CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 12-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2024 |
12-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0816 |
1.0802 |
-0.0014 |
-0.1% |
1.0911 |
| High |
1.0825 |
1.0802 |
-0.0024 |
-0.2% |
1.0959 |
| Low |
1.0773 |
1.0696 |
-0.0077 |
-0.7% |
1.0696 |
| Close |
1.0799 |
1.0712 |
-0.0087 |
-0.8% |
1.0712 |
| Range |
0.0053 |
0.0106 |
0.0053 |
101.0% |
0.0263 |
| ATR |
0.0053 |
0.0056 |
0.0004 |
7.2% |
0.0000 |
| Volume |
2,348 |
2,113 |
-235 |
-10.0% |
7,270 |
|
| Daily Pivots for day following 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1053 |
1.0988 |
1.0770 |
|
| R3 |
1.0948 |
1.0883 |
1.0741 |
|
| R2 |
1.0842 |
1.0842 |
1.0731 |
|
| R1 |
1.0777 |
1.0777 |
1.0722 |
1.0757 |
| PP |
1.0737 |
1.0737 |
1.0737 |
1.0726 |
| S1 |
1.0672 |
1.0672 |
1.0702 |
1.0651 |
| S2 |
1.0631 |
1.0631 |
1.0693 |
|
| S3 |
1.0526 |
1.0566 |
1.0683 |
|
| S4 |
1.0420 |
1.0461 |
1.0654 |
|
|
| Weekly Pivots for week ending 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1576 |
1.1407 |
1.0856 |
|
| R3 |
1.1314 |
1.1144 |
1.0784 |
|
| R2 |
1.1051 |
1.1051 |
1.0760 |
|
| R1 |
1.0882 |
1.0882 |
1.0736 |
1.0835 |
| PP |
1.0789 |
1.0789 |
1.0789 |
1.0766 |
| S1 |
1.0619 |
1.0619 |
1.0688 |
1.0573 |
| S2 |
1.0526 |
1.0526 |
1.0664 |
|
| S3 |
1.0264 |
1.0357 |
1.0640 |
|
| S4 |
1.0001 |
1.0094 |
1.0568 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0959 |
1.0696 |
0.0263 |
2.5% |
0.0074 |
0.7% |
6% |
False |
True |
1,454 |
| 10 |
1.0959 |
1.0696 |
0.0263 |
2.5% |
0.0065 |
0.6% |
6% |
False |
True |
1,023 |
| 20 |
1.1023 |
1.0696 |
0.0327 |
3.1% |
0.0056 |
0.5% |
5% |
False |
True |
685 |
| 40 |
1.1060 |
1.0696 |
0.0364 |
3.4% |
0.0043 |
0.4% |
4% |
False |
True |
401 |
| 60 |
1.1060 |
1.0696 |
0.0364 |
3.4% |
0.0040 |
0.4% |
4% |
False |
True |
286 |
| 80 |
1.1252 |
1.0696 |
0.0556 |
5.2% |
0.0040 |
0.4% |
3% |
False |
True |
232 |
| 100 |
1.1252 |
1.0696 |
0.0556 |
5.2% |
0.0039 |
0.4% |
3% |
False |
True |
205 |
| 120 |
1.1252 |
1.0696 |
0.0556 |
5.2% |
0.0038 |
0.4% |
3% |
False |
True |
179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1250 |
|
2.618 |
1.1078 |
|
1.618 |
1.0972 |
|
1.000 |
1.0907 |
|
0.618 |
1.0867 |
|
HIGH |
1.0802 |
|
0.618 |
1.0761 |
|
0.500 |
1.0749 |
|
0.382 |
1.0736 |
|
LOW |
1.0696 |
|
0.618 |
1.0631 |
|
1.000 |
1.0591 |
|
1.618 |
1.0525 |
|
2.618 |
1.0420 |
|
4.250 |
1.0248 |
|
|
| Fisher Pivots for day following 12-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0749 |
1.0818 |
| PP |
1.0737 |
1.0782 |
| S1 |
1.0724 |
1.0747 |
|