CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 29-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2024 |
29-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0754 |
1.0715 |
-0.0039 |
-0.4% |
1.0678 |
| High |
1.0776 |
1.0756 |
-0.0020 |
-0.2% |
1.0776 |
| Low |
1.0696 |
1.0712 |
0.0016 |
0.1% |
1.0649 |
| Close |
1.0728 |
1.0746 |
0.0018 |
0.2% |
1.0728 |
| Range |
0.0080 |
0.0044 |
-0.0036 |
-44.7% |
0.0127 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
225,035 |
207,509 |
-17,526 |
-7.8% |
949,250 |
|
| Daily Pivots for day following 29-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0870 |
1.0852 |
1.0770 |
|
| R3 |
1.0826 |
1.0808 |
1.0758 |
|
| R2 |
1.0782 |
1.0782 |
1.0754 |
|
| R1 |
1.0764 |
1.0764 |
1.0750 |
1.0773 |
| PP |
1.0738 |
1.0738 |
1.0738 |
1.0742 |
| S1 |
1.0720 |
1.0720 |
1.0742 |
1.0729 |
| S2 |
1.0694 |
1.0694 |
1.0738 |
|
| S3 |
1.0650 |
1.0676 |
1.0734 |
|
| S4 |
1.0606 |
1.0632 |
1.0722 |
|
|
| Weekly Pivots for week ending 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1098 |
1.1040 |
1.0798 |
|
| R3 |
1.0971 |
1.0913 |
1.0763 |
|
| R2 |
1.0844 |
1.0844 |
1.0751 |
|
| R1 |
1.0786 |
1.0786 |
1.0740 |
1.0815 |
| PP |
1.0717 |
1.0717 |
1.0717 |
1.0732 |
| S1 |
1.0659 |
1.0659 |
1.0716 |
1.0688 |
| S2 |
1.0590 |
1.0590 |
1.0705 |
|
| S3 |
1.0463 |
1.0532 |
1.0693 |
|
| S4 |
1.0336 |
1.0405 |
1.0658 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0776 |
1.0663 |
0.0113 |
1.1% |
0.0059 |
0.6% |
74% |
False |
False |
204,646 |
| 10 |
1.0776 |
1.0629 |
0.0147 |
1.4% |
0.0058 |
0.5% |
80% |
False |
False |
198,229 |
| 20 |
1.0916 |
1.0629 |
0.0288 |
2.7% |
0.0062 |
0.6% |
41% |
False |
False |
210,826 |
| 40 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0057 |
0.5% |
30% |
False |
False |
186,677 |
| 60 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0056 |
0.5% |
30% |
False |
False |
125,015 |
| 80 |
1.1080 |
1.0629 |
0.0452 |
4.2% |
0.0058 |
0.5% |
26% |
False |
False |
93,977 |
| 100 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0059 |
0.5% |
20% |
False |
False |
75,255 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0058 |
0.5% |
20% |
False |
False |
62,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0943 |
|
2.618 |
1.0871 |
|
1.618 |
1.0827 |
|
1.000 |
1.0800 |
|
0.618 |
1.0783 |
|
HIGH |
1.0756 |
|
0.618 |
1.0739 |
|
0.500 |
1.0734 |
|
0.382 |
1.0728 |
|
LOW |
1.0712 |
|
0.618 |
1.0684 |
|
1.000 |
1.0668 |
|
1.618 |
1.0640 |
|
2.618 |
1.0596 |
|
4.250 |
1.0525 |
|
|
| Fisher Pivots for day following 29-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0742 |
1.0743 |
| PP |
1.0738 |
1.0739 |
| S1 |
1.0734 |
1.0736 |
|