CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 01-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2024 |
01-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0744 |
1.0771 |
0.0027 |
0.2% |
1.0735 |
| High |
1.0765 |
1.0816 |
0.0051 |
0.5% |
1.0790 |
| Low |
1.0725 |
1.0759 |
0.0034 |
0.3% |
1.0708 |
| Close |
1.0752 |
1.0769 |
0.0017 |
0.2% |
1.0752 |
| Range |
0.0041 |
0.0057 |
0.0017 |
40.7% |
0.0083 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.7% |
0.0000 |
| Volume |
226,615 |
241,963 |
15,348 |
6.8% |
900,069 |
|
| Daily Pivots for day following 01-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0952 |
1.0917 |
1.0800 |
|
| R3 |
1.0895 |
1.0860 |
1.0784 |
|
| R2 |
1.0838 |
1.0838 |
1.0779 |
|
| R1 |
1.0803 |
1.0803 |
1.0774 |
1.0792 |
| PP |
1.0781 |
1.0781 |
1.0781 |
1.0775 |
| S1 |
1.0746 |
1.0746 |
1.0763 |
1.0735 |
| S2 |
1.0724 |
1.0724 |
1.0758 |
|
| S3 |
1.0667 |
1.0689 |
1.0753 |
|
| S4 |
1.0610 |
1.0632 |
1.0737 |
|
|
| 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 |
1.0816 |
1.0708 |
0.0108 |
1.0% |
0.0051 |
0.5% |
56% |
True |
False |
198,114 |
| 10 |
1.0816 |
1.0708 |
0.0108 |
1.0% |
0.0052 |
0.5% |
56% |
True |
False |
190,452 |
| 20 |
1.0968 |
1.0708 |
0.0261 |
2.4% |
0.0061 |
0.6% |
23% |
False |
False |
167,672 |
| 40 |
1.0968 |
1.0708 |
0.0261 |
2.4% |
0.0054 |
0.5% |
23% |
False |
False |
84,939 |
| 60 |
1.0968 |
1.0674 |
0.0295 |
2.7% |
0.0057 |
0.5% |
32% |
False |
False |
56,930 |
| 80 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0054 |
0.5% |
25% |
False |
False |
42,779 |
| 100 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0049 |
0.5% |
25% |
False |
False |
34,239 |
| 120 |
1.1094 |
1.0674 |
0.0420 |
3.9% |
0.0047 |
0.4% |
23% |
False |
False |
28,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1058 |
|
2.618 |
1.0965 |
|
1.618 |
1.0908 |
|
1.000 |
1.0873 |
|
0.618 |
1.0851 |
|
HIGH |
1.0816 |
|
0.618 |
1.0794 |
|
0.500 |
1.0787 |
|
0.382 |
1.0780 |
|
LOW |
1.0759 |
|
0.618 |
1.0723 |
|
1.000 |
1.0702 |
|
1.618 |
1.0666 |
|
2.618 |
1.0609 |
|
4.250 |
1.0516 |
|
|
| Fisher Pivots for day following 01-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0787 |
1.0768 |
| PP |
1.0781 |
1.0767 |
| S1 |
1.0775 |
1.0766 |
|