CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 16-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2024 |
16-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0667 |
1.0653 |
-0.0014 |
-0.1% |
1.0869 |
| High |
1.0693 |
1.0681 |
-0.0012 |
-0.1% |
1.0916 |
| Low |
1.0648 |
1.0629 |
-0.0020 |
-0.2% |
1.0651 |
| Close |
1.0653 |
1.0658 |
0.0006 |
0.1% |
1.0668 |
| Range |
0.0045 |
0.0053 |
0.0008 |
16.7% |
0.0265 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
254,140 |
259,272 |
5,132 |
2.0% |
1,128,369 |
|
| Daily Pivots for day following 16-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0813 |
1.0788 |
1.0687 |
|
| R3 |
1.0761 |
1.0736 |
1.0672 |
|
| R2 |
1.0708 |
1.0708 |
1.0668 |
|
| R1 |
1.0683 |
1.0683 |
1.0663 |
1.0696 |
| PP |
1.0656 |
1.0656 |
1.0656 |
1.0662 |
| S1 |
1.0631 |
1.0631 |
1.0653 |
1.0643 |
| S2 |
1.0603 |
1.0603 |
1.0648 |
|
| S3 |
1.0551 |
1.0578 |
1.0644 |
|
| S4 |
1.0498 |
1.0526 |
1.0629 |
|
|
| Weekly Pivots for week ending 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1540 |
1.1369 |
1.0813 |
|
| R3 |
1.1275 |
1.1104 |
1.0740 |
|
| R2 |
1.1010 |
1.1010 |
1.0716 |
|
| R1 |
1.0839 |
1.0839 |
1.0692 |
1.0792 |
| PP |
1.0745 |
1.0745 |
1.0745 |
1.0721 |
| S1 |
1.0574 |
1.0574 |
1.0643 |
1.0527 |
| S2 |
1.0480 |
1.0480 |
1.0619 |
|
| S3 |
1.0215 |
1.0309 |
1.0595 |
|
| S4 |
0.9950 |
1.0044 |
1.0522 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0897 |
1.0629 |
0.0268 |
2.5% |
0.0080 |
0.7% |
11% |
False |
True |
270,081 |
| 10 |
1.0916 |
1.0629 |
0.0288 |
2.7% |
0.0065 |
0.6% |
10% |
False |
True |
225,382 |
| 20 |
1.0982 |
1.0629 |
0.0353 |
3.3% |
0.0061 |
0.6% |
8% |
False |
True |
216,761 |
| 40 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0055 |
0.5% |
7% |
False |
True |
144,197 |
| 60 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0057 |
0.5% |
7% |
False |
True |
96,427 |
| 80 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0058 |
0.5% |
5% |
False |
True |
72,488 |
| 100 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0058 |
0.5% |
5% |
False |
True |
58,036 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0058 |
0.5% |
5% |
False |
True |
48,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0904 |
|
2.618 |
1.0818 |
|
1.618 |
1.0766 |
|
1.000 |
1.0734 |
|
0.618 |
1.0713 |
|
HIGH |
1.0681 |
|
0.618 |
1.0661 |
|
0.500 |
1.0655 |
|
0.382 |
1.0649 |
|
LOW |
1.0629 |
|
0.618 |
1.0596 |
|
1.000 |
1.0576 |
|
1.618 |
1.0544 |
|
2.618 |
1.0491 |
|
4.250 |
1.0405 |
|
|
| Fisher Pivots for day following 16-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0657 |
1.0693 |
| PP |
1.0656 |
1.0682 |
| S1 |
1.0655 |
1.0670 |
|