CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 02-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2023 |
02-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1188 |
1.1152 |
-0.0037 |
-0.3% |
1.1172 |
| High |
1.1205 |
1.1152 |
-0.0054 |
-0.5% |
1.1252 |
| Low |
1.1161 |
1.1060 |
-0.0101 |
-0.9% |
1.1161 |
| Close |
1.1161 |
1.1066 |
-0.0095 |
-0.9% |
1.1161 |
| Range |
0.0045 |
0.0092 |
0.0047 |
105.6% |
0.0092 |
| ATR |
0.0051 |
0.0055 |
0.0004 |
6.8% |
0.0000 |
| Volume |
5 |
552 |
547 |
10,940.0% |
20 |
|
| Daily Pivots for day following 02-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1367 |
1.1308 |
1.1116 |
|
| R3 |
1.1275 |
1.1216 |
1.1091 |
|
| R2 |
1.1184 |
1.1184 |
1.1082 |
|
| R1 |
1.1125 |
1.1125 |
1.1074 |
1.1109 |
| PP |
1.1092 |
1.1092 |
1.1092 |
1.1084 |
| S1 |
1.1033 |
1.1033 |
1.1057 |
1.1017 |
| S2 |
1.1001 |
1.1001 |
1.1049 |
|
| S3 |
1.0909 |
1.0942 |
1.1040 |
|
| S4 |
1.0818 |
1.0850 |
1.1015 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1466 |
1.1405 |
1.1211 |
|
| R3 |
1.1374 |
1.1313 |
1.1186 |
|
| R2 |
1.1283 |
1.1283 |
1.1177 |
|
| R1 |
1.1222 |
1.1222 |
1.1169 |
1.1206 |
| PP |
1.1191 |
1.1191 |
1.1191 |
1.1183 |
| S1 |
1.1130 |
1.1130 |
1.1152 |
1.1115 |
| S2 |
1.1100 |
1.1100 |
1.1144 |
|
| S3 |
1.1008 |
1.1039 |
1.1135 |
|
| S4 |
1.0917 |
1.0947 |
1.1110 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1540 |
|
2.618 |
1.1391 |
|
1.618 |
1.1300 |
|
1.000 |
1.1243 |
|
0.618 |
1.1208 |
|
HIGH |
1.1152 |
|
0.618 |
1.1117 |
|
0.500 |
1.1106 |
|
0.382 |
1.1095 |
|
LOW |
1.1060 |
|
0.618 |
1.1003 |
|
1.000 |
1.0969 |
|
1.618 |
1.0912 |
|
2.618 |
1.0820 |
|
4.250 |
1.0671 |
|
|
| Fisher Pivots for day following 02-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1106 |
1.1156 |
| PP |
1.1092 |
1.1126 |
| S1 |
1.1079 |
1.1096 |
|