2% |
0.0057 |
0.5% |
32% |
False |
False |
20,402 |
| 80 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0050 |
0.5% |
29% |
False |
False |
15,338 |
| 100 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0048 |
0.4% |
29% |
False |
False |
12,282 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.4% |
0.0046 |
0.4% |
20% |
False |
False |
10,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1216 |
|
2.618 |
1.1081 |
|
1.618 |
1.0998 |
|
1.000 |
1.0947 |
|
0.618 |
1.0915 |
|
HIGH |
1.0864 |
|
0.618 |
1.0832 |
|
0.500 |
1.0822 |
|
0.382 |
1.0812 |
|
LOW |
1.0781 |
|
0.618 |
1.0729 |
|
1.000 |
1.0698 |
|
1.618 |
1.0646 |
|
2.618 |
1.0563 |
|
4.250 |
1.0428 |
|
|
| Fisher Pivots for day following 13-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0822 |
1.0835 |
| PP |
1.0810 |
1.0819 |
| S1 |
1.0799 |
1.0803 |
|