CME Euro FX (E) Future September 2024
Trading Metrics calculated at close of trading on 06-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2024 |
06-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
1.0932 |
1.0921 |
-0.0011 |
-0.1% |
1.0903 |
High |
1.0943 |
1.0952 |
0.0009 |
0.1% |
1.0943 |
Low |
1.0907 |
1.0913 |
0.0006 |
0.1% |
1.0842 |
Close |
1.0927 |
1.0944 |
0.0017 |
0.2% |
1.0895 |
Range |
0.0037 |
0.0040 |
0.0003 |
8.2% |
0.0101 |
ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
28,212 |
25,939 |
-2,273 |
-8.1% |
21,356 |
|
Daily Pivots for day following 06-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1055 |
1.1039 |
1.0966 |
|
R3 |
1.1015 |
1.0999 |
1.0955 |
|
R2 |
1.0976 |
1.0976 |
1.0951 |
|
R1 |
1.0960 |
1.0960 |
1.0948 |
1.0968 |
PP |
1.0936 |
1.0936 |
1.0936 |
1.0940 |
S1 |
1.0920 |
1.0920 |
1.0940 |
1.0928 |
S2 |
1.0897 |
1.0897 |
1.0937 |
|
S3 |
1.0857 |
1.0881 |
1.0933 |
|
S4 |
1.0818 |
1.0841 |
1.0922 |
|
|
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 |
1.0865 |
0.0104 |
0.9% |
0.0056 |
0.5% |
77% |
False |
False |
17,781 |
10 |
1.0968 |
1.0842 |
0.0126 |
1.2% |
0.0055 |
0.5% |
81% |
False |
False |
10,863 |
20 |
1.0968 |
1.0789 |
0.0179 |
1.6% |
0.0049 |
0.4% |
87% |
False |
False |
6,135 |
40 |
1.0968 |
1.0674 |
0.0295 |
2.7% |
0.0053 |
0.5% |
92% |
False |
False |
3,538 |
60 |
1.1043 |
1.0674 |
0.0370 |
3.4% |
0.0053 |
0.5% |
73% |
False |
False |
2,524 |
80 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0047 |
0.4% |
70% |
False |
False |
1,916 |
100 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0045 |
0.4% |
70% |
False |
False |
1,544 |
120 |
1.1252 |
1.0674 |
0.0579 |
5.3% |
0.0044 |
0.4% |
47% |
False |
False |
1,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1120 |
2.618 |
1.1055 |
1.618 |
1.1016 |
1.000 |
1.0992 |
0.618 |
1.0976 |
HIGH |
1.0952 |
0.618 |
1.0937 |
0.500 |
1.0932 |
0.382 |
1.0928 |
LOW |
1.0913 |
0.618 |
1.0888 |
1.000 |
1.0873 |
1.618 |
1.0849 |
2.618 |
1.0809 |
4.250 |
1.0745 |
|
|
Fisher Pivots for day following 06-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
1.0940 |
1.0942 |
PP |
1.0936 |
1.0940 |
S1 |
1.0932 |
1.0937 |
|