CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 24-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2024 |
24-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0942 |
1.0919 |
-0.0023 |
-0.2% |
1.1015 |
| High |
1.0980 |
1.0995 |
0.0015 |
0.1% |
1.1034 |
| Low |
1.0887 |
1.0919 |
0.0033 |
0.3% |
1.0911 |
| Close |
1.0908 |
1.0952 |
0.0044 |
0.4% |
1.0957 |
| Range |
0.0093 |
0.0076 |
-0.0018 |
-18.8% |
0.0123 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
2.9% |
0.0000 |
| Volume |
597 |
931 |
334 |
55.9% |
5,121 |
|
| Daily Pivots for day following 24-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1182 |
1.1142 |
1.0994 |
|
| R3 |
1.1106 |
1.1067 |
1.0973 |
|
| R2 |
1.1031 |
1.1031 |
1.0966 |
|
| R1 |
1.0991 |
1.0991 |
1.0959 |
1.1011 |
| PP |
1.0955 |
1.0955 |
1.0955 |
1.0965 |
| S1 |
1.0916 |
1.0916 |
1.0945 |
1.0936 |
| S2 |
1.0880 |
1.0880 |
1.0938 |
|
| S3 |
1.0804 |
1.0840 |
1.0931 |
|
| S4 |
1.0729 |
1.0765 |
1.0910 |
|
|
| 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 |
1.0995 |
1.0887 |
0.0108 |
1.0% |
0.0057 |
0.5% |
61% |
True |
False |
678 |
| 10 |
1.1080 |
1.0887 |
0.0194 |
1.8% |
0.0060 |
0.5% |
34% |
False |
False |
935 |
| 20 |
1.1209 |
1.0887 |
0.0323 |
2.9% |
0.0064 |
0.6% |
20% |
False |
False |
701 |
| 40 |
1.1209 |
1.0830 |
0.0380 |
3.5% |
0.0062 |
0.6% |
32% |
False |
False |
491 |
| 60 |
1.1209 |
1.0647 |
0.0563 |
5.1% |
0.0059 |
0.5% |
54% |
False |
False |
362 |
| 80 |
1.1209 |
1.0581 |
0.0628 |
5.7% |
0.0054 |
0.5% |
59% |
False |
False |
300 |
| 100 |
1.1209 |
1.0581 |
0.0628 |
5.7% |
0.0050 |
0.5% |
59% |
False |
False |
253 |
| 120 |
1.1213 |
1.0581 |
0.0632 |
5.8% |
0.0048 |
0.4% |
59% |
False |
False |
222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1315 |
|
2.618 |
1.1192 |
|
1.618 |
1.1117 |
|
1.000 |
1.1070 |
|
0.618 |
1.1041 |
|
HIGH |
1.0995 |
|
0.618 |
1.0966 |
|
0.500 |
1.0957 |
|
0.382 |
1.0948 |
|
LOW |
1.0919 |
|
0.618 |
1.0872 |
|
1.000 |
1.0844 |
|
1.618 |
1.0797 |
|
2.618 |
1.0721 |
|
4.250 |
1.0598 |
|
|
| Fisher Pivots for day following 24-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0957 |
1.0948 |
| PP |
1.0955 |
1.0944 |
| S1 |
1.0954 |
1.0941 |
|