CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 04-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2024 |
04-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0805 |
1.0868 |
0.0063 |
0.6% |
1.0844 |
| High |
1.0870 |
1.0909 |
0.0039 |
0.4% |
1.0902 |
| Low |
1.0797 |
1.0864 |
0.0067 |
0.6% |
1.0809 |
| Close |
1.0868 |
1.0882 |
0.0014 |
0.1% |
1.0822 |
| Range |
0.0073 |
0.0045 |
-0.0028 |
-38.4% |
0.0093 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
200,069 |
200,896 |
827 |
0.4% |
728,616 |
|
| Daily Pivots for day following 04-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1020 |
1.0996 |
1.0907 |
|
| R3 |
1.0975 |
1.0951 |
1.0894 |
|
| R2 |
1.0930 |
1.0930 |
1.0890 |
|
| R1 |
1.0906 |
1.0906 |
1.0886 |
1.0918 |
| PP |
1.0885 |
1.0885 |
1.0885 |
1.0891 |
| S1 |
1.0861 |
1.0861 |
1.0878 |
1.0873 |
| S2 |
1.0840 |
1.0840 |
1.0874 |
|
| S3 |
1.0795 |
1.0816 |
1.0870 |
|
| S4 |
1.0750 |
1.0771 |
1.0857 |
|
|
| 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 |
1.0909 |
1.0758 |
0.0151 |
1.4% |
0.0059 |
0.5% |
82% |
True |
False |
207,057 |
| 10 |
1.0982 |
1.0758 |
0.0224 |
2.1% |
0.0056 |
0.5% |
55% |
False |
False |
206,193 |
| 20 |
1.1026 |
1.0758 |
0.0268 |
2.5% |
0.0054 |
0.5% |
46% |
False |
False |
193,310 |
| 40 |
1.1026 |
1.0753 |
0.0273 |
2.5% |
0.0052 |
0.5% |
47% |
False |
False |
98,032 |
| 60 |
1.1080 |
1.0753 |
0.0327 |
3.0% |
0.0056 |
0.5% |
39% |
False |
False |
65,677 |
| 80 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0058 |
0.5% |
28% |
False |
False |
49,357 |
| 100 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0058 |
0.5% |
28% |
False |
False |
39,513 |
| 120 |
1.1209 |
1.0632 |
0.0578 |
5.3% |
0.0056 |
0.5% |
43% |
False |
False |
32,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1100 |
|
2.618 |
1.1026 |
|
1.618 |
1.0981 |
|
1.000 |
1.0954 |
|
0.618 |
1.0936 |
|
HIGH |
1.0909 |
|
0.618 |
1.0891 |
|
0.500 |
1.0886 |
|
0.382 |
1.0881 |
|
LOW |
1.0864 |
|
0.618 |
1.0836 |
|
1.000 |
1.0819 |
|
1.618 |
1.0791 |
|
2.618 |
1.0746 |
|
4.250 |
1.0672 |
|
|
| Fisher Pivots for day following 04-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0886 |
1.0866 |
| PP |
1.0885 |
1.0850 |
| S1 |
1.0883 |
1.0833 |
|