CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 10-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2024 |
10-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1057 |
1.1063 |
0.0006 |
0.0% |
1.1152 |
| High |
1.1066 |
1.1083 |
0.0017 |
0.2% |
1.1152 |
| Low |
1.1040 |
1.1050 |
0.0011 |
0.1% |
1.0993 |
| Close |
1.1040 |
1.1083 |
0.0044 |
0.4% |
1.1063 |
| Range |
0.0027 |
0.0033 |
0.0007 |
24.5% |
0.0159 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
18 |
15 |
-3 |
-16.7% |
807 |
|
| Daily Pivots for day following 10-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1171 |
1.1160 |
1.1101 |
|
| R3 |
1.1138 |
1.1127 |
1.1092 |
|
| R2 |
1.1105 |
1.1105 |
1.1089 |
|
| R1 |
1.1094 |
1.1094 |
1.1086 |
1.1100 |
| PP |
1.1072 |
1.1072 |
1.1072 |
1.1075 |
| S1 |
1.1061 |
1.1061 |
1.1080 |
1.1067 |
| S2 |
1.1039 |
1.1039 |
1.1077 |
|
| S3 |
1.1006 |
1.1028 |
1.1074 |
|
| S4 |
1.0973 |
1.0995 |
1.1065 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1546 |
1.1464 |
1.1150 |
|
| R3 |
1.1387 |
1.1305 |
1.1107 |
|
| R2 |
1.1228 |
1.1228 |
1.1092 |
|
| R1 |
1.1146 |
1.1146 |
1.1078 |
1.1107 |
| PP |
1.1069 |
1.1069 |
1.1069 |
1.1050 |
| S1 |
1.0987 |
1.0987 |
1.1048 |
1.0948 |
| S2 |
1.0910 |
1.0910 |
1.1034 |
|
| S3 |
1.0751 |
1.0828 |
1.1019 |
|
| S4 |
1.0592 |
1.0669 |
1.0976 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1093 |
1.0993 |
0.0101 |
0.9% |
0.0046 |
0.4% |
90% |
False |
False |
40 |
| 10 |
1.1252 |
1.0993 |
0.0260 |
2.3% |
0.0050 |
0.5% |
35% |
False |
False |
91 |
| 20 |
1.1252 |
1.0911 |
0.0341 |
3.1% |
0.0043 |
0.4% |
50% |
False |
False |
76 |
| 40 |
1.1252 |
1.0843 |
0.0410 |
3.7% |
0.0037 |
0.3% |
59% |
False |
False |
77 |
| 60 |
1.1252 |
1.0697 |
0.0555 |
5.0% |
0.0034 |
0.3% |
70% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1223 |
|
2.618 |
1.1169 |
|
1.618 |
1.1136 |
|
1.000 |
1.1116 |
|
0.618 |
1.1103 |
|
HIGH |
1.1083 |
|
0.618 |
1.1070 |
|
0.500 |
1.1067 |
|
0.382 |
1.1063 |
|
LOW |
1.1050 |
|
0.618 |
1.1030 |
|
1.000 |
1.1017 |
|
1.618 |
1.0997 |
|
2.618 |
1.0964 |
|
4.250 |
1.0910 |
|
|
| Fisher Pivots for day following 10-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1078 |
1.1077 |
| PP |
1.1072 |
1.1072 |
| S1 |
1.1067 |
1.1066 |
|