CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 11-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2024 |
11-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0886 |
1.0771 |
-0.0115 |
-1.1% |
1.0812 |
| High |
1.0897 |
1.0785 |
-0.0112 |
-1.0% |
1.0909 |
| Low |
1.0759 |
1.0728 |
-0.0031 |
-0.3% |
1.0758 |
| Close |
1.0766 |
1.0755 |
-0.0012 |
-0.1% |
1.0866 |
| Range |
0.0138 |
0.0057 |
-0.0081 |
-58.7% |
0.0151 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
294,214 |
260,590 |
-33,624 |
-11.4% |
1,003,620 |
|
| Daily Pivots for day following 11-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0927 |
1.0898 |
1.0786 |
|
| R3 |
1.0870 |
1.0841 |
1.0770 |
|
| R2 |
1.0813 |
1.0813 |
1.0765 |
|
| R1 |
1.0784 |
1.0784 |
1.0760 |
1.0770 |
| PP |
1.0756 |
1.0756 |
1.0756 |
1.0749 |
| S1 |
1.0727 |
1.0727 |
1.0749 |
1.0713 |
| S2 |
1.0699 |
1.0699 |
1.0744 |
|
| S3 |
1.0642 |
1.0670 |
1.0739 |
|
| S4 |
1.0585 |
1.0613 |
1.0723 |
|
|
| 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 |
1.0728 |
0.0188 |
1.7% |
0.0066 |
0.6% |
14% |
False |
True |
211,451 |
| 10 |
1.0916 |
1.0728 |
0.0188 |
1.7% |
0.0063 |
0.6% |
14% |
False |
True |
209,254 |
| 20 |
1.0997 |
1.0728 |
0.0269 |
2.5% |
0.0058 |
0.5% |
10% |
False |
True |
208,063 |
| 40 |
1.1026 |
1.0728 |
0.0298 |
2.8% |
0.0054 |
0.5% |
9% |
False |
True |
124,379 |
| 60 |
1.1026 |
1.0728 |
0.0298 |
2.8% |
0.0056 |
0.5% |
9% |
False |
True |
83,213 |
| 80 |
1.1209 |
1.0728 |
0.0481 |
4.5% |
0.0058 |
0.5% |
6% |
False |
True |
62,553 |
| 100 |
1.1209 |
1.0728 |
0.0481 |
4.5% |
0.0058 |
0.5% |
6% |
False |
True |
50,082 |
| 120 |
1.1209 |
1.0645 |
0.0564 |
5.2% |
0.0057 |
0.5% |
19% |
False |
False |
41,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1027 |
|
2.618 |
1.0934 |
|
1.618 |
1.0877 |
|
1.000 |
1.0842 |
|
0.618 |
1.0820 |
|
HIGH |
1.0785 |
|
0.618 |
1.0763 |
|
0.500 |
1.0757 |
|
0.382 |
1.0750 |
|
LOW |
1.0728 |
|
0.618 |
1.0693 |
|
1.000 |
1.0671 |
|
1.618 |
1.0636 |
|
2.618 |
1.0579 |
|
4.250 |
1.0486 |
|
|
| Fisher Pivots for day following 11-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0757 |
1.0822 |
| PP |
1.0756 |
1.0800 |
| S1 |
1.0755 |
1.0777 |
|