CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 02-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2023 |
02-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1152 |
1.1113 |
-0.0039 |
-0.3% |
1.1103 |
| High |
1.1161 |
1.1119 |
-0.0042 |
-0.4% |
1.1209 |
| Low |
1.1111 |
1.1015 |
-0.0097 |
-0.9% |
1.1092 |
| Close |
1.1117 |
1.1022 |
-0.0096 |
-0.9% |
1.1117 |
| Range |
0.0050 |
0.0105 |
0.0055 |
109.0% |
0.0118 |
| ATR |
0.0061 |
0.0064 |
0.0003 |
5.1% |
0.0000 |
| Volume |
429 |
1,162 |
733 |
170.9% |
1,111 |
|
| Daily Pivots for day following 02-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1365 |
1.1298 |
1.1079 |
|
| R3 |
1.1261 |
1.1193 |
1.1050 |
|
| R2 |
1.1156 |
1.1156 |
1.1041 |
|
| R1 |
1.1089 |
1.1089 |
1.1031 |
1.1070 |
| PP |
1.1052 |
1.1052 |
1.1052 |
1.1042 |
| S1 |
1.0984 |
1.0984 |
1.1012 |
1.0966 |
| S2 |
1.0947 |
1.0947 |
1.1002 |
|
| S3 |
1.0843 |
1.0880 |
1.0993 |
|
| S4 |
1.0738 |
1.0775 |
1.0964 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1492 |
1.1422 |
1.1182 |
|
| R3 |
1.1374 |
1.1304 |
1.1149 |
|
| R2 |
1.1257 |
1.1257 |
1.1139 |
|
| R1 |
1.1187 |
1.1187 |
1.1128 |
1.1222 |
| PP |
1.1139 |
1.1139 |
1.1139 |
1.1157 |
| S1 |
1.1069 |
1.1069 |
1.1106 |
1.1104 |
| S2 |
1.1022 |
1.1022 |
1.1095 |
|
| S3 |
1.0904 |
1.0952 |
1.1085 |
|
| S4 |
1.0787 |
1.0834 |
1.1052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1209 |
1.1015 |
0.0195 |
1.8% |
0.0069 |
0.6% |
4% |
False |
True |
454 |
| 10 |
1.1209 |
1.0994 |
0.0215 |
2.0% |
0.0058 |
0.5% |
13% |
False |
False |
405 |
| 20 |
1.1209 |
1.0830 |
0.0380 |
3.4% |
0.0063 |
0.6% |
51% |
False |
False |
354 |
| 40 |
1.1209 |
1.0729 |
0.0481 |
4.4% |
0.0058 |
0.5% |
61% |
False |
False |
226 |
| 60 |
1.1209 |
1.0632 |
0.0578 |
5.2% |
0.0054 |
0.5% |
68% |
False |
False |
196 |
| 80 |
1.1209 |
1.0581 |
0.0628 |
5.7% |
0.0049 |
0.4% |
70% |
False |
False |
164 |
| 100 |
1.1211 |
1.0581 |
0.0630 |
5.7% |
0.0046 |
0.4% |
70% |
False |
False |
148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1563 |
|
2.618 |
1.1393 |
|
1.618 |
1.1288 |
|
1.000 |
1.1224 |
|
0.618 |
1.1184 |
|
HIGH |
1.1119 |
|
0.618 |
1.1079 |
|
0.500 |
1.1067 |
|
0.382 |
1.1054 |
|
LOW |
1.1015 |
|
0.618 |
1.0950 |
|
1.000 |
1.0910 |
|
1.618 |
1.0845 |
|
2.618 |
1.0741 |
|
4.250 |
1.0570 |
|
|
| Fisher Pivots for day following 02-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1067 |
1.1112 |
| PP |
1.1052 |
1.1082 |
| S1 |
1.1037 |
1.1052 |
|