CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 23-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2024 |
23-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0766 |
1.0769 |
0.0003 |
0.0% |
1.0763 |
| High |
1.0779 |
1.0822 |
0.0043 |
0.4% |
1.0807 |
| Low |
1.0766 |
1.0769 |
0.0003 |
0.0% |
1.0729 |
| Close |
1.0779 |
1.0822 |
0.0043 |
0.4% |
1.0770 |
| Range |
0.0013 |
0.0053 |
0.0040 |
320.0% |
0.0078 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
1.6% |
0.0000 |
| Volume |
75 |
43 |
-32 |
-42.7% |
932 |
|
| Daily Pivots for day following 23-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0962 |
1.0944 |
1.0850 |
|
| R3 |
1.0909 |
1.0892 |
1.0836 |
|
| R2 |
1.0857 |
1.0857 |
1.0831 |
|
| R1 |
1.0839 |
1.0839 |
1.0826 |
1.0848 |
| PP |
1.0804 |
1.0804 |
1.0804 |
1.0808 |
| S1 |
1.0787 |
1.0787 |
1.0817 |
1.0795 |
| S2 |
1.0752 |
1.0752 |
1.0812 |
|
| S3 |
1.0699 |
1.0734 |
1.0807 |
|
| S4 |
1.0647 |
1.0682 |
1.0793 |
|
|
| 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 |
1.0822 |
1.0731 |
0.0091 |
0.8% |
0.0039 |
0.4% |
100% |
True |
False |
166 |
| 10 |
1.0978 |
1.0729 |
0.0249 |
2.3% |
0.0049 |
0.5% |
37% |
False |
False |
170 |
| 20 |
1.1001 |
1.0729 |
0.0273 |
2.5% |
0.0040 |
0.4% |
34% |
False |
False |
114 |
| 40 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0037 |
0.3% |
25% |
False |
False |
102 |
| 60 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0035 |
0.3% |
25% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1045 |
|
2.618 |
1.0959 |
|
1.618 |
1.0906 |
|
1.000 |
1.0874 |
|
0.618 |
1.0854 |
|
HIGH |
1.0822 |
|
0.618 |
1.0801 |
|
0.500 |
1.0795 |
|
0.382 |
1.0789 |
|
LOW |
1.0769 |
|
0.618 |
1.0737 |
|
1.000 |
1.0717 |
|
1.618 |
1.0684 |
|
2.618 |
1.0632 |
|
4.250 |
1.0546 |
|
|
| Fisher Pivots for day following 23-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0813 |
1.0806 |
| PP |
1.0804 |
1.0791 |
| S1 |
1.0795 |
1.0776 |
|