CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 18-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2024 |
18-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0942 |
1.0948 |
0.0007 |
0.1% |
1.1015 |
| High |
1.0948 |
1.0970 |
0.0023 |
0.2% |
1.1080 |
| Low |
1.0911 |
1.0913 |
0.0002 |
0.0% |
1.0985 |
| Close |
1.0940 |
1.0926 |
-0.0014 |
-0.1% |
1.1025 |
| Range |
0.0037 |
0.0057 |
0.0021 |
56.2% |
0.0095 |
| ATR |
0.0064 |
0.0064 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
1,220 |
890 |
-330 |
-27.0% |
3,040 |
|
| Daily Pivots for day following 18-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1107 |
1.1074 |
1.0957 |
|
| R3 |
1.1050 |
1.1017 |
1.0942 |
|
| R2 |
1.0993 |
1.0993 |
1.0936 |
|
| R1 |
1.0960 |
1.0960 |
1.0931 |
1.0948 |
| PP |
1.0936 |
1.0936 |
1.0936 |
1.0931 |
| S1 |
1.0903 |
1.0903 |
1.0921 |
1.0891 |
| S2 |
1.0879 |
1.0879 |
1.0916 |
|
| S3 |
1.0822 |
1.0846 |
1.0910 |
|
| S4 |
1.0765 |
1.0789 |
1.0895 |
|
|
| 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 |
1.0911 |
0.0169 |
1.5% |
0.0065 |
0.6% |
9% |
False |
False |
1,294 |
| 10 |
1.1080 |
1.0911 |
0.0169 |
1.5% |
0.0064 |
0.6% |
9% |
False |
False |
884 |
| 20 |
1.1209 |
1.0911 |
0.0298 |
2.7% |
0.0063 |
0.6% |
5% |
False |
False |
655 |
| 40 |
1.1209 |
1.0830 |
0.0380 |
3.5% |
0.0060 |
0.5% |
25% |
False |
False |
436 |
| 60 |
1.1209 |
1.0645 |
0.0564 |
5.2% |
0.0058 |
0.5% |
50% |
False |
False |
325 |
| 80 |
1.1209 |
1.0581 |
0.0628 |
5.7% |
0.0053 |
0.5% |
55% |
False |
False |
273 |
| 100 |
1.1209 |
1.0581 |
0.0628 |
5.7% |
0.0049 |
0.5% |
55% |
False |
False |
237 |
| 120 |
1.1226 |
1.0581 |
0.0645 |
5.9% |
0.0047 |
0.4% |
53% |
False |
False |
202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1212 |
|
2.618 |
1.1119 |
|
1.618 |
1.1062 |
|
1.000 |
1.1027 |
|
0.618 |
1.1005 |
|
HIGH |
1.0970 |
|
0.618 |
1.0948 |
|
0.500 |
1.0942 |
|
0.382 |
1.0935 |
|
LOW |
1.0913 |
|
0.618 |
1.0878 |
|
1.000 |
1.0856 |
|
1.618 |
1.0821 |
|
2.618 |
1.0764 |
|
4.250 |
1.0671 |
|
|
| Fisher Pivots for day following 18-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0942 |
1.0972 |
| PP |
1.0936 |
1.0957 |
| S1 |
1.0931 |
1.0941 |
|