CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 28-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2024 |
28-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0722 |
1.0744 |
0.0022 |
0.2% |
1.0735 |
| High |
1.0767 |
1.0765 |
-0.0002 |
0.0% |
1.0790 |
| Low |
1.0717 |
1.0725 |
0.0008 |
0.1% |
1.0708 |
| Close |
1.0746 |
1.0752 |
0.0007 |
0.1% |
1.0752 |
| Range |
0.0050 |
0.0041 |
-0.0010 |
-19.0% |
0.0083 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
179,261 |
226,615 |
47,354 |
26.4% |
900,069 |
|
| Daily Pivots for day following 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0869 |
1.0851 |
1.0774 |
|
| R3 |
1.0828 |
1.0810 |
1.0763 |
|
| R2 |
1.0788 |
1.0788 |
1.0759 |
|
| R1 |
1.0770 |
1.0770 |
1.0756 |
1.0779 |
| PP |
1.0747 |
1.0747 |
1.0747 |
1.0752 |
| S1 |
1.0729 |
1.0729 |
1.0748 |
1.0738 |
| S2 |
1.0707 |
1.0707 |
1.0745 |
|
| S3 |
1.0666 |
1.0689 |
1.0741 |
|
| S4 |
1.0626 |
1.0648 |
1.0730 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0997 |
1.0957 |
1.0797 |
|
| R3 |
1.0915 |
1.0875 |
1.0775 |
|
| R2 |
1.0832 |
1.0832 |
1.0767 |
|
| R1 |
1.0792 |
1.0792 |
1.0760 |
1.0812 |
| PP |
1.0750 |
1.0750 |
1.0750 |
1.0760 |
| S1 |
1.0710 |
1.0710 |
1.0744 |
1.0730 |
| S2 |
1.0667 |
1.0667 |
1.0737 |
|
| S3 |
1.0585 |
1.0627 |
1.0729 |
|
| S4 |
1.0502 |
1.0545 |
1.0707 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0790 |
1.0708 |
0.0083 |
0.8% |
0.0052 |
0.5% |
54% |
False |
False |
180,013 |
| 10 |
1.0808 |
1.0708 |
0.0100 |
0.9% |
0.0054 |
0.5% |
45% |
False |
False |
195,440 |
| 20 |
1.0968 |
1.0708 |
0.0261 |
2.4% |
0.0062 |
0.6% |
17% |
False |
False |
155,874 |
| 40 |
1.0968 |
1.0708 |
0.0261 |
2.4% |
0.0054 |
0.5% |
17% |
False |
False |
78,907 |
| 60 |
1.0968 |
1.0674 |
0.0295 |
2.7% |
0.0056 |
0.5% |
27% |
False |
False |
52,906 |
| 80 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0054 |
0.5% |
20% |
False |
False |
39,756 |
| 100 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0048 |
0.5% |
20% |
False |
False |
31,821 |
| 120 |
1.1094 |
1.0674 |
0.0420 |
3.9% |
0.0047 |
0.4% |
19% |
False |
False |
26,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0937 |
|
2.618 |
1.0871 |
|
1.618 |
1.0831 |
|
1.000 |
1.0806 |
|
0.618 |
1.0790 |
|
HIGH |
1.0765 |
|
0.618 |
1.0750 |
|
0.500 |
1.0745 |
|
0.382 |
1.0740 |
|
LOW |
1.0725 |
|
0.618 |
1.0699 |
|
1.000 |
1.0684 |
|
1.618 |
1.0659 |
|
2.618 |
1.0618 |
|
4.250 |
1.0552 |
|
|
| Fisher Pivots for day following 28-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0750 |
1.0747 |
| PP |
1.0747 |
1.0742 |
| S1 |
1.0745 |
1.0737 |
|