CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 19-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2024 |
19-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0948 |
1.0942 |
-0.0006 |
-0.1% |
1.1015 |
| High |
1.0970 |
1.0962 |
-0.0009 |
-0.1% |
1.1034 |
| Low |
1.0913 |
1.0930 |
0.0017 |
0.2% |
1.0911 |
| Close |
1.0926 |
1.0957 |
0.0031 |
0.3% |
1.0957 |
| Range |
0.0057 |
0.0032 |
-0.0026 |
-44.7% |
0.0123 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
890 |
642 |
-248 |
-27.9% |
5,121 |
|
| Daily Pivots for day following 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1044 |
1.1032 |
1.0974 |
|
| R3 |
1.1013 |
1.1001 |
1.0966 |
|
| R2 |
1.0981 |
1.0981 |
1.0963 |
|
| R1 |
1.0969 |
1.0969 |
1.0960 |
1.0975 |
| PP |
1.0950 |
1.0950 |
1.0950 |
1.0953 |
| S1 |
1.0938 |
1.0938 |
1.0954 |
1.0944 |
| S2 |
1.0918 |
1.0918 |
1.0951 |
|
| S3 |
1.0887 |
1.0906 |
1.0948 |
|
| S4 |
1.0855 |
1.0875 |
1.0940 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1335 |
1.1268 |
1.1024 |
|
| R3 |
1.1212 |
1.1146 |
1.0991 |
|
| R2 |
1.1090 |
1.1090 |
1.0979 |
|
| R1 |
1.1023 |
1.1023 |
1.0968 |
1.0995 |
| PP |
1.0967 |
1.0967 |
1.0967 |
1.0953 |
| S1 |
1.0901 |
1.0901 |
1.0946 |
1.0873 |
| S2 |
1.0845 |
1.0845 |
1.0935 |
|
| S3 |
1.0722 |
1.0778 |
1.0923 |
|
| S4 |
1.0600 |
1.0656 |
1.0890 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1055 |
1.0911 |
0.0144 |
1.3% |
0.0056 |
0.5% |
32% |
False |
False |
1,279 |
| 10 |
1.1080 |
1.0911 |
0.0169 |
1.5% |
0.0062 |
0.6% |
27% |
False |
False |
869 |
| 20 |
1.1209 |
1.0911 |
0.0298 |
2.7% |
0.0062 |
0.6% |
15% |
False |
False |
669 |
| 40 |
1.1209 |
1.0830 |
0.0380 |
3.5% |
0.0060 |
0.5% |
34% |
False |
False |
450 |
| 60 |
1.1209 |
1.0645 |
0.0564 |
5.1% |
0.0058 |
0.5% |
55% |
False |
False |
334 |
| 80 |
1.1209 |
1.0581 |
0.0628 |
5.7% |
0.0053 |
0.5% |
60% |
False |
False |
280 |
| 100 |
1.1209 |
1.0581 |
0.0628 |
5.7% |
0.0049 |
0.4% |
60% |
False |
False |
243 |
| 120 |
1.1213 |
1.0581 |
0.0632 |
5.8% |
0.0046 |
0.4% |
60% |
False |
False |
207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1095 |
|
2.618 |
1.1044 |
|
1.618 |
1.1012 |
|
1.000 |
1.0993 |
|
0.618 |
1.0981 |
|
HIGH |
1.0962 |
|
0.618 |
1.0949 |
|
0.500 |
1.0946 |
|
0.382 |
1.0942 |
|
LOW |
1.0930 |
|
0.618 |
1.0911 |
|
1.000 |
1.0899 |
|
1.618 |
1.0879 |
|
2.618 |
1.0848 |
|
4.250 |
1.0796 |
|
|
| Fisher Pivots for day following 19-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0953 |
1.0952 |
| PP |
1.0950 |
1.0946 |
| S1 |
1.0946 |
1.0941 |
|