CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 11-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2024 |
11-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0932 |
1.0816 |
-0.0116 |
-1.1% |
1.0858 |
| High |
1.0939 |
1.0825 |
-0.0114 |
-1.0% |
1.0951 |
| Low |
1.0805 |
1.0773 |
-0.0032 |
-0.3% |
1.0803 |
| Close |
1.0811 |
1.0799 |
-0.0012 |
-0.1% |
1.0910 |
| Range |
0.0135 |
0.0053 |
-0.0082 |
-61.0% |
0.0148 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.0% |
0.0000 |
| Volume |
1,684 |
2,348 |
664 |
39.4% |
2,962 |
|
| Daily Pivots for day following 11-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0956 |
1.0930 |
1.0828 |
|
| R3 |
1.0904 |
1.0878 |
1.0813 |
|
| R2 |
1.0851 |
1.0851 |
1.0809 |
|
| R1 |
1.0825 |
1.0825 |
1.0804 |
1.0812 |
| PP |
1.0799 |
1.0799 |
1.0799 |
1.0792 |
| S1 |
1.0773 |
1.0773 |
1.0794 |
1.0760 |
| S2 |
1.0746 |
1.0746 |
1.0789 |
|
| S3 |
1.0694 |
1.0720 |
1.0785 |
|
| S4 |
1.0641 |
1.0668 |
1.0770 |
|
|
| 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 |
1.0773 |
0.0186 |
1.7% |
0.0064 |
0.6% |
14% |
False |
True |
1,216 |
| 10 |
1.0959 |
1.0773 |
0.0186 |
1.7% |
0.0059 |
0.5% |
14% |
False |
True |
852 |
| 20 |
1.1032 |
1.0773 |
0.0259 |
2.4% |
0.0054 |
0.5% |
10% |
False |
True |
593 |
| 40 |
1.1060 |
1.0773 |
0.0288 |
2.7% |
0.0041 |
0.4% |
9% |
False |
True |
351 |
| 60 |
1.1060 |
1.0773 |
0.0288 |
2.7% |
0.0039 |
0.4% |
9% |
False |
True |
251 |
| 80 |
1.1252 |
1.0773 |
0.0480 |
4.4% |
0.0039 |
0.4% |
6% |
False |
True |
207 |
| 100 |
1.1252 |
1.0773 |
0.0480 |
4.4% |
0.0038 |
0.4% |
6% |
False |
True |
184 |
| 120 |
1.1252 |
1.0697 |
0.0555 |
5.1% |
0.0038 |
0.3% |
18% |
False |
False |
162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1048 |
|
2.618 |
1.0962 |
|
1.618 |
1.0910 |
|
1.000 |
1.0878 |
|
0.618 |
1.0857 |
|
HIGH |
1.0825 |
|
0.618 |
1.0805 |
|
0.500 |
1.0799 |
|
0.382 |
1.0793 |
|
LOW |
1.0773 |
|
0.618 |
1.0740 |
|
1.000 |
1.0720 |
|
1.618 |
1.0688 |
|
2.618 |
1.0635 |
|
4.250 |
1.0549 |
|
|
| Fisher Pivots for day following 11-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0799 |
1.0866 |
| PP |
1.0799 |
1.0843 |
| S1 |
1.0799 |
1.0821 |
|