CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 09-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2024 |
09-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0911 |
1.0936 |
0.0026 |
0.2% |
1.0858 |
| High |
1.0937 |
1.0959 |
0.0022 |
0.2% |
1.0951 |
| Low |
1.0898 |
1.0922 |
0.0025 |
0.2% |
1.0803 |
| Close |
1.0932 |
1.0927 |
-0.0006 |
-0.1% |
1.0910 |
| Range |
0.0039 |
0.0037 |
-0.0003 |
-6.4% |
0.0148 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
582 |
543 |
-39 |
-6.7% |
2,962 |
|
| Daily Pivots for day following 09-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1045 |
1.1022 |
1.0947 |
|
| R3 |
1.1009 |
1.0986 |
1.0937 |
|
| R2 |
1.0972 |
1.0972 |
1.0933 |
|
| R1 |
1.0949 |
1.0949 |
1.0930 |
1.0943 |
| PP |
1.0936 |
1.0936 |
1.0936 |
1.0932 |
| S1 |
1.0913 |
1.0913 |
1.0923 |
1.0906 |
| S2 |
1.0899 |
1.0899 |
1.0920 |
|
| S3 |
1.0863 |
1.0876 |
1.0916 |
|
| S4 |
1.0826 |
1.0840 |
1.0906 |
|
|
| 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 |
1.0959 |
1.0841 |
0.0118 |
1.1% |
0.0049 |
0.5% |
73% |
True |
False |
641 |
| 10 |
1.0959 |
1.0803 |
0.0156 |
1.4% |
0.0046 |
0.4% |
79% |
True |
False |
488 |
| 20 |
1.1043 |
1.0803 |
0.0240 |
2.2% |
0.0047 |
0.4% |
51% |
False |
False |
415 |
| 40 |
1.1060 |
1.0801 |
0.0259 |
2.4% |
0.0038 |
0.4% |
48% |
False |
False |
252 |
| 60 |
1.1094 |
1.0801 |
0.0293 |
2.7% |
0.0038 |
0.3% |
43% |
False |
False |
188 |
| 80 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0039 |
0.4% |
28% |
False |
False |
159 |
| 100 |
1.1252 |
1.0801 |
0.0451 |
4.1% |
0.0038 |
0.3% |
28% |
False |
False |
144 |
| 120 |
1.1252 |
1.0697 |
0.0555 |
5.1% |
0.0037 |
0.3% |
41% |
False |
False |
130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1114 |
|
2.618 |
1.1054 |
|
1.618 |
1.1018 |
|
1.000 |
1.0995 |
|
0.618 |
1.0981 |
|
HIGH |
1.0959 |
|
0.618 |
1.0945 |
|
0.500 |
1.0940 |
|
0.382 |
1.0936 |
|
LOW |
1.0922 |
|
0.618 |
1.0899 |
|
1.000 |
1.0886 |
|
1.618 |
1.0863 |
|
2.618 |
1.0826 |
|
4.250 |
1.0767 |
|
|
| Fisher Pivots for day following 09-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0940 |
1.0922 |
| PP |
1.0936 |
1.0917 |
| S1 |
1.0931 |
1.0912 |
|