CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 16-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2024 |
16-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0711 |
1.0699 |
-0.0012 |
-0.1% |
1.0911 |
| High |
1.0736 |
1.0725 |
-0.0011 |
-0.1% |
1.0959 |
| Low |
1.0698 |
1.0674 |
-0.0024 |
-0.2% |
1.0696 |
| Close |
1.0698 |
1.0703 |
0.0006 |
0.1% |
1.0712 |
| Range |
0.0038 |
0.0051 |
0.0013 |
34.2% |
0.0263 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
610 |
718 |
108 |
17.7% |
7,270 |
|
| Daily Pivots for day following 16-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0853 |
1.0829 |
1.0731 |
|
| R3 |
1.0802 |
1.0778 |
1.0717 |
|
| R2 |
1.0751 |
1.0751 |
1.0712 |
|
| R1 |
1.0727 |
1.0727 |
1.0708 |
1.0739 |
| PP |
1.0700 |
1.0700 |
1.0700 |
1.0706 |
| S1 |
1.0676 |
1.0676 |
1.0698 |
1.0688 |
| S2 |
1.0649 |
1.0649 |
1.0694 |
|
| S3 |
1.0598 |
1.0625 |
1.0689 |
|
| S4 |
1.0547 |
1.0574 |
1.0675 |
|
|
| 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 |
1.0939 |
1.0674 |
0.0266 |
2.5% |
0.0076 |
0.7% |
11% |
False |
True |
1,494 |
| 10 |
1.0959 |
1.0674 |
0.0285 |
2.7% |
0.0063 |
0.6% |
10% |
False |
True |
1,067 |
| 20 |
1.1023 |
1.0674 |
0.0350 |
3.3% |
0.0057 |
0.5% |
8% |
False |
True |
739 |
| 40 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0044 |
0.4% |
8% |
False |
True |
430 |
| 60 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0042 |
0.4% |
8% |
False |
True |
306 |
| 80 |
1.1252 |
1.0674 |
0.0579 |
5.4% |
0.0041 |
0.4% |
5% |
False |
True |
248 |
| 100 |
1.1252 |
1.0674 |
0.0579 |
5.4% |
0.0039 |
0.4% |
5% |
False |
True |
218 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.4% |
0.0038 |
0.4% |
5% |
False |
True |
187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0941 |
|
2.618 |
1.0858 |
|
1.618 |
1.0807 |
|
1.000 |
1.0776 |
|
0.618 |
1.0756 |
|
HIGH |
1.0725 |
|
0.618 |
1.0705 |
|
0.500 |
1.0699 |
|
0.382 |
1.0693 |
|
LOW |
1.0674 |
|
0.618 |
1.0642 |
|
1.000 |
1.0623 |
|
1.618 |
1.0591 |
|
2.618 |
1.0540 |
|
4.250 |
1.0457 |
|
|
| Fisher Pivots for day following 16-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0702 |
1.0738 |
| PP |
1.0700 |
1.0726 |
| S1 |
1.0699 |
1.0715 |
|