CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 11-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2024 |
11-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0775 |
1.0768 |
-0.0007 |
-0.1% |
1.0858 |
| High |
1.0786 |
1.0777 |
-0.0009 |
-0.1% |
1.0923 |
| Low |
1.0737 |
1.0723 |
-0.0014 |
-0.1% |
1.0804 |
| Close |
1.0766 |
1.0747 |
-0.0020 |
-0.2% |
1.0810 |
| Range |
0.0049 |
0.0054 |
0.0005 |
10.2% |
0.0120 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
327,799 |
417,297 |
89,498 |
27.3% |
1,226,376 |
|
| Daily Pivots for day following 11-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0911 |
1.0883 |
1.0776 |
|
| R3 |
1.0857 |
1.0829 |
1.0761 |
|
| R2 |
1.0803 |
1.0803 |
1.0756 |
|
| R1 |
1.0775 |
1.0775 |
1.0751 |
1.0762 |
| PP |
1.0749 |
1.0749 |
1.0749 |
1.0742 |
| S1 |
1.0721 |
1.0721 |
1.0742 |
1.0708 |
| S2 |
1.0695 |
1.0695 |
1.0737 |
|
| S3 |
1.0641 |
1.0667 |
1.0732 |
|
| S4 |
1.0587 |
1.0613 |
1.0717 |
|
|
| 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 |
1.0919 |
1.0723 |
0.0196 |
1.8% |
0.0059 |
0.6% |
12% |
False |
True |
291,958 |
| 10 |
1.0923 |
1.0723 |
0.0200 |
1.9% |
0.0062 |
0.6% |
12% |
False |
True |
272,255 |
| 20 |
1.0923 |
1.0723 |
0.0200 |
1.9% |
0.0055 |
0.5% |
12% |
False |
True |
228,198 |
| 40 |
1.0923 |
1.0629 |
0.0295 |
2.7% |
0.0056 |
0.5% |
40% |
False |
False |
206,096 |
| 60 |
1.0982 |
1.0629 |
0.0353 |
3.3% |
0.0057 |
0.5% |
33% |
False |
False |
207,837 |
| 80 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0055 |
0.5% |
30% |
False |
False |
171,917 |
| 100 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0056 |
0.5% |
30% |
False |
False |
137,709 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0058 |
0.5% |
20% |
False |
False |
114,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1007 |
|
2.618 |
1.0918 |
|
1.618 |
1.0864 |
|
1.000 |
1.0831 |
|
0.618 |
1.0810 |
|
HIGH |
1.0777 |
|
0.618 |
1.0756 |
|
0.500 |
1.0750 |
|
0.382 |
1.0744 |
|
LOW |
1.0723 |
|
0.618 |
1.0690 |
|
1.000 |
1.0669 |
|
1.618 |
1.0636 |
|
2.618 |
1.0582 |
|
4.250 |
1.0494 |
|
|
| Fisher Pivots for day following 11-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0750 |
1.0821 |
| PP |
1.0749 |
1.0796 |
| S1 |
1.0748 |
1.0771 |
|