CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 06-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2024 |
06-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0885 |
1.0874 |
-0.0011 |
-0.1% |
1.0859 |
| High |
1.0898 |
1.0908 |
0.0010 |
0.1% |
1.0899 |
| Low |
1.0861 |
1.0867 |
0.0006 |
0.1% |
1.0796 |
| Close |
1.0882 |
1.0899 |
0.0017 |
0.2% |
1.0850 |
| Range |
0.0038 |
0.0041 |
0.0004 |
9.3% |
0.0103 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
211,115 |
207,696 |
-3,419 |
-1.6% |
1,005,113 |
|
| Daily Pivots for day following 06-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1014 |
1.0997 |
1.0921 |
|
| R3 |
1.0973 |
1.0956 |
1.0910 |
|
| R2 |
1.0932 |
1.0932 |
1.0906 |
|
| R1 |
1.0915 |
1.0915 |
1.0902 |
1.0924 |
| PP |
1.0891 |
1.0891 |
1.0891 |
1.0895 |
| S1 |
1.0874 |
1.0874 |
1.0895 |
1.0883 |
| S2 |
1.0850 |
1.0850 |
1.0891 |
|
| S3 |
1.0809 |
1.0833 |
1.0887 |
|
| S4 |
1.0768 |
1.0792 |
1.0876 |
|
|
| 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 |
1.0818 |
0.0105 |
1.0% |
0.0057 |
0.5% |
77% |
False |
False |
240,725 |
| 10 |
1.0923 |
1.0796 |
0.0127 |
1.2% |
0.0056 |
0.5% |
81% |
False |
False |
229,091 |
| 20 |
1.0923 |
1.0741 |
0.0183 |
1.7% |
0.0051 |
0.5% |
87% |
False |
False |
198,273 |
| 40 |
1.0923 |
1.0629 |
0.0295 |
2.7% |
0.0055 |
0.5% |
92% |
False |
False |
199,995 |
| 60 |
1.1007 |
1.0629 |
0.0379 |
3.5% |
0.0056 |
0.5% |
71% |
False |
False |
205,125 |
| 80 |
1.1026 |
1.0629 |
0.0398 |
3.6% |
0.0055 |
0.5% |
68% |
False |
False |
158,944 |
| 100 |
1.1034 |
1.0629 |
0.0405 |
3.7% |
0.0056 |
0.5% |
67% |
False |
False |
127,344 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.3% |
0.0058 |
0.5% |
47% |
False |
False |
106,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1082 |
|
2.618 |
1.1015 |
|
1.618 |
1.0974 |
|
1.000 |
1.0949 |
|
0.618 |
1.0933 |
|
HIGH |
1.0908 |
|
0.618 |
1.0892 |
|
0.500 |
1.0887 |
|
0.382 |
1.0882 |
|
LOW |
1.0867 |
|
0.618 |
1.0841 |
|
1.000 |
1.0826 |
|
1.618 |
1.0800 |
|
2.618 |
1.0759 |
|
4.250 |
1.0692 |
|
|
| Fisher Pivots for day following 06-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0895 |
1.0896 |
| PP |
1.0891 |
1.0894 |
| S1 |
1.0887 |
1.0892 |
|