CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 03-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2024 |
03-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0840 |
1.0858 |
0.0018 |
0.2% |
1.0859 |
| High |
1.0890 |
1.0913 |
0.0023 |
0.2% |
1.0899 |
| Low |
1.0818 |
1.0835 |
0.0017 |
0.2% |
1.0796 |
| Close |
1.0850 |
1.0905 |
0.0055 |
0.5% |
1.0850 |
| Range |
0.0072 |
0.0078 |
0.0006 |
8.3% |
0.0103 |
| ATR |
0.0054 |
0.0055 |
0.0002 |
3.2% |
0.0000 |
| Volume |
273,138 |
245,034 |
-28,104 |
-10.3% |
1,005,113 |
|
| Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1118 |
1.1089 |
1.0947 |
|
| R3 |
1.1040 |
1.1011 |
1.0926 |
|
| R2 |
1.0962 |
1.0962 |
1.0919 |
|
| R1 |
1.0933 |
1.0933 |
1.0912 |
1.0948 |
| PP |
1.0884 |
1.0884 |
1.0884 |
1.0891 |
| S1 |
1.0855 |
1.0855 |
1.0897 |
1.0870 |
| S2 |
1.0806 |
1.0806 |
1.0890 |
|
| S3 |
1.0728 |
1.0777 |
1.0883 |
|
| S4 |
1.0650 |
1.0699 |
1.0862 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1157 |
1.1107 |
1.0907 |
|
| R3 |
1.1054 |
1.1004 |
1.0878 |
|
| R2 |
1.0951 |
1.0951 |
1.0869 |
|
| R1 |
1.0901 |
1.0901 |
1.0859 |
1.0875 |
| PP |
1.0848 |
1.0848 |
1.0848 |
1.0835 |
| S1 |
1.0798 |
1.0798 |
1.0841 |
1.0772 |
| S2 |
1.0745 |
1.0745 |
1.0831 |
|
| S3 |
1.0642 |
1.0695 |
1.0822 |
|
| S4 |
1.0539 |
1.0592 |
1.0793 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0913 |
1.0796 |
0.0117 |
1.1% |
0.0064 |
0.6% |
93% |
True |
False |
250,029 |
| 10 |
1.0913 |
1.0796 |
0.0117 |
1.1% |
0.0054 |
0.5% |
93% |
True |
False |
205,146 |
| 20 |
1.0913 |
1.0741 |
0.0172 |
1.6% |
0.0049 |
0.5% |
95% |
True |
False |
182,745 |
| 40 |
1.0916 |
1.0629 |
0.0288 |
2.6% |
0.0057 |
0.5% |
96% |
False |
False |
197,498 |
| 60 |
1.1026 |
1.0629 |
0.0398 |
3.6% |
0.0056 |
0.5% |
69% |
False |
False |
198,985 |
| 80 |
1.1026 |
1.0629 |
0.0398 |
3.6% |
0.0055 |
0.5% |
69% |
False |
False |
150,398 |
| 100 |
1.1080 |
1.0629 |
0.0452 |
4.1% |
0.0057 |
0.5% |
61% |
False |
False |
120,513 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.3% |
0.0058 |
0.5% |
48% |
False |
False |
100,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1244 |
|
2.618 |
1.1117 |
|
1.618 |
1.1039 |
|
1.000 |
1.0991 |
|
0.618 |
1.0961 |
|
HIGH |
1.0913 |
|
0.618 |
1.0883 |
|
0.500 |
1.0874 |
|
0.382 |
1.0864 |
|
LOW |
1.0835 |
|
0.618 |
1.0786 |
|
1.000 |
1.0757 |
|
1.618 |
1.0708 |
|
2.618 |
1.0630 |
|
4.250 |
1.0503 |
|
|
| Fisher Pivots for day following 03-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0894 |
1.0888 |
| PP |
1.0884 |
1.0871 |
| S1 |
1.0874 |
1.0854 |
|