CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 08-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2024 |
08-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1024 |
1.1015 |
-0.0009 |
-0.1% |
1.1113 |
| High |
1.1072 |
1.1051 |
-0.0021 |
-0.2% |
1.1119 |
| Low |
1.0953 |
1.1003 |
0.0050 |
0.5% |
1.0953 |
| Close |
1.1019 |
1.1035 |
0.0016 |
0.1% |
1.1019 |
| Range |
0.0119 |
0.0048 |
-0.0071 |
-59.7% |
0.0167 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
535 |
341 |
-194 |
-36.3% |
2,902 |
|
| Daily Pivots for day following 08-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1173 |
1.1152 |
1.1061 |
|
| R3 |
1.1125 |
1.1104 |
1.1048 |
|
| R2 |
1.1077 |
1.1077 |
1.1043 |
|
| R1 |
1.1056 |
1.1056 |
1.1039 |
1.1067 |
| PP |
1.1029 |
1.1029 |
1.1029 |
1.1035 |
| S1 |
1.1008 |
1.1008 |
1.1030 |
1.1019 |
| S2 |
1.0981 |
1.0981 |
1.1026 |
|
| S3 |
1.0933 |
1.0960 |
1.1021 |
|
| S4 |
1.0885 |
1.0912 |
1.1008 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1530 |
1.1441 |
1.1111 |
|
| R3 |
1.1363 |
1.1274 |
1.1065 |
|
| R2 |
1.1197 |
1.1197 |
1.1050 |
|
| R1 |
1.1108 |
1.1108 |
1.1034 |
1.1069 |
| PP |
1.1030 |
1.1030 |
1.1030 |
1.1011 |
| S1 |
1.0941 |
1.0941 |
1.1004 |
1.0903 |
| S2 |
1.0864 |
1.0864 |
1.0988 |
|
| S3 |
1.0697 |
1.0775 |
1.0973 |
|
| S4 |
1.0531 |
1.0608 |
1.0927 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1119 |
1.0953 |
0.0167 |
1.5% |
0.0077 |
0.7% |
49% |
False |
False |
648 |
| 10 |
1.1209 |
1.0953 |
0.0257 |
2.3% |
0.0067 |
0.6% |
32% |
False |
False |
461 |
| 20 |
1.1209 |
1.0830 |
0.0380 |
3.4% |
0.0066 |
0.6% |
54% |
False |
False |
397 |
| 40 |
1.1209 |
1.0764 |
0.0445 |
4.0% |
0.0061 |
0.6% |
61% |
False |
False |
268 |
| 60 |
1.1209 |
1.0632 |
0.0578 |
5.2% |
0.0056 |
0.5% |
70% |
False |
False |
219 |
| 80 |
1.1209 |
1.0581 |
0.0628 |
5.7% |
0.0051 |
0.5% |
72% |
False |
False |
188 |
| 100 |
1.1209 |
1.0581 |
0.0628 |
5.7% |
0.0047 |
0.4% |
72% |
False |
False |
168 |
| 120 |
1.1408 |
1.0581 |
0.0827 |
7.5% |
0.0047 |
0.4% |
55% |
False |
False |
143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1255 |
|
2.618 |
1.1176 |
|
1.618 |
1.1128 |
|
1.000 |
1.1099 |
|
0.618 |
1.1080 |
|
HIGH |
1.1051 |
|
0.618 |
1.1032 |
|
0.500 |
1.1027 |
|
0.382 |
1.1021 |
|
LOW |
1.1003 |
|
0.618 |
1.0973 |
|
1.000 |
1.0955 |
|
1.618 |
1.0925 |
|
2.618 |
1.0877 |
|
4.250 |
1.0799 |
|
|
| Fisher Pivots for day following 08-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1032 |
1.1027 |
| PP |
1.1029 |
1.1020 |
| S1 |
1.1027 |
1.1012 |
|