CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 09-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2024 |
09-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0869 |
1.0892 |
0.0023 |
0.2% |
1.0812 |
| High |
1.0893 |
1.0916 |
0.0023 |
0.2% |
1.0909 |
| Low |
1.0852 |
1.0878 |
0.0026 |
0.2% |
1.0758 |
| Close |
1.0889 |
1.0884 |
-0.0005 |
0.0% |
1.0866 |
| Range |
0.0041 |
0.0038 |
-0.0003 |
-7.3% |
0.0151 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
148,986 |
142,390 |
-6,596 |
-4.4% |
1,003,620 |
|
| Daily Pivots for day following 09-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1007 |
1.0983 |
1.0904 |
|
| R3 |
1.0969 |
1.0945 |
1.0894 |
|
| R2 |
1.0931 |
1.0931 |
1.0890 |
|
| R1 |
1.0907 |
1.0907 |
1.0887 |
1.0900 |
| PP |
1.0893 |
1.0893 |
1.0893 |
1.0889 |
| S1 |
1.0869 |
1.0869 |
1.0880 |
1.0862 |
| S2 |
1.0855 |
1.0855 |
1.0877 |
|
| S3 |
1.0817 |
1.0831 |
1.0873 |
|
| S4 |
1.0779 |
1.0793 |
1.0863 |
|
|
| 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 |
1.0916 |
1.0797 |
0.0119 |
1.1% |
0.0051 |
0.5% |
73% |
True |
False |
180,684 |
| 10 |
1.0916 |
1.0758 |
0.0158 |
1.5% |
0.0050 |
0.5% |
79% |
True |
False |
186,774 |
| 20 |
1.1007 |
1.0758 |
0.0249 |
2.3% |
0.0052 |
0.5% |
50% |
False |
False |
209,315 |
| 40 |
1.1026 |
1.0753 |
0.0273 |
2.5% |
0.0053 |
0.5% |
48% |
False |
False |
110,546 |
| 60 |
1.1055 |
1.0753 |
0.0302 |
2.8% |
0.0055 |
0.5% |
43% |
False |
False |
74,027 |
| 80 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0059 |
0.5% |
29% |
False |
False |
55,632 |
| 100 |
1.1209 |
1.0753 |
0.0456 |
4.2% |
0.0058 |
0.5% |
29% |
False |
False |
44,536 |
| 120 |
1.1209 |
1.0645 |
0.0564 |
5.2% |
0.0056 |
0.5% |
42% |
False |
False |
37,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1078 |
|
2.618 |
1.1015 |
|
1.618 |
1.0977 |
|
1.000 |
1.0954 |
|
0.618 |
1.0939 |
|
HIGH |
1.0916 |
|
0.618 |
1.0901 |
|
0.500 |
1.0897 |
|
0.382 |
1.0893 |
|
LOW |
1.0878 |
|
0.618 |
1.0855 |
|
1.000 |
1.0840 |
|
1.618 |
1.0817 |
|
2.618 |
1.0779 |
|
4.250 |
1.0717 |
|
|
| Fisher Pivots for day following 09-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0897 |
1.0879 |
| PP |
1.0893 |
1.0874 |
| S1 |
1.0888 |
1.0869 |
|