CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 05-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2024 |
05-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0937 |
1.0840 |
-0.0097 |
-0.9% |
1.0904 |
| High |
1.0958 |
1.0845 |
-0.0113 |
-1.0% |
1.0958 |
| Low |
1.0842 |
1.0786 |
-0.0056 |
-0.5% |
1.0841 |
| Close |
1.0853 |
1.0802 |
-0.0051 |
-0.5% |
1.0853 |
| Range |
0.0116 |
0.0060 |
-0.0057 |
-48.7% |
0.0117 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
1,023 |
1,172 |
149 |
14.6% |
5,332 |
|
| Daily Pivots for day following 05-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0989 |
1.0955 |
1.0835 |
|
| R3 |
1.0930 |
1.0896 |
1.0818 |
|
| R2 |
1.0870 |
1.0870 |
1.0813 |
|
| R1 |
1.0836 |
1.0836 |
1.0807 |
1.0824 |
| PP |
1.0811 |
1.0811 |
1.0811 |
1.0805 |
| S1 |
1.0777 |
1.0777 |
1.0797 |
1.0764 |
| S2 |
1.0751 |
1.0751 |
1.0791 |
|
| S3 |
1.0692 |
1.0717 |
1.0786 |
|
| S4 |
1.0632 |
1.0658 |
1.0769 |
|
|
| 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 |
1.0786 |
0.0172 |
1.6% |
0.0080 |
0.7% |
10% |
False |
True |
1,160 |
| 10 |
1.0995 |
1.0786 |
0.0209 |
1.9% |
0.0076 |
0.7% |
8% |
False |
True |
962 |
| 20 |
1.1080 |
1.0786 |
0.0295 |
2.7% |
0.0065 |
0.6% |
6% |
False |
True |
905 |
| 40 |
1.1209 |
1.0786 |
0.0424 |
3.9% |
0.0065 |
0.6% |
4% |
False |
True |
645 |
| 60 |
1.1209 |
1.0764 |
0.0445 |
4.1% |
0.0062 |
0.6% |
9% |
False |
False |
476 |
| 80 |
1.1209 |
1.0632 |
0.0578 |
5.3% |
0.0058 |
0.5% |
30% |
False |
False |
390 |
| 100 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0054 |
0.5% |
35% |
False |
False |
328 |
| 120 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0050 |
0.5% |
35% |
False |
False |
288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1098 |
|
2.618 |
1.1001 |
|
1.618 |
1.0941 |
|
1.000 |
1.0905 |
|
0.618 |
1.0882 |
|
HIGH |
1.0845 |
|
0.618 |
1.0822 |
|
0.500 |
1.0815 |
|
0.382 |
1.0808 |
|
LOW |
1.0786 |
|
0.618 |
1.0749 |
|
1.000 |
1.0726 |
|
1.618 |
1.0689 |
|
2.618 |
1.0630 |
|
4.250 |
1.0533 |
|
|
| Fisher Pivots for day following 05-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0815 |
1.0872 |
| PP |
1.0811 |
1.0848 |
| S1 |
1.0806 |
1.0825 |
|