CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 31-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2024 |
31-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0898 |
1.0903 |
0.0005 |
0.0% |
1.0960 |
| High |
1.0917 |
1.0946 |
0.0029 |
0.3% |
1.0995 |
| Low |
1.0880 |
1.0853 |
-0.0027 |
-0.2% |
1.0875 |
| Close |
1.0908 |
1.0902 |
-0.0006 |
-0.1% |
1.0920 |
| Range |
0.0037 |
0.0093 |
0.0056 |
151.4% |
0.0120 |
| ATR |
0.0062 |
0.0065 |
0.0002 |
3.5% |
0.0000 |
| Volume |
569 |
1,993 |
1,424 |
250.3% |
3,450 |
|
| Daily Pivots for day following 31-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1179 |
1.1133 |
1.0953 |
|
| R3 |
1.1086 |
1.1040 |
1.0927 |
|
| R2 |
1.0993 |
1.0993 |
1.0919 |
|
| R1 |
1.0947 |
1.0947 |
1.0910 |
1.0924 |
| PP |
1.0900 |
1.0900 |
1.0900 |
1.0888 |
| S1 |
1.0854 |
1.0854 |
1.0893 |
1.0831 |
| S2 |
1.0807 |
1.0807 |
1.0884 |
|
| S3 |
1.0714 |
1.0761 |
1.0876 |
|
| S4 |
1.0621 |
1.0668 |
1.0850 |
|
|
| 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 |
1.0960 |
1.0853 |
0.0107 |
1.0% |
0.0065 |
0.6% |
46% |
False |
True |
970 |
| 10 |
1.0995 |
1.0853 |
0.0142 |
1.3% |
0.0061 |
0.6% |
34% |
False |
True |
824 |
| 20 |
1.1080 |
1.0853 |
0.0227 |
2.1% |
0.0063 |
0.6% |
21% |
False |
True |
830 |
| 40 |
1.1209 |
1.0830 |
0.0380 |
3.5% |
0.0063 |
0.6% |
19% |
False |
False |
592 |
| 60 |
1.1209 |
1.0729 |
0.0481 |
4.4% |
0.0060 |
0.5% |
36% |
False |
False |
427 |
| 80 |
1.1209 |
1.0632 |
0.0578 |
5.3% |
0.0056 |
0.5% |
47% |
False |
False |
355 |
| 100 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0052 |
0.5% |
51% |
False |
False |
297 |
| 120 |
1.1211 |
1.0581 |
0.0630 |
5.8% |
0.0049 |
0.4% |
51% |
False |
False |
262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1341 |
|
2.618 |
1.1189 |
|
1.618 |
1.1096 |
|
1.000 |
1.1039 |
|
0.618 |
1.1003 |
|
HIGH |
1.0946 |
|
0.618 |
1.0910 |
|
0.500 |
1.0900 |
|
0.382 |
1.0889 |
|
LOW |
1.0853 |
|
0.618 |
1.0796 |
|
1.000 |
1.0760 |
|
1.618 |
1.0703 |
|
2.618 |
1.0610 |
|
4.250 |
1.0458 |
|
|
| Fisher Pivots for day following 31-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0901 |
1.0901 |
| PP |
1.0900 |
1.0900 |
| S1 |
1.0900 |
1.0900 |
|