CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 18-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2024 |
18-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0690 |
1.0742 |
0.0053 |
0.5% |
1.0911 |
| High |
1.0750 |
1.0760 |
0.0010 |
0.1% |
1.0959 |
| Low |
1.0682 |
1.0712 |
0.0030 |
0.3% |
1.0696 |
| Close |
1.0742 |
1.0716 |
-0.0027 |
-0.2% |
1.0712 |
| Range |
0.0068 |
0.0048 |
-0.0020 |
-29.4% |
0.0263 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
660 |
732 |
72 |
10.9% |
7,270 |
|
| Daily Pivots for day following 18-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0873 |
1.0842 |
1.0742 |
|
| R3 |
1.0825 |
1.0794 |
1.0729 |
|
| R2 |
1.0777 |
1.0777 |
1.0724 |
|
| R1 |
1.0746 |
1.0746 |
1.0720 |
1.0738 |
| PP |
1.0729 |
1.0729 |
1.0729 |
1.0725 |
| S1 |
1.0698 |
1.0698 |
1.0711 |
1.0690 |
| S2 |
1.0681 |
1.0681 |
1.0707 |
|
| S3 |
1.0633 |
1.0650 |
1.0702 |
|
| S4 |
1.0585 |
1.0602 |
1.0689 |
|
|
| 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 |
1.0802 |
1.0674 |
0.0128 |
1.2% |
0.0062 |
0.6% |
33% |
False |
False |
966 |
| 10 |
1.0959 |
1.0674 |
0.0285 |
2.7% |
0.0063 |
0.6% |
15% |
False |
False |
1,091 |
| 20 |
1.1023 |
1.0674 |
0.0350 |
3.3% |
0.0057 |
0.5% |
12% |
False |
False |
764 |
| 40 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0045 |
0.4% |
11% |
False |
False |
462 |
| 60 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0043 |
0.4% |
11% |
False |
False |
326 |
| 80 |
1.1252 |
1.0674 |
0.0579 |
5.4% |
0.0042 |
0.4% |
7% |
False |
False |
265 |
| 100 |
1.1252 |
1.0674 |
0.0579 |
5.4% |
0.0040 |
0.4% |
7% |
False |
False |
231 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.4% |
0.0039 |
0.4% |
7% |
False |
False |
198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0964 |
|
2.618 |
1.0886 |
|
1.618 |
1.0838 |
|
1.000 |
1.0808 |
|
0.618 |
1.0790 |
|
HIGH |
1.0760 |
|
0.618 |
1.0742 |
|
0.500 |
1.0736 |
|
0.382 |
1.0730 |
|
LOW |
1.0712 |
|
0.618 |
1.0682 |
|
1.000 |
1.0664 |
|
1.618 |
1.0634 |
|
2.618 |
1.0586 |
|
4.250 |
1.0508 |
|
|
| Fisher Pivots for day following 18-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0736 |
1.0717 |
| PP |
1.0729 |
1.0716 |
| S1 |
1.0722 |
1.0716 |
|