CME Euro FX (E) Future September 2024
Trading Metrics calculated at close of trading on 25-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2024 |
25-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
1.0999 |
1.0967 |
-0.0032 |
-0.3% |
1.1045 |
High |
1.1006 |
1.0967 |
-0.0039 |
-0.3% |
1.1058 |
Low |
1.0993 |
1.0934 |
-0.0059 |
-0.5% |
1.0962 |
Close |
1.0993 |
1.0941 |
-0.0052 |
-0.5% |
1.0998 |
Range |
0.0013 |
0.0033 |
0.0020 |
153.8% |
0.0096 |
ATR |
0.0047 |
0.0048 |
0.0001 |
1.7% |
0.0000 |
Volume |
9 |
60 |
51 |
566.7% |
294 |
|
Daily Pivots for day following 25-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1046 |
1.1026 |
1.0959 |
|
R3 |
1.1013 |
1.0993 |
1.0950 |
|
R2 |
1.0980 |
1.0980 |
1.0947 |
|
R1 |
1.0960 |
1.0960 |
1.0944 |
1.0954 |
PP |
1.0947 |
1.0947 |
1.0947 |
1.0944 |
S1 |
1.0927 |
1.0927 |
1.0937 |
1.0921 |
S2 |
1.0914 |
1.0914 |
1.0934 |
|
S3 |
1.0881 |
1.0894 |
1.0931 |
|
S4 |
1.0848 |
1.0861 |
1.0922 |
|
|
Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1294 |
1.1242 |
1.1050 |
|
R3 |
1.1198 |
1.1146 |
1.1024 |
|
R2 |
1.1102 |
1.1102 |
1.1015 |
|
R1 |
1.1050 |
1.1050 |
1.1006 |
1.1028 |
PP |
1.1006 |
1.1006 |
1.1006 |
1.0995 |
S1 |
1.0954 |
1.0954 |
1.0989 |
1.0932 |
S2 |
1.0910 |
1.0910 |
1.0980 |
|
S3 |
1.0814 |
1.0858 |
1.0971 |
|
S4 |
1.0718 |
1.0762 |
1.0945 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1006 |
1.0933 |
0.0073 |
0.7% |
0.0020 |
0.2% |
10% |
False |
False |
63 |
10 |
1.1094 |
1.0933 |
0.0161 |
1.5% |
0.0030 |
0.3% |
5% |
False |
False |
67 |
20 |
1.1252 |
1.0933 |
0.0319 |
2.9% |
0.0040 |
0.4% |
2% |
False |
False |
79 |
40 |
1.1252 |
1.0889 |
0.0364 |
3.3% |
0.0036 |
0.3% |
14% |
False |
False |
77 |
60 |
1.1252 |
1.0704 |
0.0548 |
5.0% |
0.0035 |
0.3% |
43% |
False |
False |
67 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1107 |
2.618 |
1.1053 |
1.618 |
1.1020 |
1.000 |
1.1000 |
0.618 |
1.0987 |
HIGH |
1.0967 |
0.618 |
1.0954 |
0.500 |
1.0951 |
0.382 |
1.0947 |
LOW |
1.0934 |
0.618 |
1.0914 |
1.000 |
1.0901 |
1.618 |
1.0881 |
2.618 |
1.0848 |
4.250 |
1.0794 |
|
|
Fisher Pivots for day following 25-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
1.0951 |
1.0969 |
PP |
1.0947 |
1.0960 |
S1 |
1.0944 |
1.0950 |
|