CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 08-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2024 |
08-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0913 |
1.0911 |
-0.0003 |
0.0% |
1.0858 |
| High |
1.0922 |
1.0937 |
0.0015 |
0.1% |
1.0951 |
| Low |
1.0866 |
1.0898 |
0.0032 |
0.3% |
1.0803 |
| Close |
1.0910 |
1.0932 |
0.0023 |
0.2% |
1.0910 |
| Range |
0.0056 |
0.0039 |
-0.0017 |
-30.4% |
0.0148 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
924 |
582 |
-342 |
-37.0% |
2,962 |
|
| Daily Pivots for day following 08-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1039 |
1.1025 |
1.0953 |
|
| R3 |
1.1000 |
1.0986 |
1.0943 |
|
| R2 |
1.0961 |
1.0961 |
1.0939 |
|
| R1 |
1.0947 |
1.0947 |
1.0936 |
1.0954 |
| PP |
1.0922 |
1.0922 |
1.0922 |
1.0926 |
| S1 |
1.0908 |
1.0908 |
1.0928 |
1.0915 |
| S2 |
1.0883 |
1.0883 |
1.0925 |
|
| S3 |
1.0844 |
1.0869 |
1.0921 |
|
| S4 |
1.0805 |
1.0830 |
1.0911 |
|
|
| 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% |
0.0052 |
0.5% |
87% |
False |
False |
667 |
| 10 |
1.0951 |
1.0803 |
0.0148 |
1.4% |
0.0046 |
0.4% |
87% |
False |
False |
511 |
| 20 |
1.1043 |
1.0803 |
0.0240 |
2.2% |
0.0046 |
0.4% |
54% |
False |
False |
391 |
| 40 |
1.1060 |
1.0801 |
0.0259 |
2.4% |
0.0038 |
0.3% |
51% |
False |
False |
240 |
| 60 |
1.1094 |
1.0801 |
0.0293 |
2.7% |
0.0038 |
0.3% |
45% |
False |
False |
179 |
| 80 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0039 |
0.4% |
29% |
False |
False |
154 |
| 100 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0038 |
0.3% |
29% |
False |
False |
139 |
| 120 |
1.1252 |
1.0697 |
0.0555 |
5.1% |
0.0036 |
0.3% |
42% |
False |
False |
130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1102 |
|
2.618 |
1.1039 |
|
1.618 |
1.1000 |
|
1.000 |
1.0976 |
|
0.618 |
1.0961 |
|
HIGH |
1.0937 |
|
0.618 |
1.0922 |
|
0.500 |
1.0917 |
|
0.382 |
1.0912 |
|
LOW |
1.0898 |
|
0.618 |
1.0873 |
|
1.000 |
1.0859 |
|
1.618 |
1.0834 |
|
2.618 |
1.0795 |
|
4.250 |
1.0732 |
|
|
| Fisher Pivots for day following 08-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0927 |
1.0924 |
| PP |
1.0922 |
1.0916 |
| S1 |
1.0917 |
1.0909 |
|