CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 12-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2024 |
12-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0815 |
1.0789 |
-0.0026 |
-0.2% |
1.0902 |
| High |
1.0822 |
1.0902 |
0.0080 |
0.7% |
1.0968 |
| Low |
1.0769 |
1.0784 |
0.0015 |
0.1% |
1.0850 |
| Close |
1.0792 |
1.0863 |
0.0071 |
0.7% |
1.0856 |
| Range |
0.0054 |
0.0118 |
0.0065 |
120.6% |
0.0119 |
| ATR |
0.0057 |
0.0061 |
0.0004 |
7.7% |
0.0000 |
| Volume |
242,284 |
375,856 |
133,572 |
55.1% |
126,422 |
|
| Daily Pivots for day following 12-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1203 |
1.1151 |
1.0928 |
|
| R3 |
1.1085 |
1.1033 |
1.0895 |
|
| R2 |
1.0967 |
1.0967 |
1.0885 |
|
| R1 |
1.0915 |
1.0915 |
1.0874 |
1.0941 |
| PP |
1.0849 |
1.0849 |
1.0849 |
1.0862 |
| S1 |
1.0797 |
1.0797 |
1.0852 |
1.0823 |
| S2 |
1.0731 |
1.0731 |
1.0841 |
|
| S3 |
1.0613 |
1.0679 |
1.0831 |
|
| S4 |
1.0495 |
1.0561 |
1.0798 |
|
|
| 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 |
1.0964 |
1.0769 |
0.0196 |
1.8% |
0.0075 |
0.7% |
48% |
False |
False |
157,514 |
| 10 |
1.0968 |
1.0769 |
0.0200 |
1.8% |
0.0067 |
0.6% |
47% |
False |
False |
85,440 |
| 20 |
1.0968 |
1.0769 |
0.0200 |
1.8% |
0.0057 |
0.5% |
47% |
False |
False |
44,083 |
| 40 |
1.0968 |
1.0681 |
0.0288 |
2.6% |
0.0055 |
0.5% |
63% |
False |
False |
22,434 |
| 60 |
1.1023 |
1.0674 |
0.0350 |
3.2% |
0.0056 |
0.5% |
54% |
False |
False |
15,202 |
| 80 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0049 |
0.5% |
49% |
False |
False |
11,432 |
| 100 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0047 |
0.4% |
49% |
False |
False |
9,157 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.3% |
0.0046 |
0.4% |
33% |
False |
False |
7,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1403 |
|
2.618 |
1.1210 |
|
1.618 |
1.1092 |
|
1.000 |
1.1020 |
|
0.618 |
1.0974 |
|
HIGH |
1.0902 |
|
0.618 |
1.0856 |
|
0.500 |
1.0843 |
|
0.382 |
1.0829 |
|
LOW |
1.0784 |
|
0.618 |
1.0711 |
|
1.000 |
1.0666 |
|
1.618 |
1.0593 |
|
2.618 |
1.0475 |
|
4.250 |
1.0282 |
|
|
| Fisher Pivots for day following 12-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0856 |
1.0854 |
| PP |
1.0849 |
1.0844 |
| S1 |
1.0843 |
1.0835 |
|