CME Euro FX (E) Future September 2024
Trading Metrics calculated at close of trading on 18-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2024 |
18-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
1.0966 |
1.0966 |
-0.0001 |
0.0% |
1.1055 |
High |
1.0986 |
1.0966 |
-0.0020 |
-0.2% |
1.1094 |
Low |
1.0962 |
1.0966 |
0.0004 |
0.0% |
1.1040 |
Close |
1.0981 |
1.0966 |
-0.0015 |
-0.1% |
1.1064 |
Range |
0.0024 |
0.0000 |
-0.0024 |
-100.0% |
0.0054 |
ATR |
0.0053 |
0.0050 |
-0.0003 |
-5.1% |
0.0000 |
Volume |
6 |
55 |
49 |
816.7% |
203 |
|
Daily Pivots for day following 18-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0966 |
1.0966 |
1.0966 |
|
R3 |
1.0966 |
1.0966 |
1.0966 |
|
R2 |
1.0966 |
1.0966 |
1.0966 |
|
R1 |
1.0966 |
1.0966 |
1.0966 |
1.0966 |
PP |
1.0966 |
1.0966 |
1.0966 |
1.0966 |
S1 |
1.0966 |
1.0966 |
1.0966 |
1.0966 |
S2 |
1.0966 |
1.0966 |
1.0966 |
|
S3 |
1.0966 |
1.0966 |
1.0966 |
|
S4 |
1.0966 |
1.0966 |
1.0966 |
|
|
Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1228 |
1.1200 |
1.1094 |
|
R3 |
1.1174 |
1.1146 |
1.1079 |
|
R2 |
1.1120 |
1.1120 |
1.1074 |
|
R1 |
1.1092 |
1.1092 |
1.1069 |
1.1106 |
PP |
1.1066 |
1.1066 |
1.1066 |
1.1073 |
S1 |
1.1038 |
1.1038 |
1.1059 |
1.1052 |
S2 |
1.1012 |
1.1012 |
1.1054 |
|
S3 |
1.0958 |
1.0984 |
1.1049 |
|
S4 |
1.0904 |
1.0930 |
1.1034 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1094 |
1.0962 |
0.0132 |
1.2% |
0.0039 |
0.4% |
3% |
False |
False |
72 |
10 |
1.1094 |
1.0962 |
0.0132 |
1.2% |
0.0043 |
0.4% |
3% |
False |
False |
56 |
20 |
1.1252 |
1.0962 |
0.0290 |
2.6% |
0.0038 |
0.3% |
1% |
False |
False |
72 |
40 |
1.1252 |
1.0889 |
0.0364 |
3.3% |
0.0035 |
0.3% |
21% |
False |
False |
85 |
60 |
1.1252 |
1.0697 |
0.0555 |
5.1% |
0.0036 |
0.3% |
48% |
False |
False |
68 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0966 |
2.618 |
1.0966 |
1.618 |
1.0966 |
1.000 |
1.0966 |
0.618 |
1.0966 |
HIGH |
1.0966 |
0.618 |
1.0966 |
0.500 |
1.0966 |
0.382 |
1.0966 |
LOW |
1.0966 |
0.618 |
1.0966 |
1.000 |
1.0966 |
1.618 |
1.0966 |
2.618 |
1.0966 |
4.250 |
1.0966 |
|
|
Fisher Pivots for day following 18-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
1.0966 |
1.1010 |
PP |
1.0966 |
1.0995 |
S1 |
1.0966 |
1.0980 |
|