CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 03-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2024 |
03-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1113 |
1.1036 |
-0.0077 |
-0.7% |
1.1103 |
| High |
1.1119 |
1.1036 |
-0.0083 |
-0.7% |
1.1209 |
| Low |
1.1015 |
1.0970 |
-0.0045 |
-0.4% |
1.1092 |
| Close |
1.1022 |
1.0993 |
-0.0029 |
-0.3% |
1.1117 |
| Range |
0.0105 |
0.0066 |
-0.0039 |
-36.8% |
0.0118 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.2% |
0.0000 |
| Volume |
1,162 |
411 |
-751 |
-64.6% |
1,111 |
|
| Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1198 |
1.1161 |
1.1029 |
|
| R3 |
1.1132 |
1.1095 |
1.1011 |
|
| R2 |
1.1066 |
1.1066 |
1.1005 |
|
| R1 |
1.1029 |
1.1029 |
1.0999 |
1.1015 |
| PP |
1.1000 |
1.1000 |
1.1000 |
1.0992 |
| S1 |
1.0963 |
1.0963 |
1.0987 |
1.0949 |
| S2 |
1.0934 |
1.0934 |
1.0981 |
|
| S3 |
1.0868 |
1.0897 |
1.0975 |
|
| S4 |
1.0802 |
1.0831 |
1.0957 |
|
|
| 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 |
1.0970 |
0.0239 |
2.2% |
0.0076 |
0.7% |
10% |
False |
True |
512 |
| 10 |
1.1209 |
1.0970 |
0.0239 |
2.2% |
0.0063 |
0.6% |
10% |
False |
True |
425 |
| 20 |
1.1209 |
1.0830 |
0.0380 |
3.5% |
0.0062 |
0.6% |
43% |
False |
False |
367 |
| 40 |
1.1209 |
1.0764 |
0.0445 |
4.0% |
0.0057 |
0.5% |
51% |
False |
False |
235 |
| 60 |
1.1209 |
1.0632 |
0.0578 |
5.3% |
0.0054 |
0.5% |
63% |
False |
False |
201 |
| 80 |
1.1209 |
1.0581 |
0.0628 |
5.7% |
0.0049 |
0.4% |
66% |
False |
False |
169 |
| 100 |
1.1209 |
1.0581 |
0.0628 |
5.7% |
0.0046 |
0.4% |
66% |
False |
False |
152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1317 |
|
2.618 |
1.1209 |
|
1.618 |
1.1143 |
|
1.000 |
1.1102 |
|
0.618 |
1.1077 |
|
HIGH |
1.1036 |
|
0.618 |
1.1011 |
|
0.500 |
1.1003 |
|
0.382 |
1.0995 |
|
LOW |
1.0970 |
|
0.618 |
1.0929 |
|
1.000 |
1.0904 |
|
1.618 |
1.0863 |
|
2.618 |
1.0797 |
|
4.250 |
1.0690 |
|
|
| Fisher Pivots for day following 03-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1003 |
1.1066 |
| PP |
1.1000 |
1.1041 |
| S1 |
1.0996 |
1.1017 |
|