CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 24-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2024 |
24-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0749 |
1.0735 |
-0.0014 |
-0.1% |
1.0750 |
| High |
1.0764 |
1.0790 |
0.0026 |
0.2% |
1.0808 |
| Low |
1.0715 |
1.0727 |
0.0013 |
0.1% |
1.0715 |
| Close |
1.0738 |
1.0779 |
0.0041 |
0.4% |
1.0738 |
| Range |
0.0050 |
0.0063 |
0.0014 |
27.3% |
0.0093 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.3% |
0.0000 |
| Volume |
190,820 |
151,459 |
-39,361 |
-20.6% |
762,492 |
|
| Daily Pivots for day following 24-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0954 |
1.0930 |
1.0814 |
|
| R3 |
1.0891 |
1.0867 |
1.0796 |
|
| R2 |
1.0828 |
1.0828 |
1.0791 |
|
| R1 |
1.0804 |
1.0804 |
1.0785 |
1.0816 |
| PP |
1.0765 |
1.0765 |
1.0765 |
1.0772 |
| S1 |
1.0741 |
1.0741 |
1.0773 |
1.0753 |
| S2 |
1.0702 |
1.0702 |
1.0767 |
|
| S3 |
1.0639 |
1.0678 |
1.0762 |
|
| S4 |
1.0576 |
1.0615 |
1.0744 |
|
|
| 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% |
0.0054 |
0.5% |
69% |
False |
False |
182,790 |
| 10 |
1.0902 |
1.0715 |
0.0187 |
1.7% |
0.0065 |
0.6% |
34% |
False |
False |
223,645 |
| 20 |
1.0968 |
1.0715 |
0.0254 |
2.4% |
0.0063 |
0.6% |
25% |
False |
False |
119,311 |
| 40 |
1.0968 |
1.0715 |
0.0254 |
2.4% |
0.0056 |
0.5% |
25% |
False |
False |
60,260 |
| 60 |
1.0968 |
1.0674 |
0.0295 |
2.7% |
0.0057 |
0.5% |
36% |
False |
False |
40,461 |
| 80 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0052 |
0.5% |
27% |
False |
False |
30,406 |
| 100 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0049 |
0.5% |
27% |
False |
False |
24,337 |
| 120 |
1.1152 |
1.0674 |
0.0478 |
4.4% |
0.0047 |
0.4% |
22% |
False |
False |
20,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1058 |
|
2.618 |
1.0955 |
|
1.618 |
1.0892 |
|
1.000 |
1.0853 |
|
0.618 |
1.0829 |
|
HIGH |
1.0790 |
|
0.618 |
1.0766 |
|
0.500 |
1.0759 |
|
0.382 |
1.0751 |
|
LOW |
1.0727 |
|
0.618 |
1.0688 |
|
1.000 |
1.0664 |
|
1.618 |
1.0625 |
|
2.618 |
1.0562 |
|
4.250 |
1.0459 |
|
|
| Fisher Pivots for day following 24-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0772 |
1.0772 |
| PP |
1.0765 |
1.0764 |
| S1 |
1.0759 |
1.0757 |
|