CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 27-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2024 |
27-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0756 |
1.0722 |
-0.0034 |
-0.3% |
1.0750 |
| High |
1.0760 |
1.0767 |
0.0007 |
0.1% |
1.0808 |
| Low |
1.0708 |
1.0717 |
0.0010 |
0.1% |
1.0715 |
| Close |
1.0721 |
1.0746 |
0.0025 |
0.2% |
1.0738 |
| Range |
0.0053 |
0.0050 |
-0.0003 |
-4.8% |
0.0093 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
203,000 |
179,261 |
-23,739 |
-11.7% |
762,492 |
|
| Daily Pivots for day following 27-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0893 |
1.0869 |
1.0773 |
|
| R3 |
1.0843 |
1.0819 |
1.0759 |
|
| R2 |
1.0793 |
1.0793 |
1.0755 |
|
| R1 |
1.0769 |
1.0769 |
1.0750 |
1.0781 |
| PP |
1.0743 |
1.0743 |
1.0743 |
1.0749 |
| S1 |
1.0719 |
1.0719 |
1.0741 |
1.0731 |
| S2 |
1.0693 |
1.0693 |
1.0736 |
|
| S3 |
1.0643 |
1.0669 |
1.0732 |
|
| S4 |
1.0593 |
1.0619 |
1.0718 |
|
|
| 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 |
1.0790 |
1.0708 |
0.0083 |
0.8% |
0.0054 |
0.5% |
46% |
False |
False |
172,854 |
| 10 |
1.0864 |
1.0708 |
0.0156 |
1.5% |
0.0059 |
0.5% |
24% |
False |
False |
204,033 |
| 20 |
1.0968 |
1.0708 |
0.0261 |
2.4% |
0.0063 |
0.6% |
15% |
False |
False |
144,736 |
| 40 |
1.0968 |
1.0708 |
0.0261 |
2.4% |
0.0055 |
0.5% |
15% |
False |
False |
73,265 |
| 60 |
1.0968 |
1.0674 |
0.0295 |
2.7% |
0.0057 |
0.5% |
24% |
False |
False |
49,139 |
| 80 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0054 |
0.5% |
19% |
False |
False |
36,924 |
| 100 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0048 |
0.4% |
19% |
False |
False |
29,555 |
| 120 |
1.1094 |
1.0674 |
0.0420 |
3.9% |
0.0047 |
0.4% |
17% |
False |
False |
24,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0980 |
|
2.618 |
1.0898 |
|
1.618 |
1.0848 |
|
1.000 |
1.0817 |
|
0.618 |
1.0798 |
|
HIGH |
1.0767 |
|
0.618 |
1.0748 |
|
0.500 |
1.0742 |
|
0.382 |
1.0736 |
|
LOW |
1.0717 |
|
0.618 |
1.0686 |
|
1.000 |
1.0667 |
|
1.618 |
1.0636 |
|
2.618 |
1.0586 |
|
4.250 |
1.0505 |
|
|
| Fisher Pivots for day following 27-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0744 |
1.0747 |
| PP |
1.0743 |
1.0747 |
| S1 |
1.0742 |
1.0746 |
|