CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 05-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2024 |
05-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0912 |
1.0913 |
0.0001 |
0.0% |
1.0858 |
| High |
1.0951 |
1.0922 |
-0.0029 |
-0.3% |
1.0951 |
| Low |
1.0909 |
1.0866 |
-0.0043 |
-0.4% |
1.0803 |
| Close |
1.0925 |
1.0910 |
-0.0015 |
-0.1% |
1.0910 |
| Range |
0.0043 |
0.0056 |
0.0014 |
31.8% |
0.0148 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
1.8% |
0.0000 |
| Volume |
535 |
924 |
389 |
72.7% |
2,962 |
|
| Daily Pivots for day following 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1067 |
1.1044 |
1.0940 |
|
| R3 |
1.1011 |
1.0988 |
1.0925 |
|
| R2 |
1.0955 |
1.0955 |
1.0920 |
|
| R1 |
1.0932 |
1.0932 |
1.0915 |
1.0916 |
| PP |
1.0899 |
1.0899 |
1.0899 |
1.0891 |
| S1 |
1.0876 |
1.0876 |
1.0904 |
1.0860 |
| S2 |
1.0843 |
1.0843 |
1.0899 |
|
| S3 |
1.0787 |
1.0820 |
1.0894 |
|
| S4 |
1.0731 |
1.0764 |
1.0879 |
|
|
| Weekly Pivots for week ending 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1332 |
1.1269 |
1.0991 |
|
| R3 |
1.1184 |
1.1121 |
1.0950 |
|
| R2 |
1.1036 |
1.1036 |
1.0937 |
|
| R1 |
1.0973 |
1.0973 |
1.0923 |
1.1004 |
| PP |
1.0888 |
1.0888 |
1.0888 |
1.0904 |
| S1 |
1.0825 |
1.0825 |
1.0896 |
1.0856 |
| S2 |
1.0740 |
1.0740 |
1.0882 |
|
| S3 |
1.0592 |
1.0677 |
1.0869 |
|
| S4 |
1.0444 |
1.0529 |
1.0828 |
|
|
| 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% |
0.0055 |
0.5% |
72% |
False |
False |
592 |
| 10 |
1.0951 |
1.0803 |
0.0148 |
1.4% |
0.0049 |
0.4% |
72% |
False |
False |
491 |
| 20 |
1.1060 |
1.0803 |
0.0257 |
2.4% |
0.0046 |
0.4% |
41% |
False |
False |
371 |
| 40 |
1.1060 |
1.0801 |
0.0259 |
2.4% |
0.0038 |
0.3% |
42% |
False |
False |
225 |
| 60 |
1.1094 |
1.0801 |
0.0293 |
2.7% |
0.0038 |
0.3% |
37% |
False |
False |
170 |
| 80 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0039 |
0.4% |
24% |
False |
False |
148 |
| 100 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0038 |
0.3% |
24% |
False |
False |
133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1160 |
|
2.618 |
1.1069 |
|
1.618 |
1.1013 |
|
1.000 |
1.0978 |
|
0.618 |
1.0957 |
|
HIGH |
1.0922 |
|
0.618 |
1.0901 |
|
0.500 |
1.0894 |
|
0.382 |
1.0887 |
|
LOW |
1.0866 |
|
0.618 |
1.0831 |
|
1.000 |
1.0810 |
|
1.618 |
1.0775 |
|
2.618 |
1.0719 |
|
4.250 |
1.0628 |
|
|
| Fisher Pivots for day following 05-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0904 |
1.0905 |
| PP |
1.0899 |
1.0901 |
| S1 |
1.0894 |
1.0896 |
|