CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 26-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2024 |
26-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0777 |
1.0756 |
-0.0021 |
-0.2% |
1.0750 |
| High |
1.0787 |
1.0760 |
-0.0027 |
-0.2% |
1.0808 |
| Low |
1.0733 |
1.0708 |
-0.0025 |
-0.2% |
1.0715 |
| Close |
1.0759 |
1.0721 |
-0.0038 |
-0.3% |
1.0738 |
| Range |
0.0054 |
0.0053 |
-0.0002 |
-2.8% |
0.0093 |
| ATR |
0.0060 |
0.0060 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
139,734 |
203,000 |
63,266 |
45.3% |
762,492 |
|
| Daily Pivots for day following 26-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0887 |
1.0857 |
1.0750 |
|
| R3 |
1.0835 |
1.0804 |
1.0735 |
|
| R2 |
1.0782 |
1.0782 |
1.0731 |
|
| R1 |
1.0752 |
1.0752 |
1.0726 |
1.0741 |
| PP |
1.0730 |
1.0730 |
1.0730 |
1.0724 |
| S1 |
1.0699 |
1.0699 |
1.0716 |
1.0688 |
| S2 |
1.0677 |
1.0677 |
1.0711 |
|
| S3 |
1.0625 |
1.0647 |
1.0707 |
|
| S4 |
1.0572 |
1.0594 |
1.0692 |
|
|
| 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 |
1.0800 |
1.0708 |
0.0092 |
0.9% |
0.0055 |
0.5% |
15% |
False |
True |
183,629 |
| 10 |
1.0902 |
1.0708 |
0.0194 |
1.8% |
0.0065 |
0.6% |
7% |
False |
True |
223,693 |
| 20 |
1.0968 |
1.0708 |
0.0261 |
2.4% |
0.0064 |
0.6% |
5% |
False |
True |
136,004 |
| 40 |
1.0968 |
1.0708 |
0.0261 |
2.4% |
0.0056 |
0.5% |
5% |
False |
True |
68,803 |
| 60 |
1.0968 |
1.0674 |
0.0295 |
2.7% |
0.0057 |
0.5% |
16% |
False |
False |
46,163 |
| 80 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0053 |
0.5% |
12% |
False |
False |
34,688 |
| 100 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0049 |
0.5% |
12% |
False |
False |
27,763 |
| 120 |
1.1094 |
1.0674 |
0.0420 |
3.9% |
0.0047 |
0.4% |
11% |
False |
False |
23,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0983 |
|
2.618 |
1.0897 |
|
1.618 |
1.0845 |
|
1.000 |
1.0813 |
|
0.618 |
1.0792 |
|
HIGH |
1.0760 |
|
0.618 |
1.0740 |
|
0.500 |
1.0734 |
|
0.382 |
1.0728 |
|
LOW |
1.0708 |
|
0.618 |
1.0675 |
|
1.000 |
1.0655 |
|
1.618 |
1.0623 |
|
2.618 |
1.0570 |
|
4.250 |
1.0484 |
|
|
| Fisher Pivots for day following 26-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0734 |
1.0749 |
| PP |
1.0730 |
1.0740 |
| S1 |
1.0725 |
1.0730 |
|