CME Euro FX (E) Future December 2024
Trading Metrics calculated at close of trading on 18-Apr-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2024 |
18-Apr-2024 |
Change |
Change % |
Previous Week |
Open |
1.0770 |
1.0785 |
0.0015 |
0.1% |
1.0956 |
High |
1.0791 |
1.0807 |
0.0016 |
0.1% |
1.1001 |
Low |
1.0763 |
1.0765 |
0.0003 |
0.0% |
1.0755 |
Close |
1.0791 |
1.0765 |
-0.0026 |
-0.2% |
1.0763 |
Range |
0.0029 |
0.0042 |
0.0013 |
45.6% |
0.0246 |
ATR |
0.0044 |
0.0044 |
0.0000 |
-0.5% |
0.0000 |
Volume |
37 |
555 |
518 |
1,400.0% |
805 |
|
Daily Pivots for day following 18-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0903 |
1.0876 |
1.0788 |
|
R3 |
1.0862 |
1.0834 |
1.0776 |
|
R2 |
1.0820 |
1.0820 |
1.0773 |
|
R1 |
1.0793 |
1.0793 |
1.0769 |
1.0786 |
PP |
1.0779 |
1.0779 |
1.0779 |
1.0775 |
S1 |
1.0751 |
1.0751 |
1.0761 |
1.0744 |
S2 |
1.0737 |
1.0737 |
1.0757 |
|
S3 |
1.0696 |
1.0710 |
1.0754 |
|
S4 |
1.0654 |
1.0668 |
1.0742 |
|
|
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 |
1.0851 |
1.0729 |
0.0122 |
1.1% |
0.0045 |
0.4% |
30% |
False |
False |
184 |
10 |
1.1001 |
1.0729 |
0.0273 |
2.5% |
0.0046 |
0.4% |
13% |
False |
False |
170 |
20 |
1.1041 |
1.0729 |
0.0313 |
2.9% |
0.0041 |
0.4% |
12% |
False |
False |
106 |
40 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0034 |
0.3% |
10% |
False |
False |
101 |
60 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0034 |
0.3% |
10% |
False |
False |
93 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0983 |
2.618 |
1.0915 |
1.618 |
1.0874 |
1.000 |
1.0848 |
0.618 |
1.0832 |
HIGH |
1.0807 |
0.618 |
1.0791 |
0.500 |
1.0786 |
0.382 |
1.0781 |
LOW |
1.0765 |
0.618 |
1.0739 |
1.000 |
1.0724 |
1.618 |
1.0698 |
2.618 |
1.0656 |
4.250 |
1.0589 |
|
|
Fisher Pivots for day following 18-Apr-2024 |
Pivot |
1 day |
3 day |
R1 |
1.0786 |
1.0768 |
PP |
1.0779 |
1.0767 |
S1 |
1.0772 |
1.0766 |
|