CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 10-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2024 |
10-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0896 |
1.0775 |
-0.0121 |
-1.1% |
1.0858 |
| High |
1.0919 |
1.0786 |
-0.0134 |
-1.2% |
1.0923 |
| Low |
1.0804 |
1.0737 |
-0.0067 |
-0.6% |
1.0804 |
| Close |
1.0810 |
1.0766 |
-0.0044 |
-0.4% |
1.0810 |
| Range |
0.0116 |
0.0049 |
-0.0067 |
-57.6% |
0.0120 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
1.9% |
0.0000 |
| Volume |
295,885 |
327,799 |
31,914 |
10.8% |
1,226,376 |
|
| Daily Pivots for day following 10-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0910 |
1.0887 |
1.0793 |
|
| R3 |
1.0861 |
1.0838 |
1.0779 |
|
| R2 |
1.0812 |
1.0812 |
1.0775 |
|
| R1 |
1.0789 |
1.0789 |
1.0770 |
1.0776 |
| PP |
1.0763 |
1.0763 |
1.0763 |
1.0756 |
| S1 |
1.0740 |
1.0740 |
1.0762 |
1.0727 |
| S2 |
1.0714 |
1.0714 |
1.0757 |
|
| S3 |
1.0665 |
1.0691 |
1.0753 |
|
| S4 |
1.0616 |
1.0642 |
1.0739 |
|
|
| 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 |
1.0737 |
0.0187 |
1.7% |
0.0060 |
0.6% |
16% |
False |
True |
261,828 |
| 10 |
1.0923 |
1.0737 |
0.0187 |
1.7% |
0.0062 |
0.6% |
16% |
False |
True |
255,928 |
| 20 |
1.0923 |
1.0737 |
0.0187 |
1.7% |
0.0055 |
0.5% |
16% |
False |
True |
213,985 |
| 40 |
1.0923 |
1.0629 |
0.0295 |
2.7% |
0.0055 |
0.5% |
47% |
False |
False |
202,017 |
| 60 |
1.0982 |
1.0629 |
0.0353 |
3.3% |
0.0057 |
0.5% |
39% |
False |
False |
204,339 |
| 80 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0055 |
0.5% |
35% |
False |
False |
166,714 |
| 100 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0056 |
0.5% |
35% |
False |
False |
133,545 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0057 |
0.5% |
24% |
False |
False |
111,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0994 |
|
2.618 |
1.0914 |
|
1.618 |
1.0865 |
|
1.000 |
1.0835 |
|
0.618 |
1.0816 |
|
HIGH |
1.0786 |
|
0.618 |
1.0767 |
|
0.500 |
1.0761 |
|
0.382 |
1.0755 |
|
LOW |
1.0737 |
|
0.618 |
1.0706 |
|
1.000 |
1.0688 |
|
1.618 |
1.0657 |
|
2.618 |
1.0608 |
|
4.250 |
1.0528 |
|
|
| Fisher Pivots for day following 10-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0764 |
1.0828 |
| PP |
1.0763 |
1.0807 |
| S1 |
1.0761 |
1.0787 |
|