CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 10-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2024 |
10-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1031 |
1.1002 |
-0.0029 |
-0.3% |
1.1113 |
| High |
1.1036 |
1.1043 |
0.0008 |
0.1% |
1.1119 |
| Low |
1.0985 |
1.0998 |
0.0013 |
0.1% |
1.0953 |
| Close |
1.0997 |
1.1041 |
0.0045 |
0.4% |
1.1019 |
| Range |
0.0051 |
0.0045 |
-0.0006 |
-10.9% |
0.0167 |
| ATR |
0.0065 |
0.0063 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
329 |
377 |
48 |
14.6% |
2,902 |
|
| Daily Pivots for day following 10-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1162 |
1.1147 |
1.1066 |
|
| R3 |
1.1117 |
1.1102 |
1.1053 |
|
| R2 |
1.1072 |
1.1072 |
1.1049 |
|
| R1 |
1.1057 |
1.1057 |
1.1045 |
1.1065 |
| PP |
1.1027 |
1.1027 |
1.1027 |
1.1031 |
| S1 |
1.1012 |
1.1012 |
1.1037 |
1.1020 |
| S2 |
1.0982 |
1.0982 |
1.1033 |
|
| S3 |
1.0937 |
1.0967 |
1.1029 |
|
| S4 |
1.0892 |
1.0922 |
1.1016 |
|
|
| 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 |
1.1072 |
1.0953 |
0.0119 |
1.1% |
0.0062 |
0.6% |
74% |
False |
False |
475 |
| 10 |
1.1209 |
1.0953 |
0.0257 |
2.3% |
0.0069 |
0.6% |
35% |
False |
False |
494 |
| 20 |
1.1209 |
1.0856 |
0.0353 |
3.2% |
0.0066 |
0.6% |
52% |
False |
False |
417 |
| 40 |
1.1209 |
1.0770 |
0.0439 |
4.0% |
0.0061 |
0.6% |
62% |
False |
False |
282 |
| 60 |
1.1209 |
1.0645 |
0.0564 |
5.1% |
0.0055 |
0.5% |
70% |
False |
False |
226 |
| 80 |
1.1209 |
1.0581 |
0.0628 |
5.7% |
0.0051 |
0.5% |
73% |
False |
False |
197 |
| 100 |
1.1209 |
1.0581 |
0.0628 |
5.7% |
0.0048 |
0.4% |
73% |
False |
False |
175 |
| 120 |
1.1319 |
1.0581 |
0.0738 |
6.7% |
0.0046 |
0.4% |
62% |
False |
False |
149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1234 |
|
2.618 |
1.1161 |
|
1.618 |
1.1116 |
|
1.000 |
1.1088 |
|
0.618 |
1.1071 |
|
HIGH |
1.1043 |
|
0.618 |
1.1026 |
|
0.500 |
1.1021 |
|
0.382 |
1.1015 |
|
LOW |
1.0998 |
|
0.618 |
1.0970 |
|
1.000 |
1.0953 |
|
1.618 |
1.0925 |
|
2.618 |
1.0880 |
|
4.250 |
1.0807 |
|
|
| Fisher Pivots for day following 10-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1034 |
1.1033 |
| PP |
1.1027 |
1.1026 |
| S1 |
1.1021 |
1.1018 |
|