CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 10-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2024 |
10-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0936 |
1.0932 |
-0.0005 |
0.0% |
1.0858 |
| High |
1.0959 |
1.0939 |
-0.0020 |
-0.2% |
1.0951 |
| Low |
1.0922 |
1.0805 |
-0.0118 |
-1.1% |
1.0803 |
| Close |
1.0927 |
1.0811 |
-0.0116 |
-1.1% |
1.0910 |
| Range |
0.0037 |
0.0135 |
0.0098 |
268.5% |
0.0148 |
| ATR |
0.0046 |
0.0053 |
0.0006 |
13.6% |
0.0000 |
| Volume |
543 |
1,684 |
1,141 |
210.1% |
2,962 |
|
| Daily Pivots for day following 10-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1255 |
1.1167 |
1.0884 |
|
| R3 |
1.1120 |
1.1033 |
1.0847 |
|
| R2 |
1.0986 |
1.0986 |
1.0835 |
|
| R1 |
1.0898 |
1.0898 |
1.0823 |
1.0875 |
| PP |
1.0851 |
1.0851 |
1.0851 |
1.0840 |
| S1 |
1.0764 |
1.0764 |
1.0798 |
1.0740 |
| S2 |
1.0717 |
1.0717 |
1.0786 |
|
| S3 |
1.0582 |
1.0629 |
1.0774 |
|
| S4 |
1.0448 |
1.0495 |
1.0737 |
|
|
| 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 |
1.0805 |
0.0154 |
1.4% |
0.0062 |
0.6% |
4% |
False |
True |
853 |
| 10 |
1.0959 |
1.0803 |
0.0156 |
1.4% |
0.0056 |
0.5% |
5% |
False |
False |
639 |
| 20 |
1.1043 |
1.0803 |
0.0240 |
2.2% |
0.0053 |
0.5% |
3% |
False |
False |
497 |
| 40 |
1.1060 |
1.0801 |
0.0259 |
2.4% |
0.0042 |
0.4% |
4% |
False |
False |
294 |
| 60 |
1.1060 |
1.0801 |
0.0259 |
2.4% |
0.0039 |
0.4% |
4% |
False |
False |
215 |
| 80 |
1.1252 |
1.0801 |
0.0451 |
4.2% |
0.0040 |
0.4% |
2% |
False |
False |
179 |
| 100 |
1.1252 |
1.0801 |
0.0451 |
4.2% |
0.0038 |
0.3% |
2% |
False |
False |
161 |
| 120 |
1.1252 |
1.0697 |
0.0555 |
5.1% |
0.0037 |
0.3% |
20% |
False |
False |
143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1511 |
|
2.618 |
1.1291 |
|
1.618 |
1.1157 |
|
1.000 |
1.1074 |
|
0.618 |
1.1022 |
|
HIGH |
1.0939 |
|
0.618 |
1.0888 |
|
0.500 |
1.0872 |
|
0.382 |
1.0856 |
|
LOW |
1.0805 |
|
0.618 |
1.0721 |
|
1.000 |
1.0670 |
|
1.618 |
1.0587 |
|
2.618 |
1.0452 |
|
4.250 |
1.0233 |
|
|
| Fisher Pivots for day following 10-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0872 |
1.0882 |
| PP |
1.0851 |
1.0858 |
| S1 |
1.0831 |
1.0834 |
|