CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 03-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2024 |
03-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0886 |
1.0902 |
0.0016 |
0.1% |
1.0903 |
| High |
1.0936 |
1.0957 |
0.0022 |
0.2% |
1.0943 |
| Low |
1.0865 |
1.0881 |
0.0016 |
0.1% |
1.0842 |
| Close |
1.0895 |
1.0950 |
0.0055 |
0.5% |
1.0895 |
| Range |
0.0071 |
0.0077 |
0.0006 |
7.7% |
0.0101 |
| ATR |
0.0051 |
0.0053 |
0.0002 |
3.5% |
0.0000 |
| Volume |
6,002 |
16,571 |
10,569 |
176.1% |
21,356 |
|
| Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1159 |
1.1131 |
1.0992 |
|
| R3 |
1.1082 |
1.1054 |
1.0971 |
|
| R2 |
1.1006 |
1.1006 |
1.0964 |
|
| R1 |
1.0978 |
1.0978 |
1.0957 |
1.0992 |
| PP |
1.0929 |
1.0929 |
1.0929 |
1.0936 |
| S1 |
1.0901 |
1.0901 |
1.0943 |
1.0915 |
| S2 |
1.0853 |
1.0853 |
1.0936 |
|
| S3 |
1.0776 |
1.0825 |
1.0929 |
|
| S4 |
1.0700 |
1.0748 |
1.0908 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1196 |
1.1147 |
1.0951 |
|
| R3 |
1.1095 |
1.1046 |
1.0923 |
|
| R2 |
1.0994 |
1.0994 |
1.0914 |
|
| R1 |
1.0945 |
1.0945 |
1.0904 |
1.0919 |
| PP |
1.0893 |
1.0893 |
1.0893 |
1.0881 |
| S1 |
1.0844 |
1.0844 |
1.0886 |
1.0818 |
| S2 |
1.0792 |
1.0792 |
1.0876 |
|
| S3 |
1.0691 |
1.0743 |
1.0867 |
|
| S4 |
1.0590 |
1.0642 |
1.0839 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0957 |
1.0842 |
0.0115 |
1.1% |
0.0062 |
0.6% |
94% |
True |
False |
7,585 |
| 10 |
1.0957 |
1.0842 |
0.0115 |
1.1% |
0.0052 |
0.5% |
94% |
True |
False |
4,766 |
| 20 |
1.0957 |
1.0789 |
0.0168 |
1.5% |
0.0047 |
0.4% |
96% |
True |
False |
2,974 |
| 40 |
1.0959 |
1.0674 |
0.0285 |
2.6% |
0.0055 |
0.5% |
97% |
False |
False |
1,949 |
| 60 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0052 |
0.5% |
72% |
False |
False |
1,423 |
| 80 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0046 |
0.4% |
72% |
False |
False |
1,087 |
| 100 |
1.1094 |
1.0674 |
0.0420 |
3.8% |
0.0045 |
0.4% |
66% |
False |
False |
882 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.3% |
0.0044 |
0.4% |
48% |
False |
False |
749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1282 |
|
2.618 |
1.1157 |
|
1.618 |
1.1081 |
|
1.000 |
1.1034 |
|
0.618 |
1.1004 |
|
HIGH |
1.0957 |
|
0.618 |
1.0928 |
|
0.500 |
1.0919 |
|
0.382 |
1.0910 |
|
LOW |
1.0881 |
|
0.618 |
1.0833 |
|
1.000 |
1.0804 |
|
1.618 |
1.0757 |
|
2.618 |
1.0680 |
|
4.250 |
1.0555 |
|
|
| Fisher Pivots for day following 03-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0940 |
1.0933 |
| PP |
1.0929 |
1.0916 |
| S1 |
1.0919 |
1.0900 |
|