CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 03-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2024 |
03-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0777 |
1.0805 |
0.0028 |
0.3% |
1.0844 |
| High |
1.0813 |
1.0870 |
0.0057 |
0.5% |
1.0902 |
| Low |
1.0758 |
1.0797 |
0.0039 |
0.4% |
1.0809 |
| Close |
1.0797 |
1.0868 |
0.0071 |
0.7% |
1.0822 |
| Range |
0.0055 |
0.0073 |
0.0018 |
32.7% |
0.0093 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
2.6% |
0.0000 |
| Volume |
239,689 |
200,069 |
-39,620 |
-16.5% |
728,616 |
|
| Daily Pivots for day following 03-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1064 |
1.1039 |
1.0908 |
|
| R3 |
1.0991 |
1.0966 |
1.0888 |
|
| R2 |
1.0918 |
1.0918 |
1.0881 |
|
| R1 |
1.0893 |
1.0893 |
1.0875 |
1.0906 |
| PP |
1.0845 |
1.0845 |
1.0845 |
1.0851 |
| S1 |
1.0820 |
1.0820 |
1.0861 |
1.0833 |
| S2 |
1.0772 |
1.0772 |
1.0855 |
|
| S3 |
1.0699 |
1.0747 |
1.0848 |
|
| S4 |
1.0626 |
1.0674 |
1.0828 |
|
|
| 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 |
1.0874 |
1.0758 |
0.0116 |
1.1% |
0.0056 |
0.5% |
95% |
False |
False |
198,565 |
| 10 |
1.0982 |
1.0758 |
0.0224 |
2.1% |
0.0060 |
0.6% |
49% |
False |
False |
209,432 |
| 20 |
1.1026 |
1.0758 |
0.0268 |
2.5% |
0.0056 |
0.5% |
41% |
False |
False |
183,901 |
| 40 |
1.1026 |
1.0753 |
0.0273 |
2.5% |
0.0052 |
0.5% |
42% |
False |
False |
93,048 |
| 60 |
1.1080 |
1.0753 |
0.0327 |
3.0% |
0.0056 |
0.5% |
35% |
False |
False |
62,334 |
| 80 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0059 |
0.5% |
25% |
False |
False |
46,847 |
| 100 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0058 |
0.5% |
25% |
False |
False |
37,505 |
| 120 |
1.1209 |
1.0632 |
0.0578 |
5.3% |
0.0056 |
0.5% |
41% |
False |
False |
31,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1180 |
|
2.618 |
1.1061 |
|
1.618 |
1.0988 |
|
1.000 |
1.0943 |
|
0.618 |
1.0915 |
|
HIGH |
1.0870 |
|
0.618 |
1.0842 |
|
0.500 |
1.0834 |
|
0.382 |
1.0825 |
|
LOW |
1.0797 |
|
0.618 |
1.0752 |
|
1.000 |
1.0724 |
|
1.618 |
1.0679 |
|
2.618 |
1.0606 |
|
4.250 |
1.0487 |
|
|
| Fisher Pivots for day following 03-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0857 |
1.0850 |
| PP |
1.0845 |
1.0832 |
| S1 |
1.0834 |
1.0814 |
|