CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 14-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2024 |
14-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0860 |
1.0783 |
-0.0077 |
-0.7% |
1.0831 |
| High |
1.0864 |
1.0792 |
-0.0072 |
-0.7% |
1.0902 |
| Low |
1.0781 |
1.0715 |
-0.0066 |
-0.6% |
1.0715 |
| Close |
1.0787 |
1.0747 |
-0.0041 |
-0.4% |
1.0747 |
| Range |
0.0083 |
0.0077 |
-0.0006 |
-7.2% |
0.0187 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.6% |
0.0000 |
| Volume |
312,549 |
291,842 |
-20,707 |
-6.6% |
1,322,508 |
|
| Daily Pivots for day following 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0982 |
1.0941 |
1.0789 |
|
| R3 |
1.0905 |
1.0864 |
1.0768 |
|
| R2 |
1.0828 |
1.0828 |
1.0761 |
|
| R1 |
1.0787 |
1.0787 |
1.0754 |
1.0769 |
| PP |
1.0751 |
1.0751 |
1.0751 |
1.0742 |
| S1 |
1.0710 |
1.0710 |
1.0739 |
1.0692 |
| S2 |
1.0674 |
1.0674 |
1.0732 |
|
| S3 |
1.0597 |
1.0633 |
1.0725 |
|
| S4 |
1.0520 |
1.0556 |
1.0704 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1347 |
1.1233 |
1.0849 |
|
| R3 |
1.1161 |
1.1047 |
1.0798 |
|
| R2 |
1.0974 |
1.0974 |
1.0781 |
|
| R1 |
1.0860 |
1.0860 |
1.0764 |
1.0824 |
| PP |
1.0788 |
1.0788 |
1.0788 |
1.0770 |
| S1 |
1.0674 |
1.0674 |
1.0729 |
1.0638 |
| S2 |
1.0601 |
1.0601 |
1.0712 |
|
| S3 |
1.0415 |
1.0487 |
1.0695 |
|
| S4 |
1.0228 |
1.0301 |
1.0644 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0902 |
1.0715 |
0.0187 |
1.7% |
0.0076 |
0.7% |
17% |
False |
True |
264,501 |
| 10 |
1.0968 |
1.0715 |
0.0253 |
2.4% |
0.0070 |
0.7% |
12% |
False |
True |
144,893 |
| 20 |
1.0968 |
1.0715 |
0.0253 |
2.4% |
0.0059 |
0.6% |
12% |
False |
True |
74,050 |
| 40 |
1.0968 |
1.0681 |
0.0288 |
2.7% |
0.0056 |
0.5% |
23% |
False |
False |
37,509 |
| 60 |
1.1023 |
1.0674 |
0.0350 |
3.3% |
0.0056 |
0.5% |
21% |
False |
False |
25,260 |
| 80 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0051 |
0.5% |
19% |
False |
False |
18,985 |
| 100 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0048 |
0.4% |
19% |
False |
False |
15,199 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.4% |
0.0047 |
0.4% |
13% |
False |
False |
12,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1119 |
|
2.618 |
1.0994 |
|
1.618 |
1.0917 |
|
1.000 |
1.0869 |
|
0.618 |
1.0840 |
|
HIGH |
1.0792 |
|
0.618 |
1.0763 |
|
0.500 |
1.0754 |
|
0.382 |
1.0744 |
|
LOW |
1.0715 |
|
0.618 |
1.0667 |
|
1.000 |
1.0638 |
|
1.618 |
1.0590 |
|
2.618 |
1.0513 |
|
4.250 |
1.0388 |
|
|
| Fisher Pivots for day following 14-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0754 |
1.0808 |
| PP |
1.0751 |
1.0788 |
| S1 |
1.0749 |
1.0767 |
|