CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 02-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2024 |
02-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0771 |
1.0779 |
0.0009 |
0.1% |
1.0735 |
| High |
1.0816 |
1.0785 |
-0.0031 |
-0.3% |
1.0790 |
| Low |
1.0759 |
1.0748 |
-0.0011 |
-0.1% |
1.0708 |
| Close |
1.0769 |
1.0780 |
0.0012 |
0.1% |
1.0752 |
| Range |
0.0057 |
0.0037 |
-0.0020 |
-35.1% |
0.0083 |
| ATR |
0.0058 |
0.0057 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
241,963 |
174,706 |
-67,257 |
-27.8% |
900,069 |
|
| Daily Pivots for day following 02-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0882 |
1.0868 |
1.0800 |
|
| R3 |
1.0845 |
1.0831 |
1.0790 |
|
| R2 |
1.0808 |
1.0808 |
1.0787 |
|
| R1 |
1.0794 |
1.0794 |
1.0783 |
1.0801 |
| PP |
1.0771 |
1.0771 |
1.0771 |
1.0775 |
| S1 |
1.0757 |
1.0757 |
1.0777 |
1.0764 |
| S2 |
1.0734 |
1.0734 |
1.0773 |
|
| S3 |
1.0697 |
1.0720 |
1.0770 |
|
| S4 |
1.0660 |
1.0683 |
1.0760 |
|
|
| 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% |
0.0047 |
0.4% |
67% |
False |
False |
205,109 |
| 10 |
1.0816 |
1.0708 |
0.0108 |
1.0% |
0.0051 |
0.5% |
67% |
False |
False |
190,829 |
| 20 |
1.0968 |
1.0708 |
0.0261 |
2.4% |
0.0059 |
0.6% |
28% |
False |
False |
175,579 |
| 40 |
1.0968 |
1.0708 |
0.0261 |
2.4% |
0.0053 |
0.5% |
28% |
False |
False |
89,277 |
| 60 |
1.0968 |
1.0674 |
0.0295 |
2.7% |
0.0056 |
0.5% |
36% |
False |
False |
59,826 |
| 80 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0054 |
0.5% |
28% |
False |
False |
44,962 |
| 100 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0049 |
0.5% |
28% |
False |
False |
35,986 |
| 120 |
1.1094 |
1.0674 |
0.0420 |
3.9% |
0.0047 |
0.4% |
25% |
False |
False |
29,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0942 |
|
2.618 |
1.0882 |
|
1.618 |
1.0845 |
|
1.000 |
1.0822 |
|
0.618 |
1.0808 |
|
HIGH |
1.0785 |
|
0.618 |
1.0771 |
|
0.500 |
1.0767 |
|
0.382 |
1.0762 |
|
LOW |
1.0748 |
|
0.618 |
1.0725 |
|
1.000 |
1.0711 |
|
1.618 |
1.0688 |
|
2.618 |
1.0651 |
|
4.250 |
1.0591 |
|
|
| Fisher Pivots for day following 02-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0776 |
1.0777 |
| PP |
1.0771 |
1.0773 |
| S1 |
1.0767 |
1.0770 |
|