CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 19-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2024 |
19-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0742 |
1.0711 |
-0.0032 |
-0.3% |
1.0711 |
| High |
1.0760 |
1.0747 |
-0.0013 |
-0.1% |
1.0760 |
| Low |
1.0712 |
1.0681 |
-0.0032 |
-0.3% |
1.0674 |
| Close |
1.0716 |
1.0721 |
0.0005 |
0.0% |
1.0721 |
| Range |
0.0048 |
0.0067 |
0.0019 |
38.5% |
0.0087 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
1.5% |
0.0000 |
| Volume |
732 |
1,121 |
389 |
53.1% |
3,841 |
|
| Daily Pivots for day following 19-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0916 |
1.0885 |
1.0757 |
|
| R3 |
1.0849 |
1.0818 |
1.0739 |
|
| R2 |
1.0783 |
1.0783 |
1.0733 |
|
| R1 |
1.0752 |
1.0752 |
1.0727 |
1.0767 |
| PP |
1.0716 |
1.0716 |
1.0716 |
1.0724 |
| S1 |
1.0685 |
1.0685 |
1.0714 |
1.0701 |
| S2 |
1.0650 |
1.0650 |
1.0708 |
|
| S3 |
1.0583 |
1.0619 |
1.0702 |
|
| S4 |
1.0517 |
1.0552 |
1.0684 |
|
|
| Weekly Pivots for week ending 19-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0978 |
1.0936 |
1.0768 |
|
| R3 |
1.0891 |
1.0849 |
1.0744 |
|
| R2 |
1.0805 |
1.0805 |
1.0736 |
|
| R1 |
1.0763 |
1.0763 |
1.0728 |
1.0784 |
| PP |
1.0718 |
1.0718 |
1.0718 |
1.0729 |
| S1 |
1.0676 |
1.0676 |
1.0713 |
1.0697 |
| S2 |
1.0632 |
1.0632 |
1.0705 |
|
| S3 |
1.0545 |
1.0590 |
1.0697 |
|
| S4 |
1.0459 |
1.0503 |
1.0673 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0760 |
1.0674 |
0.0087 |
0.8% |
0.0054 |
0.5% |
54% |
False |
False |
768 |
| 10 |
1.0959 |
1.0674 |
0.0285 |
2.7% |
0.0064 |
0.6% |
16% |
False |
False |
1,111 |
| 20 |
1.0959 |
1.0674 |
0.0285 |
2.7% |
0.0056 |
0.5% |
16% |
False |
False |
801 |
| 40 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0045 |
0.4% |
12% |
False |
False |
489 |
| 60 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0044 |
0.4% |
12% |
False |
False |
345 |
| 80 |
1.1252 |
1.0674 |
0.0579 |
5.4% |
0.0042 |
0.4% |
8% |
False |
False |
277 |
| 100 |
1.1252 |
1.0674 |
0.0579 |
5.4% |
0.0041 |
0.4% |
8% |
False |
False |
238 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.4% |
0.0039 |
0.4% |
8% |
False |
False |
205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1030 |
|
2.618 |
1.0921 |
|
1.618 |
1.0855 |
|
1.000 |
1.0814 |
|
0.618 |
1.0788 |
|
HIGH |
1.0747 |
|
0.618 |
1.0722 |
|
0.500 |
1.0714 |
|
0.382 |
1.0706 |
|
LOW |
1.0681 |
|
0.618 |
1.0639 |
|
1.000 |
1.0614 |
|
1.618 |
1.0573 |
|
2.618 |
1.0506 |
|
4.250 |
1.0398 |
|
|
| Fisher Pivots for day following 19-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0718 |
1.0720 |
| PP |
1.0716 |
1.0720 |
| S1 |
1.0714 |
1.0720 |
|