CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 25-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2024 |
25-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0735 |
1.0777 |
0.0042 |
0.4% |
1.0750 |
| High |
1.0790 |
1.0787 |
-0.0004 |
0.0% |
1.0808 |
| Low |
1.0727 |
1.0733 |
0.0006 |
0.1% |
1.0715 |
| Close |
1.0779 |
1.0759 |
-0.0021 |
-0.2% |
1.0738 |
| Range |
0.0063 |
0.0054 |
-0.0009 |
-14.3% |
0.0093 |
| ATR |
0.0061 |
0.0060 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
151,459 |
139,734 |
-11,725 |
-7.7% |
762,492 |
|
| Daily Pivots for day following 25-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0921 |
1.0894 |
1.0788 |
|
| R3 |
1.0867 |
1.0840 |
1.0773 |
|
| R2 |
1.0813 |
1.0813 |
1.0768 |
|
| R1 |
1.0786 |
1.0786 |
1.0763 |
1.0773 |
| PP |
1.0759 |
1.0759 |
1.0759 |
1.0753 |
| S1 |
1.0732 |
1.0732 |
1.0754 |
1.0719 |
| S2 |
1.0705 |
1.0705 |
1.0749 |
|
| S3 |
1.0651 |
1.0678 |
1.0744 |
|
| S4 |
1.0597 |
1.0624 |
1.0729 |
|
|
| Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1032 |
1.0978 |
1.0789 |
|
| R3 |
1.0939 |
1.0885 |
1.0764 |
|
| R2 |
1.0846 |
1.0846 |
1.0755 |
|
| R1 |
1.0792 |
1.0792 |
1.0747 |
1.0773 |
| PP |
1.0753 |
1.0753 |
1.0753 |
1.0744 |
| S1 |
1.0699 |
1.0699 |
1.0729 |
1.0680 |
| S2 |
1.0660 |
1.0660 |
1.0721 |
|
| S3 |
1.0567 |
1.0606 |
1.0712 |
|
| S4 |
1.0474 |
1.0513 |
1.0687 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0808 |
1.0715 |
0.0093 |
0.9% |
0.0054 |
0.5% |
47% |
False |
False |
176,550 |
| 10 |
1.0902 |
1.0715 |
0.0187 |
1.7% |
0.0066 |
0.6% |
24% |
False |
False |
227,621 |
| 20 |
1.0968 |
1.0715 |
0.0254 |
2.4% |
0.0063 |
0.6% |
17% |
False |
False |
126,198 |
| 40 |
1.0968 |
1.0715 |
0.0254 |
2.4% |
0.0055 |
0.5% |
17% |
False |
False |
63,739 |
| 60 |
1.0968 |
1.0674 |
0.0295 |
2.7% |
0.0057 |
0.5% |
29% |
False |
False |
42,783 |
| 80 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0053 |
0.5% |
22% |
False |
False |
32,151 |
| 100 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0049 |
0.5% |
22% |
False |
False |
25,733 |
| 120 |
1.1094 |
1.0674 |
0.0420 |
3.9% |
0.0047 |
0.4% |
20% |
False |
False |
21,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1016 |
|
2.618 |
1.0928 |
|
1.618 |
1.0874 |
|
1.000 |
1.0841 |
|
0.618 |
1.0820 |
|
HIGH |
1.0787 |
|
0.618 |
1.0766 |
|
0.500 |
1.0760 |
|
0.382 |
1.0753 |
|
LOW |
1.0733 |
|
0.618 |
1.0699 |
|
1.000 |
1.0679 |
|
1.618 |
1.0645 |
|
2.618 |
1.0591 |
|
4.250 |
1.0503 |
|
|
| Fisher Pivots for day following 25-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0760 |
1.0756 |
| PP |
1.0759 |
1.0754 |
| S1 |
1.0759 |
1.0752 |
|