CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 29-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2024 |
29-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0908 |
1.0904 |
-0.0004 |
0.0% |
1.0960 |
| High |
1.0948 |
1.0907 |
-0.0041 |
-0.4% |
1.0995 |
| Low |
1.0875 |
1.0859 |
-0.0016 |
-0.1% |
1.0875 |
| Close |
1.0920 |
1.0881 |
-0.0039 |
-0.4% |
1.0920 |
| Range |
0.0073 |
0.0048 |
-0.0025 |
-34.2% |
0.0120 |
| ATR |
0.0065 |
0.0064 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
906 |
702 |
-204 |
-22.5% |
3,450 |
|
| Daily Pivots for day following 29-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1026 |
1.1002 |
1.0907 |
|
| R3 |
1.0978 |
1.0954 |
1.0894 |
|
| R2 |
1.0930 |
1.0930 |
1.0890 |
|
| R1 |
1.0906 |
1.0906 |
1.0885 |
1.0894 |
| PP |
1.0882 |
1.0882 |
1.0882 |
1.0877 |
| S1 |
1.0858 |
1.0858 |
1.0877 |
1.0846 |
| S2 |
1.0834 |
1.0834 |
1.0872 |
|
| S3 |
1.0786 |
1.0810 |
1.0868 |
|
| S4 |
1.0738 |
1.0762 |
1.0855 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1288 |
1.1224 |
1.0986 |
|
| R3 |
1.1169 |
1.1104 |
1.0953 |
|
| R2 |
1.1049 |
1.1049 |
1.0942 |
|
| R1 |
1.0985 |
1.0985 |
1.0931 |
1.0957 |
| PP |
1.0930 |
1.0930 |
1.0930 |
1.0916 |
| S1 |
1.0865 |
1.0865 |
1.0909 |
1.0838 |
| S2 |
1.0810 |
1.0810 |
1.0898 |
|
| S3 |
1.0691 |
1.0746 |
1.0887 |
|
| S4 |
1.0571 |
1.0626 |
1.0854 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0995 |
1.0859 |
0.0136 |
1.2% |
0.0073 |
0.7% |
16% |
False |
True |
764 |
| 10 |
1.1034 |
1.0859 |
0.0175 |
1.6% |
0.0062 |
0.6% |
13% |
False |
True |
927 |
| 20 |
1.1161 |
1.0859 |
0.0302 |
2.8% |
0.0064 |
0.6% |
7% |
False |
True |
782 |
| 40 |
1.1209 |
1.0830 |
0.0380 |
3.5% |
0.0063 |
0.6% |
14% |
False |
False |
542 |
| 60 |
1.1209 |
1.0647 |
0.0563 |
5.2% |
0.0059 |
0.5% |
42% |
False |
False |
388 |
| 80 |
1.1209 |
1.0630 |
0.0579 |
5.3% |
0.0055 |
0.5% |
43% |
False |
False |
327 |
| 100 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0051 |
0.5% |
48% |
False |
False |
272 |
| 120 |
1.1211 |
1.0581 |
0.0630 |
5.8% |
0.0048 |
0.4% |
48% |
False |
False |
241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1111 |
|
2.618 |
1.1033 |
|
1.618 |
1.0985 |
|
1.000 |
1.0955 |
|
0.618 |
1.0937 |
|
HIGH |
1.0907 |
|
0.618 |
1.0889 |
|
0.500 |
1.0883 |
|
0.382 |
1.0877 |
|
LOW |
1.0859 |
|
0.618 |
1.0829 |
|
1.000 |
1.0811 |
|
1.618 |
1.0781 |
|
2.618 |
1.0733 |
|
4.250 |
1.0655 |
|
|
| Fisher Pivots for day following 29-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0883 |
1.0909 |
| PP |
1.0882 |
1.0900 |
| S1 |
1.0882 |
1.0890 |
|