CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 04-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2024 |
04-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0850 |
1.0912 |
0.0063 |
0.6% |
1.0884 |
| High |
1.0913 |
1.0951 |
0.0038 |
0.3% |
1.0944 |
| Low |
1.0841 |
1.0909 |
0.0068 |
0.6% |
1.0853 |
| Close |
1.0912 |
1.0925 |
0.0013 |
0.1% |
1.0865 |
| Range |
0.0072 |
0.0043 |
-0.0030 |
-41.0% |
0.0091 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
622 |
535 |
-87 |
-14.0% |
1,568 |
|
| Daily Pivots for day following 04-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1056 |
1.1033 |
1.0948 |
|
| R3 |
1.1013 |
1.0990 |
1.0936 |
|
| R2 |
1.0971 |
1.0971 |
1.0932 |
|
| R1 |
1.0948 |
1.0948 |
1.0928 |
1.0959 |
| PP |
1.0928 |
1.0928 |
1.0928 |
1.0934 |
| S1 |
1.0905 |
1.0905 |
1.0921 |
1.0917 |
| S2 |
1.0886 |
1.0886 |
1.0917 |
|
| S3 |
1.0843 |
1.0863 |
1.0913 |
|
| S4 |
1.0801 |
1.0820 |
1.0901 |
|
|
| Weekly Pivots for week ending 29-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1160 |
1.1103 |
1.0915 |
|
| R3 |
1.1069 |
1.1012 |
1.0890 |
|
| R2 |
1.0978 |
1.0978 |
1.0881 |
|
| R1 |
1.0921 |
1.0921 |
1.0873 |
1.0904 |
| PP |
1.0887 |
1.0887 |
1.0887 |
1.0879 |
| S1 |
1.0830 |
1.0830 |
1.0856 |
1.0813 |
| S2 |
1.0796 |
1.0796 |
1.0848 |
|
| S3 |
1.0705 |
1.0739 |
1.0839 |
|
| S4 |
1.0614 |
1.0648 |
1.0814 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0951 |
1.0803 |
0.0148 |
1.4% |
0.0054 |
0.5% |
82% |
True |
False |
488 |
| 10 |
1.1023 |
1.0803 |
0.0220 |
2.0% |
0.0052 |
0.5% |
55% |
False |
False |
437 |
| 20 |
1.1060 |
1.0803 |
0.0257 |
2.4% |
0.0046 |
0.4% |
47% |
False |
False |
326 |
| 40 |
1.1060 |
1.0801 |
0.0259 |
2.4% |
0.0037 |
0.3% |
48% |
False |
False |
204 |
| 60 |
1.1094 |
1.0801 |
0.0293 |
2.7% |
0.0038 |
0.3% |
42% |
False |
False |
155 |
| 80 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0039 |
0.4% |
27% |
False |
False |
137 |
| 100 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0037 |
0.3% |
27% |
False |
False |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1132 |
|
2.618 |
1.1062 |
|
1.618 |
1.1020 |
|
1.000 |
1.0994 |
|
0.618 |
1.0977 |
|
HIGH |
1.0951 |
|
0.618 |
1.0935 |
|
0.500 |
1.0930 |
|
0.382 |
1.0925 |
|
LOW |
1.0909 |
|
0.618 |
1.0882 |
|
1.000 |
1.0866 |
|
1.618 |
1.0840 |
|
2.618 |
1.0797 |
|
4.250 |
1.0728 |
|
|
| Fisher Pivots for day following 04-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0930 |
1.0909 |
| PP |
1.0928 |
1.0893 |
| S1 |
1.0926 |
1.0877 |
|