CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 07-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2024 |
07-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0874 |
1.0896 |
0.0022 |
0.2% |
1.0858 |
| High |
1.0908 |
1.0919 |
0.0012 |
0.1% |
1.0923 |
| Low |
1.0867 |
1.0804 |
-0.0063 |
-0.6% |
1.0804 |
| Close |
1.0899 |
1.0810 |
-0.0089 |
-0.8% |
1.0810 |
| Range |
0.0041 |
0.0116 |
0.0075 |
181.7% |
0.0120 |
| ATR |
0.0053 |
0.0058 |
0.0004 |
8.3% |
0.0000 |
| Volume |
207,696 |
295,885 |
88,189 |
42.5% |
1,226,376 |
|
| Daily Pivots for day following 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1191 |
1.1116 |
1.0874 |
|
| R3 |
1.1075 |
1.1000 |
1.0842 |
|
| R2 |
1.0960 |
1.0960 |
1.0831 |
|
| R1 |
1.0885 |
1.0885 |
1.0821 |
1.0865 |
| PP |
1.0844 |
1.0844 |
1.0844 |
1.0834 |
| S1 |
1.0769 |
1.0769 |
1.0799 |
1.0749 |
| S2 |
1.0729 |
1.0729 |
1.0789 |
|
| S3 |
1.0613 |
1.0654 |
1.0778 |
|
| S4 |
1.0498 |
1.0538 |
1.0746 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1204 |
1.1127 |
1.0876 |
|
| R3 |
1.1085 |
1.1007 |
1.0843 |
|
| R2 |
1.0965 |
1.0965 |
1.0832 |
|
| R1 |
1.0888 |
1.0888 |
1.0821 |
1.0867 |
| PP |
1.0846 |
1.0846 |
1.0846 |
1.0835 |
| S1 |
1.0768 |
1.0768 |
1.0799 |
1.0747 |
| S2 |
1.0726 |
1.0726 |
1.0788 |
|
| S3 |
1.0607 |
1.0649 |
1.0777 |
|
| S4 |
1.0487 |
1.0529 |
1.0744 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0923 |
1.0804 |
0.0120 |
1.1% |
0.0066 |
0.6% |
5% |
False |
True |
245,275 |
| 10 |
1.0923 |
1.0796 |
0.0127 |
1.2% |
0.0062 |
0.6% |
11% |
False |
False |
237,550 |
| 20 |
1.0923 |
1.0777 |
0.0147 |
1.4% |
0.0054 |
0.5% |
23% |
False |
False |
204,597 |
| 40 |
1.0923 |
1.0629 |
0.0295 |
2.7% |
0.0057 |
0.5% |
62% |
False |
False |
200,877 |
| 60 |
1.0997 |
1.0629 |
0.0369 |
3.4% |
0.0057 |
0.5% |
49% |
False |
False |
203,272 |
| 80 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0055 |
0.5% |
46% |
False |
False |
162,628 |
| 100 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0056 |
0.5% |
46% |
False |
False |
130,279 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0058 |
0.5% |
31% |
False |
False |
108,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1410 |
|
2.618 |
1.1221 |
|
1.618 |
1.1106 |
|
1.000 |
1.1035 |
|
0.618 |
1.0990 |
|
HIGH |
1.0919 |
|
0.618 |
1.0875 |
|
0.500 |
1.0861 |
|
0.382 |
1.0848 |
|
LOW |
1.0804 |
|
0.618 |
1.0732 |
|
1.000 |
1.0688 |
|
1.618 |
1.0617 |
|
2.618 |
1.0501 |
|
4.250 |
1.0313 |
|
|
| Fisher Pivots for day following 07-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0861 |
1.0861 |
| PP |
1.0844 |
1.0844 |
| S1 |
1.0827 |
1.0827 |
|