CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 02-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2024 |
02-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0872 |
1.0937 |
0.0065 |
0.6% |
1.0904 |
| High |
1.0936 |
1.0958 |
0.0022 |
0.2% |
1.0958 |
| Low |
1.0841 |
1.0842 |
0.0001 |
0.0% |
1.0841 |
| Close |
1.0933 |
1.0853 |
-0.0080 |
-0.7% |
1.0853 |
| Range |
0.0095 |
0.0116 |
0.0022 |
22.8% |
0.0117 |
| ATR |
0.0067 |
0.0070 |
0.0004 |
5.3% |
0.0000 |
| Volume |
1,045 |
1,023 |
-22 |
-2.1% |
5,332 |
|
| Daily Pivots for day following 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1232 |
1.1159 |
1.0917 |
|
| R3 |
1.1116 |
1.1043 |
1.0885 |
|
| R2 |
1.1000 |
1.1000 |
1.0874 |
|
| R1 |
1.0927 |
1.0927 |
1.0864 |
1.0905 |
| PP |
1.0884 |
1.0884 |
1.0884 |
1.0873 |
| S1 |
1.0811 |
1.0811 |
1.0842 |
1.0789 |
| S2 |
1.0768 |
1.0768 |
1.0832 |
|
| S3 |
1.0652 |
1.0695 |
1.0821 |
|
| S4 |
1.0536 |
1.0579 |
1.0789 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1233 |
1.1160 |
1.0917 |
|
| R3 |
1.1117 |
1.1043 |
1.0885 |
|
| R2 |
1.1000 |
1.1000 |
1.0874 |
|
| R1 |
1.0927 |
1.0927 |
1.0864 |
1.0905 |
| PP |
1.0884 |
1.0884 |
1.0884 |
1.0873 |
| S1 |
1.0810 |
1.0810 |
1.0842 |
1.0789 |
| S2 |
1.0767 |
1.0767 |
1.0832 |
|
| S3 |
1.0651 |
1.0694 |
1.0821 |
|
| S4 |
1.0534 |
1.0577 |
1.0789 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0958 |
1.0841 |
0.0117 |
1.1% |
0.0078 |
0.7% |
10% |
True |
False |
1,066 |
| 10 |
1.0995 |
1.0841 |
0.0154 |
1.4% |
0.0073 |
0.7% |
8% |
False |
False |
878 |
| 20 |
1.1080 |
1.0841 |
0.0239 |
2.2% |
0.0068 |
0.6% |
5% |
False |
False |
873 |
| 40 |
1.1209 |
1.0830 |
0.0380 |
3.5% |
0.0065 |
0.6% |
6% |
False |
False |
631 |
| 60 |
1.1209 |
1.0764 |
0.0445 |
4.1% |
0.0061 |
0.6% |
20% |
False |
False |
458 |
| 80 |
1.1209 |
1.0632 |
0.0578 |
5.3% |
0.0057 |
0.5% |
38% |
False |
False |
377 |
| 100 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0053 |
0.5% |
43% |
False |
False |
318 |
| 120 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0050 |
0.5% |
43% |
False |
False |
279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1451 |
|
2.618 |
1.1261 |
|
1.618 |
1.1145 |
|
1.000 |
1.1074 |
|
0.618 |
1.1029 |
|
HIGH |
1.0958 |
|
0.618 |
1.0913 |
|
0.500 |
1.0900 |
|
0.382 |
1.0886 |
|
LOW |
1.0842 |
|
0.618 |
1.0770 |
|
1.000 |
1.0726 |
|
1.618 |
1.0654 |
|
2.618 |
1.0538 |
|
4.250 |
1.0349 |
|
|
| Fisher Pivots for day following 02-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0900 |
1.0899 |
| PP |
1.0884 |
1.0884 |
| S1 |
1.0869 |
1.0868 |
|