CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 01-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2024 |
01-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0862 |
1.0812 |
-0.0050 |
-0.5% |
1.0844 |
| High |
1.0862 |
1.0833 |
-0.0029 |
-0.3% |
1.0902 |
| Low |
1.0809 |
1.0765 |
-0.0044 |
-0.4% |
1.0809 |
| Close |
1.0822 |
1.0771 |
-0.0051 |
-0.5% |
1.0822 |
| Range |
0.0054 |
0.0069 |
0.0015 |
28.0% |
0.0093 |
| ATR |
0.0052 |
0.0054 |
0.0001 |
2.2% |
0.0000 |
| Volume |
242,746 |
151,887 |
-90,859 |
-37.4% |
728,616 |
|
| Daily Pivots for day following 01-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0995 |
1.0951 |
1.0808 |
|
| R3 |
1.0926 |
1.0883 |
1.0789 |
|
| R2 |
1.0858 |
1.0858 |
1.0783 |
|
| R1 |
1.0814 |
1.0814 |
1.0777 |
1.0802 |
| PP |
1.0789 |
1.0789 |
1.0789 |
1.0783 |
| S1 |
1.0746 |
1.0746 |
1.0764 |
1.0733 |
| S2 |
1.0721 |
1.0721 |
1.0758 |
|
| S3 |
1.0652 |
1.0677 |
1.0752 |
|
| S4 |
1.0584 |
1.0609 |
1.0733 |
|
|
| Weekly Pivots for week ending 29-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1123 |
1.1065 |
1.0873 |
|
| R3 |
1.1030 |
1.0972 |
1.0847 |
|
| R2 |
1.0937 |
1.0937 |
1.0839 |
|
| R1 |
1.0879 |
1.0879 |
1.0830 |
1.0862 |
| PP |
1.0844 |
1.0844 |
1.0844 |
1.0835 |
| S1 |
1.0786 |
1.0786 |
1.0813 |
1.0769 |
| S2 |
1.0751 |
1.0751 |
1.0804 |
|
| S3 |
1.0658 |
1.0693 |
1.0796 |
|
| S4 |
1.0565 |
1.0600 |
1.0770 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0902 |
1.0765 |
0.0137 |
1.3% |
0.0046 |
0.4% |
4% |
False |
True |
176,100 |
| 10 |
1.0982 |
1.0765 |
0.0217 |
2.0% |
0.0055 |
0.5% |
3% |
False |
True |
199,210 |
| 20 |
1.1026 |
1.0765 |
0.0262 |
2.4% |
0.0053 |
0.5% |
2% |
False |
True |
162,529 |
| 40 |
1.1026 |
1.0753 |
0.0273 |
2.5% |
0.0053 |
0.5% |
6% |
False |
False |
82,109 |
| 60 |
1.1080 |
1.0753 |
0.0327 |
3.0% |
0.0057 |
0.5% |
5% |
False |
False |
55,027 |
| 80 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0058 |
0.5% |
4% |
False |
False |
41,362 |
| 100 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0057 |
0.5% |
4% |
False |
False |
33,110 |
| 120 |
1.1209 |
1.0632 |
0.0578 |
5.4% |
0.0055 |
0.5% |
24% |
False |
False |
27,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1124 |
|
2.618 |
1.1012 |
|
1.618 |
1.0944 |
|
1.000 |
1.0902 |
|
0.618 |
1.0875 |
|
HIGH |
1.0833 |
|
0.618 |
1.0807 |
|
0.500 |
1.0799 |
|
0.382 |
1.0791 |
|
LOW |
1.0765 |
|
0.618 |
1.0722 |
|
1.000 |
1.0696 |
|
1.618 |
1.0654 |
|
2.618 |
1.0585 |
|
4.250 |
1.0473 |
|
|
| Fisher Pivots for day following 01-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0799 |
1.0819 |
| PP |
1.0789 |
1.0803 |
| S1 |
1.0780 |
1.0787 |
|