CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 22-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2024 |
22-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0735 |
1.0766 |
0.0031 |
0.3% |
1.0763 |
| High |
1.0792 |
1.0779 |
-0.0014 |
-0.1% |
1.0807 |
| Low |
1.0731 |
1.0766 |
0.0035 |
0.3% |
1.0729 |
| Close |
1.0770 |
1.0779 |
0.0009 |
0.1% |
1.0770 |
| Range |
0.0061 |
0.0013 |
-0.0049 |
-79.5% |
0.0078 |
| ATR |
0.0045 |
0.0043 |
-0.0002 |
-5.2% |
0.0000 |
| Volume |
124 |
75 |
-49 |
-39.5% |
932 |
|
| Daily Pivots for day following 22-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0812 |
1.0808 |
1.0785 |
|
| R3 |
1.0799 |
1.0795 |
1.0782 |
|
| R2 |
1.0787 |
1.0787 |
1.0781 |
|
| R1 |
1.0783 |
1.0783 |
1.0780 |
1.0785 |
| PP |
1.0774 |
1.0774 |
1.0774 |
1.0775 |
| S1 |
1.0770 |
1.0770 |
1.0777 |
1.0772 |
| S2 |
1.0762 |
1.0762 |
1.0776 |
|
| S3 |
1.0749 |
1.0758 |
1.0775 |
|
| S4 |
1.0737 |
1.0745 |
1.0772 |
|
|
| 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% |
0.0036 |
0.3% |
64% |
False |
False |
199 |
| 10 |
1.1001 |
1.0729 |
0.0273 |
2.5% |
0.0047 |
0.4% |
18% |
False |
False |
172 |
| 20 |
1.1001 |
1.0729 |
0.0273 |
2.5% |
0.0039 |
0.4% |
18% |
False |
False |
112 |
| 40 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0036 |
0.3% |
14% |
False |
False |
105 |
| 60 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0035 |
0.3% |
14% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0832 |
|
2.618 |
1.0811 |
|
1.618 |
1.0799 |
|
1.000 |
1.0791 |
|
0.618 |
1.0786 |
|
HIGH |
1.0779 |
|
0.618 |
1.0774 |
|
0.500 |
1.0772 |
|
0.382 |
1.0771 |
|
LOW |
1.0766 |
|
0.618 |
1.0758 |
|
1.000 |
1.0754 |
|
1.618 |
1.0746 |
|
2.618 |
1.0733 |
|
4.250 |
1.0713 |
|
|
| Fisher Pivots for day following 22-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0776 |
1.0775 |
| PP |
1.0774 |
1.0772 |
| S1 |
1.0772 |
1.0769 |
|