CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 30-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2024 |
30-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0904 |
1.0898 |
-0.0007 |
-0.1% |
1.0960 |
| High |
1.0907 |
1.0917 |
0.0010 |
0.1% |
1.0995 |
| Low |
1.0859 |
1.0880 |
0.0021 |
0.2% |
1.0875 |
| Close |
1.0881 |
1.0908 |
0.0027 |
0.2% |
1.0920 |
| Range |
0.0048 |
0.0037 |
-0.0011 |
-22.9% |
0.0120 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
702 |
569 |
-133 |
-18.9% |
3,450 |
|
| Daily Pivots for day following 30-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1013 |
1.0997 |
1.0928 |
|
| R3 |
1.0976 |
1.0960 |
1.0918 |
|
| R2 |
1.0939 |
1.0939 |
1.0914 |
|
| R1 |
1.0923 |
1.0923 |
1.0911 |
1.0931 |
| PP |
1.0902 |
1.0902 |
1.0902 |
1.0905 |
| S1 |
1.0886 |
1.0886 |
1.0904 |
1.0894 |
| S2 |
1.0865 |
1.0865 |
1.0901 |
|
| S3 |
1.0828 |
1.0849 |
1.0897 |
|
| S4 |
1.0791 |
1.0812 |
1.0887 |
|
|
| 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% |
0.0062 |
0.6% |
36% |
False |
False |
758 |
| 10 |
1.0995 |
1.0859 |
0.0136 |
1.2% |
0.0055 |
0.5% |
36% |
False |
False |
747 |
| 20 |
1.1119 |
1.0859 |
0.0260 |
2.4% |
0.0063 |
0.6% |
19% |
False |
False |
789 |
| 40 |
1.1209 |
1.0830 |
0.0380 |
3.5% |
0.0062 |
0.6% |
21% |
False |
False |
553 |
| 60 |
1.1209 |
1.0711 |
0.0498 |
4.6% |
0.0059 |
0.5% |
39% |
False |
False |
397 |
| 80 |
1.1209 |
1.0632 |
0.0578 |
5.3% |
0.0055 |
0.5% |
48% |
False |
False |
330 |
| 100 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0051 |
0.5% |
52% |
False |
False |
278 |
| 120 |
1.1211 |
1.0581 |
0.0630 |
5.8% |
0.0048 |
0.4% |
52% |
False |
False |
246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1074 |
|
2.618 |
1.1014 |
|
1.618 |
1.0977 |
|
1.000 |
1.0954 |
|
0.618 |
1.0940 |
|
HIGH |
1.0917 |
|
0.618 |
1.0903 |
|
0.500 |
1.0899 |
|
0.382 |
1.0894 |
|
LOW |
1.0880 |
|
0.618 |
1.0857 |
|
1.000 |
1.0843 |
|
1.618 |
1.0820 |
|
2.618 |
1.0783 |
|
4.250 |
1.0723 |
|
|
| Fisher Pivots for day following 30-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0905 |
1.0906 |
| PP |
1.0902 |
1.0905 |
| S1 |
1.0899 |
1.0904 |
|