CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 11-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1002 |
1.1048 |
0.0046 |
0.4% |
1.1113 |
| High |
1.1043 |
1.1080 |
0.0037 |
0.3% |
1.1119 |
| Low |
1.0998 |
1.1001 |
0.0003 |
0.0% |
1.0953 |
| Close |
1.1041 |
1.1050 |
0.0009 |
0.1% |
1.1019 |
| Range |
0.0045 |
0.0079 |
0.0034 |
75.6% |
0.0167 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.8% |
0.0000 |
| Volume |
377 |
717 |
340 |
90.2% |
2,902 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1281 |
1.1244 |
1.1093 |
|
| R3 |
1.1202 |
1.1165 |
1.1072 |
|
| R2 |
1.1123 |
1.1123 |
1.1064 |
|
| R1 |
1.1086 |
1.1086 |
1.1057 |
1.1105 |
| PP |
1.1044 |
1.1044 |
1.1044 |
1.1053 |
| S1 |
1.1007 |
1.1007 |
1.1043 |
1.1026 |
| S2 |
1.0965 |
1.0965 |
1.1036 |
|
| S3 |
1.0886 |
1.0928 |
1.1028 |
|
| S4 |
1.0807 |
1.0849 |
1.1007 |
|
|
| 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 |
1.1080 |
1.0953 |
0.0128 |
1.2% |
0.0068 |
0.6% |
76% |
True |
False |
459 |
| 10 |
1.1209 |
1.0953 |
0.0257 |
2.3% |
0.0068 |
0.6% |
38% |
False |
False |
535 |
| 20 |
1.1209 |
1.0872 |
0.0338 |
3.1% |
0.0068 |
0.6% |
53% |
False |
False |
447 |
| 40 |
1.1209 |
1.0770 |
0.0439 |
4.0% |
0.0063 |
0.6% |
64% |
False |
False |
299 |
| 60 |
1.1209 |
1.0645 |
0.0564 |
5.1% |
0.0056 |
0.5% |
72% |
False |
False |
235 |
| 80 |
1.1209 |
1.0581 |
0.0628 |
5.7% |
0.0052 |
0.5% |
75% |
False |
False |
205 |
| 100 |
1.1209 |
1.0581 |
0.0628 |
5.7% |
0.0048 |
0.4% |
75% |
False |
False |
182 |
| 120 |
1.1319 |
1.0581 |
0.0738 |
6.7% |
0.0047 |
0.4% |
64% |
False |
False |
154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1416 |
|
2.618 |
1.1287 |
|
1.618 |
1.1208 |
|
1.000 |
1.1159 |
|
0.618 |
1.1129 |
|
HIGH |
1.1080 |
|
0.618 |
1.1050 |
|
0.500 |
1.1041 |
|
0.382 |
1.1031 |
|
LOW |
1.1001 |
|
0.618 |
1.0952 |
|
1.000 |
1.0922 |
|
1.618 |
1.0873 |
|
2.618 |
1.0794 |
|
4.250 |
1.0665 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1047 |
1.1044 |
| PP |
1.1044 |
1.1038 |
| S1 |
1.1041 |
1.1033 |
|