CME Euro FX (E) Future December 2024
Trading Metrics calculated at close of trading on 17-Apr-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2024 |
17-Apr-2024 |
Change |
Change % |
Previous Week |
Open |
1.0729 |
1.0770 |
0.0041 |
0.4% |
1.0956 |
High |
1.0766 |
1.0791 |
0.0025 |
0.2% |
1.1001 |
Low |
1.0729 |
1.0763 |
0.0034 |
0.3% |
1.0755 |
Close |
1.0753 |
1.0791 |
0.0038 |
0.4% |
1.0763 |
Range |
0.0038 |
0.0029 |
-0.0009 |
-24.0% |
0.0246 |
ATR |
0.0045 |
0.0044 |
0.0000 |
-1.1% |
0.0000 |
Volume |
208 |
37 |
-171 |
-82.2% |
805 |
|
Daily Pivots for day following 17-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0867 |
1.0858 |
1.0807 |
|
R3 |
1.0839 |
1.0829 |
1.0799 |
|
R2 |
1.0810 |
1.0810 |
1.0796 |
|
R1 |
1.0801 |
1.0801 |
1.0794 |
1.0805 |
PP |
1.0782 |
1.0782 |
1.0782 |
1.0784 |
S1 |
1.0772 |
1.0772 |
1.0788 |
1.0777 |
S2 |
1.0753 |
1.0753 |
1.0786 |
|
S3 |
1.0725 |
1.0744 |
1.0783 |
|
S4 |
1.0696 |
1.0715 |
1.0775 |
|
|
Weekly Pivots for week ending 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1578 |
1.1416 |
1.0898 |
|
R3 |
1.1332 |
1.1170 |
1.0830 |
|
R2 |
1.1086 |
1.1086 |
1.0808 |
|
R1 |
1.0924 |
1.0924 |
1.0785 |
1.0882 |
PP |
1.0840 |
1.0840 |
1.0840 |
1.0818 |
S1 |
1.0678 |
1.0678 |
1.0740 |
1.0636 |
S2 |
1.0594 |
1.0594 |
1.0717 |
|
S3 |
1.0348 |
1.0432 |
1.0695 |
|
S4 |
1.0102 |
1.0186 |
1.0627 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0866 |
1.0729 |
0.0137 |
1.3% |
0.0040 |
0.4% |
46% |
False |
False |
85 |
10 |
1.1001 |
1.0729 |
0.0273 |
2.5% |
0.0046 |
0.4% |
23% |
False |
False |
127 |
20 |
1.1043 |
1.0729 |
0.0315 |
2.9% |
0.0043 |
0.4% |
20% |
False |
False |
85 |
40 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0033 |
0.3% |
17% |
False |
False |
88 |
60 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0035 |
0.3% |
17% |
False |
False |
84 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0912 |
2.618 |
1.0866 |
1.618 |
1.0837 |
1.000 |
1.0820 |
0.618 |
1.0809 |
HIGH |
1.0791 |
0.618 |
1.0780 |
0.500 |
1.0777 |
0.382 |
1.0773 |
LOW |
1.0763 |
0.618 |
1.0745 |
1.000 |
1.0734 |
1.618 |
1.0716 |
2.618 |
1.0688 |
4.250 |
1.0641 |
|
|
Fisher Pivots for day following 17-Apr-2024 |
Pivot |
1 day |
3 day |
R1 |
1.0786 |
1.0781 |
PP |
1.0782 |
1.0770 |
S1 |
1.0777 |
1.0760 |
|