CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 17-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2024 |
17-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0783 |
1.0750 |
-0.0033 |
-0.3% |
1.0831 |
| High |
1.0792 |
1.0785 |
-0.0008 |
-0.1% |
1.0902 |
| Low |
1.0715 |
1.0733 |
0.0018 |
0.2% |
1.0715 |
| Close |
1.0747 |
1.0782 |
0.0036 |
0.3% |
1.0747 |
| Range |
0.0077 |
0.0052 |
-0.0025 |
-32.5% |
0.0187 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
291,842 |
170,932 |
-120,910 |
-41.4% |
1,322,508 |
|
| Daily Pivots for day following 17-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0922 |
1.0904 |
1.0811 |
|
| R3 |
1.0870 |
1.0852 |
1.0796 |
|
| R2 |
1.0818 |
1.0818 |
1.0792 |
|
| R1 |
1.0800 |
1.0800 |
1.0787 |
1.0809 |
| PP |
1.0766 |
1.0766 |
1.0766 |
1.0771 |
| S1 |
1.0748 |
1.0748 |
1.0777 |
1.0757 |
| S2 |
1.0714 |
1.0714 |
1.0772 |
|
| S3 |
1.0662 |
1.0696 |
1.0768 |
|
| S4 |
1.0610 |
1.0644 |
1.0753 |
|
|
| 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% |
0.0077 |
0.7% |
36% |
False |
False |
278,692 |
| 10 |
1.0968 |
1.0715 |
0.0253 |
2.3% |
0.0068 |
0.6% |
26% |
False |
False |
160,329 |
| 20 |
1.0968 |
1.0715 |
0.0253 |
2.3% |
0.0060 |
0.6% |
26% |
False |
False |
82,547 |
| 40 |
1.0968 |
1.0695 |
0.0273 |
2.5% |
0.0056 |
0.5% |
32% |
False |
False |
41,754 |
| 60 |
1.0968 |
1.0674 |
0.0295 |
2.7% |
0.0056 |
0.5% |
37% |
False |
False |
28,103 |
| 80 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0050 |
0.5% |
28% |
False |
False |
21,122 |
| 100 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0048 |
0.4% |
28% |
False |
False |
16,908 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.4% |
0.0047 |
0.4% |
19% |
False |
False |
14,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1006 |
|
2.618 |
1.0921 |
|
1.618 |
1.0869 |
|
1.000 |
1.0837 |
|
0.618 |
1.0817 |
|
HIGH |
1.0785 |
|
0.618 |
1.0765 |
|
0.500 |
1.0759 |
|
0.382 |
1.0752 |
|
LOW |
1.0733 |
|
0.618 |
1.0700 |
|
1.000 |
1.0681 |
|
1.618 |
1.0648 |
|
2.618 |
1.0596 |
|
4.250 |
1.0512 |
|
|
| Fisher Pivots for day following 17-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0774 |
1.0789 |
| PP |
1.0766 |
1.0787 |
| S1 |
1.0759 |
1.0784 |
|