CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 24-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2024 |
24-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0723 |
1.0770 |
0.0047 |
0.4% |
1.0711 |
| High |
1.0779 |
1.0781 |
0.0003 |
0.0% |
1.0760 |
| Low |
1.0709 |
1.0751 |
0.0043 |
0.4% |
1.0674 |
| Close |
1.0773 |
1.0762 |
-0.0011 |
-0.1% |
1.0721 |
| Range |
0.0070 |
0.0030 |
-0.0040 |
-57.1% |
0.0087 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
671 |
593 |
-78 |
-11.6% |
3,841 |
|
| Daily Pivots for day following 24-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0855 |
1.0838 |
1.0778 |
|
| R3 |
1.0825 |
1.0808 |
1.0770 |
|
| R2 |
1.0795 |
1.0795 |
1.0767 |
|
| R1 |
1.0778 |
1.0778 |
1.0764 |
1.0771 |
| PP |
1.0765 |
1.0765 |
1.0765 |
1.0761 |
| S1 |
1.0748 |
1.0748 |
1.0759 |
1.0741 |
| S2 |
1.0735 |
1.0735 |
1.0756 |
|
| S3 |
1.0705 |
1.0718 |
1.0753 |
|
| S4 |
1.0675 |
1.0688 |
1.0745 |
|
|
| 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 |
1.0781 |
1.0681 |
0.0101 |
0.9% |
0.0051 |
0.5% |
81% |
True |
False |
760 |
| 10 |
1.0825 |
1.0674 |
0.0152 |
1.4% |
0.0057 |
0.5% |
58% |
False |
False |
1,024 |
| 20 |
1.0959 |
1.0674 |
0.0285 |
2.6% |
0.0057 |
0.5% |
31% |
False |
False |
832 |
| 40 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0048 |
0.4% |
23% |
False |
False |
531 |
| 60 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0044 |
0.4% |
23% |
False |
False |
374 |
| 80 |
1.1205 |
1.0674 |
0.0532 |
4.9% |
0.0043 |
0.4% |
17% |
False |
False |
302 |
| 100 |
1.1252 |
1.0674 |
0.0579 |
5.4% |
0.0041 |
0.4% |
15% |
False |
False |
255 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.4% |
0.0040 |
0.4% |
15% |
False |
False |
221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0909 |
|
2.618 |
1.0860 |
|
1.618 |
1.0830 |
|
1.000 |
1.0811 |
|
0.618 |
1.0800 |
|
HIGH |
1.0781 |
|
0.618 |
1.0770 |
|
0.500 |
1.0766 |
|
0.382 |
1.0762 |
|
LOW |
1.0751 |
|
0.618 |
1.0732 |
|
1.000 |
1.0721 |
|
1.618 |
1.0702 |
|
2.618 |
1.0672 |
|
4.250 |
1.0624 |
|
|
| Fisher Pivots for day following 24-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0766 |
1.0754 |
| PP |
1.0765 |
1.0746 |
| S1 |
1.0763 |
1.0738 |
|