CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 07-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2024 |
07-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0801 |
1.0815 |
0.0015 |
0.1% |
1.0904 |
| High |
1.0821 |
1.0841 |
0.0020 |
0.2% |
1.0958 |
| Low |
1.0782 |
1.0814 |
0.0033 |
0.3% |
1.0841 |
| Close |
1.0809 |
1.0830 |
0.0022 |
0.2% |
1.0853 |
| Range |
0.0040 |
0.0027 |
-0.0013 |
-32.9% |
0.0117 |
| ATR |
0.0068 |
0.0065 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
1,530 |
488 |
-1,042 |
-68.1% |
5,332 |
|
| Daily Pivots for day following 07-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0908 |
1.0895 |
1.0845 |
|
| R3 |
1.0881 |
1.0869 |
1.0837 |
|
| R2 |
1.0855 |
1.0855 |
1.0835 |
|
| R1 |
1.0842 |
1.0842 |
1.0832 |
1.0849 |
| PP |
1.0828 |
1.0828 |
1.0828 |
1.0831 |
| S1 |
1.0816 |
1.0816 |
1.0828 |
1.0822 |
| S2 |
1.0802 |
1.0802 |
1.0825 |
|
| S3 |
1.0775 |
1.0789 |
1.0823 |
|
| S4 |
1.0749 |
1.0763 |
1.0815 |
|
|
| 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% |
0.0067 |
0.6% |
28% |
False |
False |
1,051 |
| 10 |
1.0960 |
1.0782 |
0.0178 |
1.6% |
0.0066 |
0.6% |
27% |
False |
False |
1,011 |
| 20 |
1.1080 |
1.0782 |
0.0299 |
2.8% |
0.0063 |
0.6% |
16% |
False |
False |
973 |
| 40 |
1.1209 |
1.0782 |
0.0428 |
3.9% |
0.0064 |
0.6% |
11% |
False |
False |
690 |
| 60 |
1.1209 |
1.0764 |
0.0445 |
4.1% |
0.0061 |
0.6% |
15% |
False |
False |
507 |
| 80 |
1.1209 |
1.0632 |
0.0578 |
5.3% |
0.0057 |
0.5% |
34% |
False |
False |
410 |
| 100 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0053 |
0.5% |
40% |
False |
False |
348 |
| 120 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0050 |
0.5% |
40% |
False |
False |
305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0953 |
|
2.618 |
1.0910 |
|
1.618 |
1.0883 |
|
1.000 |
1.0867 |
|
0.618 |
1.0857 |
|
HIGH |
1.0841 |
|
0.618 |
1.0830 |
|
0.500 |
1.0827 |
|
0.382 |
1.0824 |
|
LOW |
1.0814 |
|
0.618 |
1.0798 |
|
1.000 |
1.0788 |
|
1.618 |
1.0771 |
|
2.618 |
1.0745 |
|
4.250 |
1.0701 |
|
|
| Fisher Pivots for day following 07-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0829 |
1.0824 |
| PP |
1.0828 |
1.0819 |
| S1 |
1.0827 |
1.0813 |
|