CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 18-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2024 |
18-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0750 |
1.0780 |
0.0030 |
0.3% |
1.0831 |
| High |
1.0785 |
1.0808 |
0.0023 |
0.2% |
1.0902 |
| Low |
1.0733 |
1.0756 |
0.0024 |
0.2% |
1.0715 |
| Close |
1.0782 |
1.0786 |
0.0004 |
0.0% |
1.0747 |
| Range |
0.0052 |
0.0052 |
-0.0001 |
-1.0% |
0.0187 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
170,932 |
167,608 |
-3,324 |
-1.9% |
1,322,508 |
|
| Daily Pivots for day following 18-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0938 |
1.0913 |
1.0814 |
|
| R3 |
1.0886 |
1.0862 |
1.0800 |
|
| R2 |
1.0835 |
1.0835 |
1.0795 |
|
| R1 |
1.0810 |
1.0810 |
1.0790 |
1.0822 |
| PP |
1.0783 |
1.0783 |
1.0783 |
1.0789 |
| S1 |
1.0759 |
1.0759 |
1.0781 |
1.0771 |
| S2 |
1.0732 |
1.0732 |
1.0776 |
|
| S3 |
1.0680 |
1.0707 |
1.0771 |
|
| S4 |
1.0629 |
1.0656 |
1.0757 |
|
|
| 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% |
38% |
False |
False |
263,757 |
| 10 |
1.0964 |
1.0715 |
0.0249 |
2.3% |
0.0067 |
0.6% |
28% |
False |
False |
175,871 |
| 20 |
1.0968 |
1.0715 |
0.0253 |
2.3% |
0.0061 |
0.6% |
28% |
False |
False |
90,884 |
| 40 |
1.0968 |
1.0709 |
0.0260 |
2.4% |
0.0056 |
0.5% |
30% |
False |
False |
45,927 |
| 60 |
1.0968 |
1.0674 |
0.0295 |
2.7% |
0.0056 |
0.5% |
38% |
False |
False |
30,890 |
| 80 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0051 |
0.5% |
29% |
False |
False |
23,216 |
| 100 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0049 |
0.5% |
29% |
False |
False |
18,584 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.4% |
0.0047 |
0.4% |
19% |
False |
False |
15,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1026 |
|
2.618 |
1.0942 |
|
1.618 |
1.0891 |
|
1.000 |
1.0859 |
|
0.618 |
1.0839 |
|
HIGH |
1.0808 |
|
0.618 |
1.0788 |
|
0.500 |
1.0782 |
|
0.382 |
1.0776 |
|
LOW |
1.0756 |
|
0.618 |
1.0724 |
|
1.000 |
1.0705 |
|
1.618 |
1.0673 |
|
2.618 |
1.0621 |
|
4.250 |
1.0537 |
|
|
| Fisher Pivots for day following 18-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0784 |
1.0777 |
| PP |
1.0783 |
1.0769 |
| S1 |
1.0782 |
1.0761 |
|