CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 09-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2024 |
09-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0833 |
1.0834 |
0.0001 |
0.0% |
1.0840 |
| High |
1.0844 |
1.0852 |
0.0008 |
0.1% |
1.0852 |
| Low |
1.0800 |
1.0819 |
0.0019 |
0.2% |
1.0782 |
| Close |
1.0832 |
1.0838 |
0.0007 |
0.1% |
1.0838 |
| Range |
0.0044 |
0.0033 |
-0.0012 |
-26.1% |
0.0070 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
641 |
781 |
140 |
21.8% |
4,612 |
|
| Daily Pivots for day following 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0934 |
1.0918 |
1.0856 |
|
| R3 |
1.0901 |
1.0886 |
1.0847 |
|
| R2 |
1.0869 |
1.0869 |
1.0844 |
|
| R1 |
1.0853 |
1.0853 |
1.0841 |
1.0861 |
| PP |
1.0836 |
1.0836 |
1.0836 |
1.0840 |
| S1 |
1.0821 |
1.0821 |
1.0835 |
1.0829 |
| S2 |
1.0804 |
1.0804 |
1.0832 |
|
| S3 |
1.0771 |
1.0788 |
1.0829 |
|
| S4 |
1.0739 |
1.0756 |
1.0820 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1034 |
1.1006 |
1.0877 |
|
| R3 |
1.0964 |
1.0936 |
1.0857 |
|
| R2 |
1.0894 |
1.0894 |
1.0851 |
|
| R1 |
1.0866 |
1.0866 |
1.0844 |
1.0845 |
| PP |
1.0824 |
1.0824 |
1.0824 |
1.0813 |
| S1 |
1.0796 |
1.0796 |
1.0832 |
1.0775 |
| S2 |
1.0754 |
1.0754 |
1.0825 |
|
| S3 |
1.0684 |
1.0726 |
1.0819 |
|
| S4 |
1.0614 |
1.0656 |
1.0800 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0852 |
1.0782 |
0.0070 |
0.6% |
0.0040 |
0.4% |
81% |
True |
False |
922 |
| 10 |
1.0958 |
1.0782 |
0.0176 |
1.6% |
0.0059 |
0.5% |
32% |
False |
False |
994 |
| 20 |
1.1055 |
1.0782 |
0.0273 |
2.5% |
0.0061 |
0.6% |
21% |
False |
False |
989 |
| 40 |
1.1209 |
1.0782 |
0.0428 |
3.9% |
0.0064 |
0.6% |
13% |
False |
False |
718 |
| 60 |
1.1209 |
1.0770 |
0.0439 |
4.1% |
0.0062 |
0.6% |
15% |
False |
False |
529 |
| 80 |
1.1209 |
1.0645 |
0.0564 |
5.2% |
0.0057 |
0.5% |
34% |
False |
False |
423 |
| 100 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0054 |
0.5% |
41% |
False |
False |
362 |
| 120 |
1.1209 |
1.0581 |
0.0628 |
5.8% |
0.0050 |
0.5% |
41% |
False |
False |
316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0990 |
|
2.618 |
1.0937 |
|
1.618 |
1.0904 |
|
1.000 |
1.0884 |
|
0.618 |
1.0872 |
|
HIGH |
1.0852 |
|
0.618 |
1.0839 |
|
0.500 |
1.0835 |
|
0.382 |
1.0831 |
|
LOW |
1.0819 |
|
0.618 |
1.0799 |
|
1.000 |
1.0787 |
|
1.618 |
1.0766 |
|
2.618 |
1.0734 |
|
4.250 |
1.0681 |
|
|
| Fisher Pivots for day following 09-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0837 |
1.0834 |
| PP |
1.0836 |
1.0830 |
| S1 |
1.0835 |
1.0826 |
|