CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 07-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2024 |
07-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0921 |
1.0942 |
0.0021 |
0.2% |
1.0902 |
| High |
1.0952 |
1.0964 |
0.0012 |
0.1% |
1.0968 |
| Low |
1.0913 |
1.0850 |
-0.0063 |
-0.6% |
1.0850 |
| Close |
1.0944 |
1.0856 |
-0.0089 |
-0.8% |
1.0856 |
| Range |
0.0040 |
0.0115 |
0.0075 |
189.9% |
0.0119 |
| ATR |
0.0051 |
0.0056 |
0.0005 |
8.8% |
0.0000 |
| Volume |
25,939 |
43,515 |
17,576 |
67.8% |
126,422 |
|
| Daily Pivots for day following 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1233 |
1.1159 |
1.0918 |
|
| R3 |
1.1119 |
1.1044 |
1.0887 |
|
| R2 |
1.1004 |
1.1004 |
1.0876 |
|
| R1 |
1.0930 |
1.0930 |
1.0866 |
1.0910 |
| PP |
1.0890 |
1.0890 |
1.0890 |
1.0880 |
| S1 |
1.0815 |
1.0815 |
1.0845 |
1.0795 |
| S2 |
1.0775 |
1.0775 |
1.0835 |
|
| S3 |
1.0661 |
1.0701 |
1.0824 |
|
| S4 |
1.0546 |
1.0586 |
1.0793 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1247 |
1.1170 |
1.0921 |
|
| R3 |
1.1128 |
1.1051 |
1.0888 |
|
| R2 |
1.1010 |
1.1010 |
1.0877 |
|
| R1 |
1.0933 |
1.0933 |
1.0866 |
1.0912 |
| PP |
1.0891 |
1.0891 |
1.0891 |
1.0881 |
| S1 |
1.0814 |
1.0814 |
1.0845 |
1.0793 |
| S2 |
1.0773 |
1.0773 |
1.0834 |
|
| S3 |
1.0654 |
1.0696 |
1.0823 |
|
| S4 |
1.0536 |
1.0577 |
1.0790 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0968 |
1.0850 |
0.0119 |
1.1% |
0.0065 |
0.6% |
5% |
False |
True |
25,284 |
| 10 |
1.0968 |
1.0842 |
0.0126 |
1.2% |
0.0061 |
0.6% |
11% |
False |
False |
14,977 |
| 20 |
1.0968 |
1.0823 |
0.0146 |
1.3% |
0.0052 |
0.5% |
23% |
False |
False |
8,271 |
| 40 |
1.0968 |
1.0674 |
0.0295 |
2.7% |
0.0054 |
0.5% |
62% |
False |
False |
4,567 |
| 60 |
1.1032 |
1.0674 |
0.0358 |
3.3% |
0.0054 |
0.5% |
51% |
False |
False |
3,242 |
| 80 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0048 |
0.4% |
47% |
False |
False |
2,459 |
| 100 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0045 |
0.4% |
47% |
False |
False |
1,977 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.3% |
0.0044 |
0.4% |
31% |
False |
False |
1,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1451 |
|
2.618 |
1.1264 |
|
1.618 |
1.1149 |
|
1.000 |
1.1079 |
|
0.618 |
1.1035 |
|
HIGH |
1.0964 |
|
0.618 |
1.0920 |
|
0.500 |
1.0907 |
|
0.382 |
1.0893 |
|
LOW |
1.0850 |
|
0.618 |
1.0779 |
|
1.000 |
1.0735 |
|
1.618 |
1.0664 |
|
2.618 |
1.0550 |
|
4.250 |
1.0363 |
|
|
| Fisher Pivots for day following 07-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0907 |
1.0907 |
| PP |
1.0890 |
1.0890 |
| S1 |
1.0873 |
1.0873 |
|