CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 19-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2024 |
19-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0700 |
1.0668 |
-0.0032 |
-0.3% |
1.0667 |
| High |
1.0716 |
1.0703 |
-0.0013 |
-0.1% |
1.0716 |
| Low |
1.0667 |
1.0636 |
-0.0032 |
-0.3% |
1.0629 |
| Close |
1.0671 |
1.0676 |
0.0005 |
0.0% |
1.0676 |
| Range |
0.0049 |
0.0068 |
0.0019 |
39.2% |
0.0087 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
0.9% |
0.0000 |
| Volume |
156,472 |
209,213 |
52,741 |
33.7% |
1,079,671 |
|
| Daily Pivots for day following 19-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0874 |
1.0842 |
1.0713 |
|
| R3 |
1.0806 |
1.0775 |
1.0694 |
|
| R2 |
1.0739 |
1.0739 |
1.0688 |
|
| R1 |
1.0707 |
1.0707 |
1.0682 |
1.0723 |
| PP |
1.0671 |
1.0671 |
1.0671 |
1.0679 |
| S1 |
1.0640 |
1.0640 |
1.0669 |
1.0656 |
| S2 |
1.0604 |
1.0604 |
1.0663 |
|
| S3 |
1.0536 |
1.0572 |
1.0657 |
|
| S4 |
1.0469 |
1.0505 |
1.0638 |
|
|
| Weekly Pivots for week ending 19-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0934 |
1.0892 |
1.0723 |
|
| R3 |
1.0847 |
1.0805 |
1.0699 |
|
| R2 |
1.0760 |
1.0760 |
1.0691 |
|
| R1 |
1.0718 |
1.0718 |
1.0683 |
1.0739 |
| PP |
1.0673 |
1.0673 |
1.0673 |
1.0684 |
| S1 |
1.0631 |
1.0631 |
1.0668 |
1.0652 |
| S2 |
1.0586 |
1.0586 |
1.0660 |
|
| S3 |
1.0499 |
1.0544 |
1.0652 |
|
| S4 |
1.0412 |
1.0457 |
1.0628 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0716 |
1.0629 |
0.0087 |
0.8% |
0.0057 |
0.5% |
54% |
False |
False |
215,934 |
| 10 |
1.0916 |
1.0629 |
0.0288 |
2.7% |
0.0067 |
0.6% |
16% |
False |
False |
220,804 |
| 20 |
1.0916 |
1.0629 |
0.0288 |
2.7% |
0.0060 |
0.6% |
16% |
False |
False |
209,545 |
| 40 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0055 |
0.5% |
12% |
False |
False |
158,240 |
| 60 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0057 |
0.5% |
12% |
False |
False |
105,834 |
| 80 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0059 |
0.6% |
8% |
False |
False |
79,551 |
| 100 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0059 |
0.6% |
8% |
False |
False |
63,697 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0058 |
0.5% |
8% |
False |
False |
53,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0990 |
|
2.618 |
1.0880 |
|
1.618 |
1.0812 |
|
1.000 |
1.0771 |
|
0.618 |
1.0745 |
|
HIGH |
1.0703 |
|
0.618 |
1.0677 |
|
0.500 |
1.0669 |
|
0.382 |
1.0661 |
|
LOW |
1.0636 |
|
0.618 |
1.0594 |
|
1.000 |
1.0568 |
|
1.618 |
1.0526 |
|
2.618 |
1.0459 |
|
4.250 |
1.0349 |
|
|
| Fisher Pivots for day following 19-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0673 |
1.0675 |
| PP |
1.0671 |
1.0675 |
| S1 |
1.0669 |
1.0674 |
|