CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 04-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2024 |
04-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0858 |
1.0912 |
0.0055 |
0.5% |
1.0859 |
| High |
1.0913 |
1.0923 |
0.0011 |
0.1% |
1.0899 |
| Low |
1.0835 |
1.0866 |
0.0031 |
0.3% |
1.0796 |
| Close |
1.0905 |
1.0889 |
-0.0016 |
-0.1% |
1.0850 |
| Range |
0.0078 |
0.0058 |
-0.0021 |
-26.3% |
0.0103 |
| ATR |
0.0055 |
0.0056 |
0.0000 |
0.3% |
0.0000 |
| Volume |
245,034 |
266,646 |
21,612 |
8.8% |
1,005,113 |
|
| Daily Pivots for day following 04-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1065 |
1.1035 |
1.0921 |
|
| R3 |
1.1008 |
1.0977 |
1.0905 |
|
| R2 |
1.0950 |
1.0950 |
1.0900 |
|
| R1 |
1.0920 |
1.0920 |
1.0894 |
1.0906 |
| PP |
1.0893 |
1.0893 |
1.0893 |
1.0886 |
| S1 |
1.0862 |
1.0862 |
1.0884 |
1.0849 |
| S2 |
1.0835 |
1.0835 |
1.0878 |
|
| S3 |
1.0778 |
1.0805 |
1.0873 |
|
| S4 |
1.0720 |
1.0747 |
1.0857 |
|
|
| 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 |
1.0923 |
1.0796 |
0.0127 |
1.2% |
0.0065 |
0.6% |
73% |
True |
False |
252,552 |
| 10 |
1.0923 |
1.0796 |
0.0127 |
1.2% |
0.0056 |
0.5% |
73% |
True |
False |
218,764 |
| 20 |
1.0923 |
1.0741 |
0.0183 |
1.7% |
0.0050 |
0.5% |
81% |
True |
False |
190,557 |
| 40 |
1.0923 |
1.0629 |
0.0295 |
2.7% |
0.0058 |
0.5% |
88% |
True |
False |
200,440 |
| 60 |
1.1007 |
1.0629 |
0.0379 |
3.5% |
0.0056 |
0.5% |
69% |
False |
False |
202,623 |
| 80 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0055 |
0.5% |
66% |
False |
False |
153,723 |
| 100 |
1.1080 |
1.0629 |
0.0452 |
4.1% |
0.0057 |
0.5% |
58% |
False |
False |
123,175 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.3% |
0.0058 |
0.5% |
45% |
False |
False |
102,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1167 |
|
2.618 |
1.1074 |
|
1.618 |
1.1016 |
|
1.000 |
1.0981 |
|
0.618 |
1.0959 |
|
HIGH |
1.0923 |
|
0.618 |
1.0901 |
|
0.500 |
1.0894 |
|
0.382 |
1.0887 |
|
LOW |
1.0866 |
|
0.618 |
1.0830 |
|
1.000 |
1.0808 |
|
1.618 |
1.0772 |
|
2.618 |
1.0715 |
|
4.250 |
1.0621 |
|
|
| Fisher Pivots for day following 04-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0894 |
1.0883 |
| PP |
1.0893 |
1.0877 |
| S1 |
1.0891 |
1.0871 |
|