CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 20-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2024 |
20-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0780 |
1.0786 |
0.0006 |
0.1% |
1.0831 |
| High |
1.0808 |
1.0800 |
-0.0008 |
-0.1% |
1.0902 |
| Low |
1.0756 |
1.0746 |
-0.0011 |
-0.1% |
1.0715 |
| Close |
1.0786 |
1.0755 |
-0.0031 |
-0.3% |
1.0747 |
| Range |
0.0052 |
0.0054 |
0.0003 |
4.9% |
0.0187 |
| ATR |
0.0062 |
0.0062 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
167,608 |
233,132 |
65,524 |
39.1% |
1,322,508 |
|
| Daily Pivots for day following 20-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0929 |
1.0896 |
1.0784 |
|
| R3 |
1.0875 |
1.0842 |
1.0769 |
|
| R2 |
1.0821 |
1.0821 |
1.0764 |
|
| R1 |
1.0788 |
1.0788 |
1.0759 |
1.0777 |
| PP |
1.0767 |
1.0767 |
1.0767 |
1.0761 |
| S1 |
1.0734 |
1.0734 |
1.0750 |
1.0723 |
| S2 |
1.0713 |
1.0713 |
1.0745 |
|
| S3 |
1.0659 |
1.0680 |
1.0740 |
|
| S4 |
1.0605 |
1.0626 |
1.0725 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1347 |
1.1233 |
1.0849 |
|
| R3 |
1.1161 |
1.1047 |
1.0798 |
|
| R2 |
1.0974 |
1.0974 |
1.0781 |
|
| R1 |
1.0860 |
1.0860 |
1.0764 |
1.0824 |
| PP |
1.0788 |
1.0788 |
1.0788 |
1.0770 |
| S1 |
1.0674 |
1.0674 |
1.0729 |
1.0638 |
| S2 |
1.0601 |
1.0601 |
1.0712 |
|
| S3 |
1.0415 |
1.0487 |
1.0695 |
|
| S4 |
1.0228 |
1.0301 |
1.0644 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0864 |
1.0715 |
0.0149 |
1.4% |
0.0064 |
0.6% |
27% |
False |
False |
235,212 |
| 10 |
1.0964 |
1.0715 |
0.0249 |
2.3% |
0.0069 |
0.6% |
16% |
False |
False |
196,363 |
| 20 |
1.0968 |
1.0715 |
0.0253 |
2.4% |
0.0062 |
0.6% |
16% |
False |
False |
102,440 |
| 40 |
1.0968 |
1.0715 |
0.0253 |
2.4% |
0.0056 |
0.5% |
16% |
False |
False |
51,739 |
| 60 |
1.0968 |
1.0674 |
0.0295 |
2.7% |
0.0056 |
0.5% |
28% |
False |
False |
34,763 |
| 80 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0051 |
0.5% |
21% |
False |
False |
26,130 |
| 100 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0049 |
0.5% |
21% |
False |
False |
20,915 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.4% |
0.0047 |
0.4% |
14% |
False |
False |
17,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1029 |
|
2.618 |
1.0941 |
|
1.618 |
1.0887 |
|
1.000 |
1.0854 |
|
0.618 |
1.0833 |
|
HIGH |
1.0800 |
|
0.618 |
1.0779 |
|
0.500 |
1.0773 |
|
0.382 |
1.0766 |
|
LOW |
1.0746 |
|
0.618 |
1.0712 |
|
1.000 |
1.0692 |
|
1.618 |
1.0658 |
|
2.618 |
1.0604 |
|
4.250 |
1.0516 |
|
|
| Fisher Pivots for day following 20-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0773 |
1.0770 |
| PP |
1.0767 |
1.0765 |
| S1 |
1.0761 |
1.0760 |
|