CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 02-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2024 |
02-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0812 |
1.0777 |
-0.0036 |
-0.3% |
1.0844 |
| High |
1.0833 |
1.0813 |
-0.0020 |
-0.2% |
1.0902 |
| Low |
1.0765 |
1.0758 |
-0.0007 |
-0.1% |
1.0809 |
| Close |
1.0771 |
1.0797 |
0.0027 |
0.2% |
1.0822 |
| Range |
0.0069 |
0.0055 |
-0.0014 |
-19.7% |
0.0093 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.2% |
0.0000 |
| Volume |
151,887 |
239,689 |
87,802 |
57.8% |
728,616 |
|
| Daily Pivots for day following 02-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0954 |
1.0931 |
1.0827 |
|
| R3 |
1.0899 |
1.0876 |
1.0812 |
|
| R2 |
1.0844 |
1.0844 |
1.0807 |
|
| R1 |
1.0821 |
1.0821 |
1.0802 |
1.0833 |
| PP |
1.0789 |
1.0789 |
1.0789 |
1.0795 |
| S1 |
1.0766 |
1.0766 |
1.0792 |
1.0778 |
| S2 |
1.0734 |
1.0734 |
1.0787 |
|
| S3 |
1.0679 |
1.0711 |
1.0782 |
|
| S4 |
1.0624 |
1.0656 |
1.0767 |
|
|
| 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 |
1.0758 |
0.0144 |
1.3% |
0.0049 |
0.5% |
27% |
False |
True |
192,864 |
| 10 |
1.0982 |
1.0758 |
0.0224 |
2.1% |
0.0057 |
0.5% |
17% |
False |
True |
208,140 |
| 20 |
1.1026 |
1.0758 |
0.0268 |
2.5% |
0.0054 |
0.5% |
15% |
False |
True |
174,166 |
| 40 |
1.1026 |
1.0753 |
0.0273 |
2.5% |
0.0052 |
0.5% |
16% |
False |
False |
88,076 |
| 60 |
1.1080 |
1.0753 |
0.0327 |
3.0% |
0.0057 |
0.5% |
13% |
False |
False |
59,008 |
| 80 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0058 |
0.5% |
10% |
False |
False |
44,353 |
| 100 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0057 |
0.5% |
10% |
False |
False |
35,505 |
| 120 |
1.1209 |
1.0632 |
0.0578 |
5.3% |
0.0055 |
0.5% |
29% |
False |
False |
29,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1047 |
|
2.618 |
1.0957 |
|
1.618 |
1.0902 |
|
1.000 |
1.0868 |
|
0.618 |
1.0847 |
|
HIGH |
1.0813 |
|
0.618 |
1.0792 |
|
0.500 |
1.0786 |
|
0.382 |
1.0779 |
|
LOW |
1.0758 |
|
0.618 |
1.0724 |
|
1.000 |
1.0703 |
|
1.618 |
1.0669 |
|
2.618 |
1.0614 |
|
4.250 |
1.0524 |
|
|
| Fisher Pivots for day following 02-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0793 |
1.0810 |
| PP |
1.0789 |
1.0806 |
| S1 |
1.0786 |
1.0801 |
|