CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 30-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2024 |
30-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0715 |
1.0744 |
0.0029 |
0.3% |
1.0678 |
| High |
1.0756 |
1.0757 |
0.0001 |
0.0% |
1.0776 |
| Low |
1.0712 |
1.0686 |
-0.0026 |
-0.2% |
1.0649 |
| Close |
1.0746 |
1.0699 |
-0.0048 |
-0.4% |
1.0728 |
| Range |
0.0044 |
0.0071 |
0.0027 |
61.4% |
0.0127 |
| ATR |
0.0060 |
0.0060 |
0.0001 |
1.4% |
0.0000 |
| Volume |
207,509 |
252,455 |
44,946 |
21.7% |
949,250 |
|
| Daily Pivots for day following 30-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0927 |
1.0884 |
1.0738 |
|
| R3 |
1.0856 |
1.0813 |
1.0718 |
|
| R2 |
1.0785 |
1.0785 |
1.0712 |
|
| R1 |
1.0742 |
1.0742 |
1.0705 |
1.0728 |
| PP |
1.0714 |
1.0714 |
1.0714 |
1.0707 |
| S1 |
1.0671 |
1.0671 |
1.0692 |
1.0657 |
| S2 |
1.0643 |
1.0643 |
1.0685 |
|
| S3 |
1.0572 |
1.0600 |
1.0679 |
|
| S4 |
1.0501 |
1.0529 |
1.0659 |
|
|
| 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 |
1.0686 |
0.0090 |
0.8% |
0.0059 |
0.5% |
14% |
False |
True |
210,735 |
| 10 |
1.0776 |
1.0633 |
0.0143 |
1.3% |
0.0060 |
0.6% |
46% |
False |
False |
197,547 |
| 20 |
1.0916 |
1.0629 |
0.0288 |
2.7% |
0.0063 |
0.6% |
24% |
False |
False |
211,464 |
| 40 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0058 |
0.5% |
18% |
False |
False |
192,815 |
| 60 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0055 |
0.5% |
18% |
False |
False |
129,205 |
| 80 |
1.1080 |
1.0629 |
0.0452 |
4.2% |
0.0058 |
0.5% |
16% |
False |
False |
97,122 |
| 100 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0059 |
0.6% |
12% |
False |
False |
77,776 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0058 |
0.5% |
12% |
False |
False |
64,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1058 |
|
2.618 |
1.0942 |
|
1.618 |
1.0871 |
|
1.000 |
1.0828 |
|
0.618 |
1.0800 |
|
HIGH |
1.0757 |
|
0.618 |
1.0729 |
|
0.500 |
1.0721 |
|
0.382 |
1.0713 |
|
LOW |
1.0686 |
|
0.618 |
1.0642 |
|
1.000 |
1.0615 |
|
1.618 |
1.0571 |
|
2.618 |
1.0500 |
|
4.250 |
1.0384 |
|
|
| Fisher Pivots for day following 30-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0721 |
1.0731 |
| PP |
1.0714 |
1.0720 |
| S1 |
1.0706 |
1.0709 |
|