CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 21-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2024 |
21-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0786 |
1.0749 |
-0.0037 |
-0.3% |
1.0750 |
| High |
1.0800 |
1.0764 |
-0.0036 |
-0.3% |
1.0808 |
| Low |
1.0746 |
1.0715 |
-0.0031 |
-0.3% |
1.0715 |
| Close |
1.0755 |
1.0738 |
-0.0017 |
-0.2% |
1.0738 |
| Range |
0.0054 |
0.0050 |
-0.0005 |
-8.3% |
0.0093 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
233,132 |
190,820 |
-42,312 |
-18.1% |
762,492 |
|
| Daily Pivots for day following 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0887 |
1.0862 |
1.0765 |
|
| R3 |
1.0838 |
1.0813 |
1.0752 |
|
| R2 |
1.0788 |
1.0788 |
1.0747 |
|
| R1 |
1.0763 |
1.0763 |
1.0743 |
1.0751 |
| PP |
1.0739 |
1.0739 |
1.0739 |
1.0733 |
| S1 |
1.0714 |
1.0714 |
1.0733 |
1.0702 |
| S2 |
1.0689 |
1.0689 |
1.0729 |
|
| S3 |
1.0640 |
1.0664 |
1.0724 |
|
| S4 |
1.0590 |
1.0615 |
1.0711 |
|
|
| Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1032 |
1.0978 |
1.0789 |
|
| R3 |
1.0939 |
1.0885 |
1.0764 |
|
| R2 |
1.0846 |
1.0846 |
1.0755 |
|
| R1 |
1.0792 |
1.0792 |
1.0747 |
1.0773 |
| PP |
1.0753 |
1.0753 |
1.0753 |
1.0744 |
| S1 |
1.0699 |
1.0699 |
1.0729 |
1.0680 |
| S2 |
1.0660 |
1.0660 |
1.0721 |
|
| S3 |
1.0567 |
1.0606 |
1.0712 |
|
| S4 |
1.0474 |
1.0513 |
1.0687 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0808 |
1.0715 |
0.0093 |
0.9% |
0.0057 |
0.5% |
25% |
False |
True |
210,866 |
| 10 |
1.0964 |
1.0715 |
0.0250 |
2.3% |
0.0070 |
0.7% |
9% |
False |
True |
212,851 |
| 20 |
1.0968 |
1.0715 |
0.0254 |
2.4% |
0.0063 |
0.6% |
9% |
False |
True |
111,857 |
| 40 |
1.0968 |
1.0715 |
0.0254 |
2.4% |
0.0056 |
0.5% |
9% |
False |
True |
56,494 |
| 60 |
1.0968 |
1.0674 |
0.0295 |
2.7% |
0.0056 |
0.5% |
22% |
False |
False |
37,940 |
| 80 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0052 |
0.5% |
17% |
False |
False |
28,512 |
| 100 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0049 |
0.5% |
17% |
False |
False |
22,822 |
| 120 |
1.1205 |
1.0674 |
0.0532 |
4.9% |
0.0047 |
0.4% |
12% |
False |
False |
19,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0974 |
|
2.618 |
1.0894 |
|
1.618 |
1.0844 |
|
1.000 |
1.0814 |
|
0.618 |
1.0795 |
|
HIGH |
1.0764 |
|
0.618 |
1.0745 |
|
0.500 |
1.0739 |
|
0.382 |
1.0733 |
|
LOW |
1.0715 |
|
0.618 |
1.0684 |
|
1.000 |
1.0665 |
|
1.618 |
1.0634 |
|
2.618 |
1.0585 |
|
4.250 |
1.0504 |
|
|
| Fisher Pivots for day following 21-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0739 |
1.0761 |
| PP |
1.0739 |
1.0753 |
| S1 |
1.0738 |
1.0746 |
|