CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 16-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2024 |
16-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1041 |
1.1015 |
-0.0026 |
-0.2% |
1.1015 |
| High |
1.1055 |
1.1034 |
-0.0021 |
-0.2% |
1.1080 |
| Low |
1.1006 |
1.0929 |
-0.0077 |
-0.7% |
1.0985 |
| Close |
1.1025 |
1.0940 |
-0.0085 |
-0.8% |
1.1025 |
| Range |
0.0049 |
0.0105 |
0.0056 |
114.3% |
0.0095 |
| ATR |
0.0063 |
0.0066 |
0.0003 |
4.7% |
0.0000 |
| Volume |
1,276 |
2,369 |
1,093 |
85.7% |
3,040 |
|
| Daily Pivots for day following 16-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1282 |
1.1216 |
1.0997 |
|
| R3 |
1.1177 |
1.1111 |
1.0968 |
|
| R2 |
1.1072 |
1.1072 |
1.0959 |
|
| R1 |
1.1006 |
1.1006 |
1.0949 |
1.0987 |
| PP |
1.0967 |
1.0967 |
1.0967 |
1.0958 |
| S1 |
1.0901 |
1.0901 |
1.0930 |
1.0882 |
| S2 |
1.0862 |
1.0862 |
1.0920 |
|
| S3 |
1.0757 |
1.0796 |
1.0911 |
|
| S4 |
1.0652 |
1.0691 |
1.0882 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1315 |
1.1265 |
1.1077 |
|
| R3 |
1.1220 |
1.1170 |
1.1051 |
|
| R2 |
1.1125 |
1.1125 |
1.1042 |
|
| R1 |
1.1075 |
1.1075 |
1.1033 |
1.1100 |
| PP |
1.1030 |
1.1030 |
1.1030 |
1.1042 |
| S1 |
1.0980 |
1.0980 |
1.1016 |
1.1005 |
| S2 |
1.0935 |
1.0935 |
1.1007 |
|
| S3 |
1.0840 |
1.0885 |
1.0998 |
|
| S4 |
1.0745 |
1.0790 |
1.0972 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1080 |
1.0929 |
0.0152 |
1.4% |
0.0066 |
0.6% |
7% |
False |
True |
1,013 |
| 10 |
1.1119 |
1.0929 |
0.0191 |
1.7% |
0.0071 |
0.7% |
6% |
False |
True |
831 |
| 20 |
1.1209 |
1.0929 |
0.0281 |
2.6% |
0.0065 |
0.6% |
4% |
False |
True |
574 |
| 40 |
1.1209 |
1.0830 |
0.0380 |
3.5% |
0.0060 |
0.6% |
29% |
False |
False |
385 |
| 60 |
1.1209 |
1.0645 |
0.0564 |
5.2% |
0.0058 |
0.5% |
52% |
False |
False |
295 |
| 80 |
1.1209 |
1.0581 |
0.0628 |
5.7% |
0.0053 |
0.5% |
57% |
False |
False |
249 |
| 100 |
1.1209 |
1.0581 |
0.0628 |
5.7% |
0.0049 |
0.5% |
57% |
False |
False |
217 |
| 120 |
1.1319 |
1.0581 |
0.0738 |
6.7% |
0.0048 |
0.4% |
49% |
False |
False |
185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1480 |
|
2.618 |
1.1308 |
|
1.618 |
1.1203 |
|
1.000 |
1.1139 |
|
0.618 |
1.1098 |
|
HIGH |
1.1034 |
|
0.618 |
1.0993 |
|
0.500 |
1.0981 |
|
0.382 |
1.0969 |
|
LOW |
1.0929 |
|
0.618 |
1.0864 |
|
1.000 |
1.0824 |
|
1.618 |
1.0759 |
|
2.618 |
1.0654 |
|
4.250 |
1.0482 |
|
|
| Fisher Pivots for day following 16-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0981 |
1.1004 |
| PP |
1.0967 |
1.0983 |
| S1 |
1.0953 |
1.0961 |
|