CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 26-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2024 |
26-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0724 |
1.0754 |
0.0030 |
0.3% |
1.0678 |
| High |
1.0764 |
1.0776 |
0.0012 |
0.1% |
1.0776 |
| Low |
1.0701 |
1.0696 |
-0.0005 |
0.0% |
1.0649 |
| Close |
1.0751 |
1.0728 |
-0.0023 |
-0.2% |
1.0728 |
| Range |
0.0063 |
0.0080 |
0.0017 |
26.2% |
0.0127 |
| ATR |
0.0059 |
0.0061 |
0.0001 |
2.4% |
0.0000 |
| Volume |
222,968 |
223,506 |
538 |
0.2% |
947,721 |
|
| Daily Pivots for day following 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0972 |
1.0929 |
1.0772 |
|
| R3 |
1.0892 |
1.0850 |
1.0750 |
|
| R2 |
1.0813 |
1.0813 |
1.0743 |
|
| R1 |
1.0770 |
1.0770 |
1.0735 |
1.0752 |
| PP |
1.0733 |
1.0733 |
1.0733 |
1.0724 |
| S1 |
1.0691 |
1.0691 |
1.0721 |
1.0672 |
| S2 |
1.0654 |
1.0654 |
1.0713 |
|
| S3 |
1.0574 |
1.0611 |
1.0706 |
|
| S4 |
1.0495 |
1.0532 |
1.0684 |
|
|
| Weekly Pivots for week ending 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1098 |
1.1040 |
1.0798 |
|
| R3 |
1.0971 |
1.0913 |
1.0763 |
|
| R2 |
1.0844 |
1.0844 |
1.0751 |
|
| R1 |
1.0786 |
1.0786 |
1.0740 |
1.0815 |
| PP |
1.0717 |
1.0717 |
1.0717 |
1.0732 |
| S1 |
1.0659 |
1.0659 |
1.0716 |
1.0688 |
| S2 |
1.0590 |
1.0590 |
1.0705 |
|
| S3 |
1.0463 |
1.0532 |
1.0693 |
|
| S4 |
1.0336 |
1.0405 |
1.0658 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0776 |
1.0649 |
0.0127 |
1.2% |
0.0060 |
0.6% |
63% |
True |
False |
189,544 |
| 10 |
1.0776 |
1.0629 |
0.0147 |
1.4% |
0.0059 |
0.5% |
68% |
True |
False |
202,739 |
| 20 |
1.0916 |
1.0629 |
0.0288 |
2.7% |
0.0063 |
0.6% |
35% |
False |
False |
207,969 |
| 40 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0057 |
0.5% |
25% |
False |
False |
181,579 |
| 60 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0057 |
0.5% |
25% |
False |
False |
121,548 |
| 80 |
1.1080 |
1.0629 |
0.0452 |
4.2% |
0.0058 |
0.5% |
22% |
False |
False |
91,369 |
| 100 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0059 |
0.6% |
17% |
False |
False |
73,166 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0058 |
0.5% |
17% |
False |
False |
60,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1113 |
|
2.618 |
1.0984 |
|
1.618 |
1.0904 |
|
1.000 |
1.0855 |
|
0.618 |
1.0825 |
|
HIGH |
1.0776 |
|
0.618 |
1.0745 |
|
0.500 |
1.0736 |
|
0.382 |
1.0726 |
|
LOW |
1.0696 |
|
0.618 |
1.0647 |
|
1.000 |
1.0617 |
|
1.618 |
1.0567 |
|
2.618 |
1.0488 |
|
4.250 |
1.0358 |
|
|
| Fisher Pivots for day following 26-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0736 |
1.0736 |
| PP |
1.0733 |
1.0733 |
| S1 |
1.0731 |
1.0731 |
|