CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 08-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2024 |
08-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0871 |
1.0869 |
-0.0002 |
0.0% |
1.0812 |
| High |
1.0880 |
1.0893 |
0.0014 |
0.1% |
1.0909 |
| Low |
1.0823 |
1.0852 |
0.0030 |
0.3% |
1.0758 |
| Close |
1.0866 |
1.0889 |
0.0023 |
0.2% |
1.0866 |
| Range |
0.0057 |
0.0041 |
-0.0016 |
-28.1% |
0.0151 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
211,079 |
148,986 |
-62,093 |
-29.4% |
1,003,620 |
|
| Daily Pivots for day following 08-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1001 |
1.0986 |
1.0911 |
|
| R3 |
1.0960 |
1.0945 |
1.0900 |
|
| R2 |
1.0919 |
1.0919 |
1.0896 |
|
| R1 |
1.0904 |
1.0904 |
1.0892 |
1.0911 |
| PP |
1.0878 |
1.0878 |
1.0878 |
1.0882 |
| S1 |
1.0863 |
1.0863 |
1.0885 |
1.0870 |
| S2 |
1.0837 |
1.0837 |
1.0881 |
|
| S3 |
1.0796 |
1.0822 |
1.0877 |
|
| S4 |
1.0755 |
1.0781 |
1.0866 |
|
|
| Weekly Pivots for week ending 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1296 |
1.1231 |
1.0949 |
|
| R3 |
1.1145 |
1.1081 |
1.0907 |
|
| R2 |
1.0995 |
1.0995 |
1.0894 |
|
| R1 |
1.0930 |
1.0930 |
1.0880 |
1.0963 |
| PP |
1.0844 |
1.0844 |
1.0844 |
1.0860 |
| S1 |
1.0780 |
1.0780 |
1.0852 |
1.0812 |
| S2 |
1.0694 |
1.0694 |
1.0838 |
|
| S3 |
1.0543 |
1.0629 |
1.0825 |
|
| S4 |
1.0393 |
1.0479 |
1.0783 |
|
|
| 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% |
0.0054 |
0.5% |
87% |
False |
False |
200,143 |
| 10 |
1.0909 |
1.0758 |
0.0151 |
1.4% |
0.0050 |
0.5% |
87% |
False |
False |
188,122 |
| 20 |
1.1007 |
1.0758 |
0.0249 |
2.3% |
0.0052 |
0.5% |
52% |
False |
False |
206,990 |
| 40 |
1.1026 |
1.0753 |
0.0273 |
2.5% |
0.0053 |
0.5% |
50% |
False |
False |
107,006 |
| 60 |
1.1080 |
1.0753 |
0.0327 |
3.0% |
0.0056 |
0.5% |
41% |
False |
False |
71,666 |
| 80 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0059 |
0.5% |
30% |
False |
False |
53,854 |
| 100 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0058 |
0.5% |
30% |
False |
False |
43,112 |
| 120 |
1.1209 |
1.0645 |
0.0564 |
5.2% |
0.0056 |
0.5% |
43% |
False |
False |
35,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1067 |
|
2.618 |
1.1000 |
|
1.618 |
1.0959 |
|
1.000 |
1.0934 |
|
0.618 |
1.0918 |
|
HIGH |
1.0893 |
|
0.618 |
1.0877 |
|
0.500 |
1.0873 |
|
0.382 |
1.0868 |
|
LOW |
1.0852 |
|
0.618 |
1.0827 |
|
1.000 |
1.0811 |
|
1.618 |
1.0786 |
|
2.618 |
1.0745 |
|
4.250 |
1.0678 |
|
|
| Fisher Pivots for day following 08-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0883 |
1.0881 |
| PP |
1.0878 |
1.0873 |
| S1 |
1.0873 |
1.0866 |
|