CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 06-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2024 |
06-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0840 |
1.0801 |
-0.0039 |
-0.4% |
1.0904 |
| High |
1.0845 |
1.0821 |
-0.0024 |
-0.2% |
1.0958 |
| Low |
1.0786 |
1.0782 |
-0.0004 |
0.0% |
1.0841 |
| Close |
1.0802 |
1.0809 |
0.0007 |
0.1% |
1.0853 |
| Range |
0.0060 |
0.0040 |
-0.0020 |
-33.6% |
0.0117 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
1,172 |
1,530 |
358 |
30.5% |
5,332 |
|
| Daily Pivots for day following 06-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0922 |
1.0905 |
1.0830 |
|
| R3 |
1.0883 |
1.0865 |
1.0819 |
|
| R2 |
1.0843 |
1.0843 |
1.0816 |
|
| R1 |
1.0826 |
1.0826 |
1.0812 |
1.0835 |
| PP |
1.0804 |
1.0804 |
1.0804 |
1.0808 |
| S1 |
1.0786 |
1.0786 |
1.0805 |
1.0795 |
| S2 |
1.0764 |
1.0764 |
1.0801 |
|
| S3 |
1.0725 |
1.0747 |
1.0798 |
|
| S4 |
1.0685 |
1.0707 |
1.0787 |
|
|
| 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 |
1.0782 |
0.0176 |
1.6% |
0.0081 |
0.7% |
15% |
False |
True |
1,352 |
| 10 |
1.0995 |
1.0782 |
0.0213 |
2.0% |
0.0071 |
0.7% |
13% |
False |
True |
1,055 |
| 20 |
1.1080 |
1.0782 |
0.0299 |
2.8% |
0.0064 |
0.6% |
9% |
False |
True |
965 |
| 40 |
1.1209 |
1.0782 |
0.0428 |
4.0% |
0.0065 |
0.6% |
6% |
False |
True |
681 |
| 60 |
1.1209 |
1.0764 |
0.0445 |
4.1% |
0.0062 |
0.6% |
10% |
False |
False |
500 |
| 80 |
1.1209 |
1.0632 |
0.0578 |
5.3% |
0.0058 |
0.5% |
31% |
False |
False |
406 |
| 100 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0054 |
0.5% |
36% |
False |
False |
344 |
| 120 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0050 |
0.5% |
36% |
False |
False |
301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0989 |
|
2.618 |
1.0924 |
|
1.618 |
1.0885 |
|
1.000 |
1.0861 |
|
0.618 |
1.0845 |
|
HIGH |
1.0821 |
|
0.618 |
1.0806 |
|
0.500 |
1.0801 |
|
0.382 |
1.0797 |
|
LOW |
1.0782 |
|
0.618 |
1.0757 |
|
1.000 |
1.0742 |
|
1.618 |
1.0718 |
|
2.618 |
1.0678 |
|
4.250 |
1.0614 |
|
|
| Fisher Pivots for day following 06-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0806 |
1.0870 |
| PP |
1.0804 |
1.0849 |
| S1 |
1.0801 |
1.0829 |
|