CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 17-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2024 |
17-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0699 |
1.0690 |
-0.0010 |
-0.1% |
1.0911 |
| High |
1.0725 |
1.0750 |
0.0026 |
0.2% |
1.0959 |
| Low |
1.0674 |
1.0682 |
0.0009 |
0.1% |
1.0696 |
| Close |
1.0703 |
1.0742 |
0.0039 |
0.4% |
1.0712 |
| Range |
0.0051 |
0.0068 |
0.0017 |
33.3% |
0.0263 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
1.7% |
0.0000 |
| Volume |
718 |
660 |
-58 |
-8.1% |
7,270 |
|
| Daily Pivots for day following 17-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0929 |
1.0903 |
1.0779 |
|
| R3 |
1.0861 |
1.0835 |
1.0761 |
|
| R2 |
1.0793 |
1.0793 |
1.0754 |
|
| R1 |
1.0767 |
1.0767 |
1.0748 |
1.0780 |
| PP |
1.0725 |
1.0725 |
1.0725 |
1.0731 |
| S1 |
1.0699 |
1.0699 |
1.0736 |
1.0712 |
| S2 |
1.0657 |
1.0657 |
1.0730 |
|
| S3 |
1.0589 |
1.0631 |
1.0723 |
|
| S4 |
1.0521 |
1.0563 |
1.0705 |
|
|
| 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 |
1.0825 |
1.0674 |
0.0152 |
1.4% |
0.0063 |
0.6% |
45% |
False |
False |
1,289 |
| 10 |
1.0959 |
1.0674 |
0.0285 |
2.7% |
0.0062 |
0.6% |
24% |
False |
False |
1,071 |
| 20 |
1.1023 |
1.0674 |
0.0350 |
3.3% |
0.0059 |
0.6% |
20% |
False |
False |
745 |
| 40 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0045 |
0.4% |
18% |
False |
False |
445 |
| 60 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0043 |
0.4% |
18% |
False |
False |
317 |
| 80 |
1.1252 |
1.0674 |
0.0579 |
5.4% |
0.0042 |
0.4% |
12% |
False |
False |
257 |
| 100 |
1.1252 |
1.0674 |
0.0579 |
5.4% |
0.0040 |
0.4% |
12% |
False |
False |
224 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.4% |
0.0038 |
0.4% |
12% |
False |
False |
192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1039 |
|
2.618 |
1.0928 |
|
1.618 |
1.0860 |
|
1.000 |
1.0818 |
|
0.618 |
1.0792 |
|
HIGH |
1.0750 |
|
0.618 |
1.0724 |
|
0.500 |
1.0716 |
|
0.382 |
1.0708 |
|
LOW |
1.0682 |
|
0.618 |
1.0640 |
|
1.000 |
1.0614 |
|
1.618 |
1.0572 |
|
2.618 |
1.0504 |
|
4.250 |
1.0393 |
|
|
| Fisher Pivots for day following 17-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0733 |
1.0732 |
| PP |
1.0725 |
1.0722 |
| S1 |
1.0716 |
1.0712 |
|