CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 04-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2024 |
04-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0902 |
1.0955 |
0.0054 |
0.5% |
1.0903 |
| High |
1.0957 |
1.0968 |
0.0011 |
0.1% |
1.0943 |
| Low |
1.0881 |
1.0911 |
0.0031 |
0.3% |
1.0842 |
| Close |
1.0950 |
1.0935 |
-0.0015 |
-0.1% |
1.0895 |
| Range |
0.0077 |
0.0057 |
-0.0020 |
-25.5% |
0.0101 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.5% |
0.0000 |
| Volume |
16,571 |
12,185 |
-4,386 |
-26.5% |
21,356 |
|
| Daily Pivots for day following 04-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1109 |
1.1079 |
1.0966 |
|
| R3 |
1.1052 |
1.1022 |
1.0951 |
|
| R2 |
1.0995 |
1.0995 |
1.0945 |
|
| R1 |
1.0965 |
1.0965 |
1.0940 |
1.0952 |
| PP |
1.0938 |
1.0938 |
1.0938 |
1.0931 |
| S1 |
1.0908 |
1.0908 |
1.0930 |
1.0895 |
| S2 |
1.0881 |
1.0881 |
1.0925 |
|
| S3 |
1.0824 |
1.0851 |
1.0919 |
|
| S4 |
1.0767 |
1.0794 |
1.0904 |
|
|
| 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 |
1.0968 |
1.0842 |
0.0126 |
1.2% |
0.0065 |
0.6% |
74% |
True |
False |
8,645 |
| 10 |
1.0968 |
1.0842 |
0.0126 |
1.2% |
0.0055 |
0.5% |
74% |
True |
False |
5,898 |
| 20 |
1.0968 |
1.0789 |
0.0179 |
1.6% |
0.0048 |
0.4% |
82% |
True |
False |
3,567 |
| 40 |
1.0968 |
1.0674 |
0.0295 |
2.7% |
0.0055 |
0.5% |
89% |
True |
False |
2,240 |
| 60 |
1.1043 |
1.0674 |
0.0370 |
3.4% |
0.0052 |
0.5% |
71% |
False |
False |
1,623 |
| 80 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0046 |
0.4% |
68% |
False |
False |
1,240 |
| 100 |
1.1094 |
1.0674 |
0.0420 |
3.8% |
0.0045 |
0.4% |
62% |
False |
False |
1,003 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.3% |
0.0045 |
0.4% |
45% |
False |
False |
849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1210 |
|
2.618 |
1.1117 |
|
1.618 |
1.1060 |
|
1.000 |
1.1025 |
|
0.618 |
1.1003 |
|
HIGH |
1.0968 |
|
0.618 |
1.0946 |
|
0.500 |
1.0940 |
|
0.382 |
1.0933 |
|
LOW |
1.0911 |
|
0.618 |
1.0876 |
|
1.000 |
1.0854 |
|
1.618 |
1.0819 |
|
2.618 |
1.0762 |
|
4.250 |
1.0669 |
|
|
| Fisher Pivots for day following 04-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0940 |
1.0929 |
| PP |
1.0938 |
1.0923 |
| S1 |
1.0937 |
1.0916 |
|