CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 17-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2024 |
17-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0653 |
1.0645 |
-0.0008 |
-0.1% |
1.0869 |
| High |
1.0681 |
1.0706 |
0.0025 |
0.2% |
1.0916 |
| Low |
1.0629 |
1.0633 |
0.0005 |
0.0% |
1.0651 |
| Close |
1.0658 |
1.0697 |
0.0039 |
0.4% |
1.0668 |
| Range |
0.0053 |
0.0073 |
0.0021 |
39.0% |
0.0265 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.5% |
0.0000 |
| Volume |
259,272 |
200,574 |
-58,698 |
-22.6% |
1,128,369 |
|
| Daily Pivots for day following 17-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0898 |
1.0870 |
1.0737 |
|
| R3 |
1.0825 |
1.0797 |
1.0717 |
|
| R2 |
1.0752 |
1.0752 |
1.0710 |
|
| R1 |
1.0724 |
1.0724 |
1.0704 |
1.0738 |
| PP |
1.0679 |
1.0679 |
1.0679 |
1.0686 |
| S1 |
1.0651 |
1.0651 |
1.0690 |
1.0665 |
| S2 |
1.0606 |
1.0606 |
1.0684 |
|
| S3 |
1.0533 |
1.0578 |
1.0677 |
|
| S4 |
1.0460 |
1.0505 |
1.0657 |
|
|
| 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 |
1.0785 |
1.0629 |
0.0157 |
1.5% |
0.0067 |
0.6% |
44% |
False |
False |
251,353 |
| 10 |
1.0916 |
1.0629 |
0.0288 |
2.7% |
0.0065 |
0.6% |
24% |
False |
False |
225,433 |
| 20 |
1.0982 |
1.0629 |
0.0353 |
3.3% |
0.0063 |
0.6% |
19% |
False |
False |
217,432 |
| 40 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0055 |
0.5% |
17% |
False |
False |
149,173 |
| 60 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0058 |
0.5% |
17% |
False |
False |
99,765 |
| 80 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0059 |
0.6% |
12% |
False |
False |
74,991 |
| 100 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0059 |
0.5% |
12% |
False |
False |
60,041 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0057 |
0.5% |
12% |
False |
False |
50,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1016 |
|
2.618 |
1.0897 |
|
1.618 |
1.0824 |
|
1.000 |
1.0779 |
|
0.618 |
1.0751 |
|
HIGH |
1.0706 |
|
0.618 |
1.0678 |
|
0.500 |
1.0670 |
|
0.382 |
1.0661 |
|
LOW |
1.0633 |
|
0.618 |
1.0588 |
|
1.000 |
1.0560 |
|
1.618 |
1.0515 |
|
2.618 |
1.0442 |
|
4.250 |
1.0323 |
|
|
| Fisher Pivots for day following 17-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0688 |
1.0687 |
| PP |
1.0679 |
1.0677 |
| S1 |
1.0670 |
1.0667 |
|