CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 13-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2024 |
13-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0743 |
1.0814 |
0.0071 |
0.7% |
1.0858 |
| High |
1.0856 |
1.0818 |
-0.0038 |
-0.3% |
1.0923 |
| Low |
1.0738 |
1.0735 |
-0.0003 |
0.0% |
1.0804 |
| Close |
1.0817 |
1.0741 |
-0.0076 |
-0.7% |
1.0810 |
| Range |
0.0118 |
0.0084 |
-0.0035 |
-29.2% |
0.0120 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
2.4% |
0.0000 |
| Volume |
569,877 |
368,141 |
-201,736 |
-35.4% |
1,226,376 |
|
| Daily Pivots for day following 13-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1015 |
1.0962 |
1.0787 |
|
| R3 |
1.0932 |
1.0878 |
1.0764 |
|
| R2 |
1.0848 |
1.0848 |
1.0756 |
|
| R1 |
1.0795 |
1.0795 |
1.0749 |
1.0780 |
| PP |
1.0765 |
1.0765 |
1.0765 |
1.0757 |
| S1 |
1.0711 |
1.0711 |
1.0733 |
1.0696 |
| S2 |
1.0681 |
1.0681 |
1.0726 |
|
| S3 |
1.0598 |
1.0628 |
1.0718 |
|
| S4 |
1.0514 |
1.0544 |
1.0695 |
|
|
| 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% |
0.0084 |
0.8% |
9% |
False |
False |
395,799 |
| 10 |
1.0923 |
1.0723 |
0.0200 |
1.9% |
0.0071 |
0.7% |
9% |
False |
False |
318,262 |
| 20 |
1.0923 |
1.0723 |
0.0200 |
1.9% |
0.0059 |
0.5% |
9% |
False |
False |
253,440 |
| 40 |
1.0923 |
1.0636 |
0.0288 |
2.7% |
0.0057 |
0.5% |
37% |
False |
False |
218,051 |
| 60 |
1.0982 |
1.0629 |
0.0353 |
3.3% |
0.0059 |
0.6% |
32% |
False |
False |
217,845 |
| 80 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0056 |
0.5% |
28% |
False |
False |
183,612 |
| 100 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0058 |
0.5% |
28% |
False |
False |
147,079 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0058 |
0.5% |
19% |
False |
False |
122,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1173 |
|
2.618 |
1.1037 |
|
1.618 |
1.0953 |
|
1.000 |
1.0902 |
|
0.618 |
1.0870 |
|
HIGH |
1.0818 |
|
0.618 |
1.0786 |
|
0.500 |
1.0776 |
|
0.382 |
1.0766 |
|
LOW |
1.0735 |
|
0.618 |
1.0683 |
|
1.000 |
1.0651 |
|
1.618 |
1.0599 |
|
2.618 |
1.0516 |
|
4.250 |
1.0380 |
|
|
| Fisher Pivots for day following 13-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0776 |
1.0789 |
| PP |
1.0765 |
1.0773 |
| S1 |
1.0753 |
1.0757 |
|