CME Euro FX (E) Future December 2024
Trading Metrics calculated at close of trading on 19-Apr-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2024 |
19-Apr-2024 |
Change |
Change % |
Previous Week |
Open |
1.0785 |
1.0735 |
-0.0050 |
-0.5% |
1.0763 |
High |
1.0807 |
1.0792 |
-0.0015 |
-0.1% |
1.0807 |
Low |
1.0765 |
1.0731 |
-0.0034 |
-0.3% |
1.0729 |
Close |
1.0765 |
1.0770 |
0.0005 |
0.0% |
1.0770 |
Range |
0.0042 |
0.0061 |
0.0020 |
47.0% |
0.0078 |
ATR |
0.0044 |
0.0045 |
0.0001 |
2.7% |
0.0000 |
Volume |
555 |
124 |
-431 |
-77.7% |
932 |
|
Daily Pivots for day following 19-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0947 |
1.0919 |
1.0803 |
|
R3 |
1.0886 |
1.0858 |
1.0786 |
|
R2 |
1.0825 |
1.0825 |
1.0781 |
|
R1 |
1.0797 |
1.0797 |
1.0775 |
1.0811 |
PP |
1.0764 |
1.0764 |
1.0764 |
1.0771 |
S1 |
1.0736 |
1.0736 |
1.0764 |
1.0750 |
S2 |
1.0703 |
1.0703 |
1.0758 |
|
S3 |
1.0642 |
1.0675 |
1.0753 |
|
S4 |
1.0581 |
1.0614 |
1.0736 |
|
|
Weekly Pivots for week ending 19-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1002 |
1.0964 |
1.0812 |
|
R3 |
1.0924 |
1.0886 |
1.0791 |
|
R2 |
1.0846 |
1.0846 |
1.0784 |
|
R1 |
1.0808 |
1.0808 |
1.0777 |
1.0827 |
PP |
1.0768 |
1.0768 |
1.0768 |
1.0778 |
S1 |
1.0730 |
1.0730 |
1.0762 |
1.0749 |
S2 |
1.0690 |
1.0690 |
1.0755 |
|
S3 |
1.0612 |
1.0652 |
1.0748 |
|
S4 |
1.0534 |
1.0574 |
1.0727 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0807 |
1.0729 |
0.0078 |
0.7% |
0.0038 |
0.3% |
53% |
False |
False |
186 |
10 |
1.1001 |
1.0729 |
0.0273 |
2.5% |
0.0048 |
0.4% |
15% |
False |
False |
173 |
20 |
1.1001 |
1.0729 |
0.0273 |
2.5% |
0.0042 |
0.4% |
15% |
False |
False |
112 |
40 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0036 |
0.3% |
11% |
False |
False |
103 |
60 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0035 |
0.3% |
11% |
False |
False |
94 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1051 |
2.618 |
1.0952 |
1.618 |
1.0891 |
1.000 |
1.0853 |
0.618 |
1.0830 |
HIGH |
1.0792 |
0.618 |
1.0769 |
0.500 |
1.0762 |
0.382 |
1.0754 |
LOW |
1.0731 |
0.618 |
1.0693 |
1.000 |
1.0670 |
1.618 |
1.0632 |
2.618 |
1.0571 |
4.250 |
1.0472 |
|
|
Fisher Pivots for day following 19-Apr-2024 |
Pivot |
1 day |
3 day |
R1 |
1.0767 |
1.0769 |
PP |
1.0764 |
1.0769 |
S1 |
1.0762 |
1.0769 |
|