CME Euro FX (E) Future December 2024
Trading Metrics calculated at close of trading on 26-Apr-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2024 |
26-Apr-2024 |
Change |
Change % |
Previous Week |
Open |
1.0814 |
1.0857 |
0.0043 |
0.4% |
1.0766 |
High |
1.0845 |
1.0868 |
0.0024 |
0.2% |
1.0868 |
Low |
1.0796 |
1.0798 |
0.0002 |
0.0% |
1.0766 |
Close |
1.0845 |
1.0822 |
-0.0023 |
-0.2% |
1.0822 |
Range |
0.0049 |
0.0071 |
0.0022 |
45.4% |
0.0102 |
ATR |
0.0042 |
0.0044 |
0.0002 |
4.7% |
0.0000 |
Volume |
65 |
66 |
1 |
1.5% |
263 |
|
Daily Pivots for day following 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1041 |
1.1002 |
1.0861 |
|
R3 |
1.0970 |
1.0931 |
1.0841 |
|
R2 |
1.0900 |
1.0900 |
1.0835 |
|
R1 |
1.0861 |
1.0861 |
1.0828 |
1.0845 |
PP |
1.0829 |
1.0829 |
1.0829 |
1.0821 |
S1 |
1.0790 |
1.0790 |
1.0816 |
1.0775 |
S2 |
1.0759 |
1.0759 |
1.0809 |
|
S3 |
1.0688 |
1.0720 |
1.0803 |
|
S4 |
1.0618 |
1.0649 |
1.0783 |
|
|
Weekly Pivots for week ending 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1125 |
1.1075 |
1.0878 |
|
R3 |
1.1023 |
1.0973 |
1.0850 |
|
R2 |
1.0921 |
1.0921 |
1.0841 |
|
R1 |
1.0871 |
1.0871 |
1.0831 |
1.0896 |
PP |
1.0819 |
1.0819 |
1.0819 |
1.0831 |
S1 |
1.0769 |
1.0769 |
1.0813 |
1.0794 |
S2 |
1.0717 |
1.0717 |
1.0803 |
|
S3 |
1.0615 |
1.0667 |
1.0794 |
|
S4 |
1.0513 |
1.0565 |
1.0766 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0868 |
1.0766 |
0.0102 |
0.9% |
0.0038 |
0.4% |
55% |
True |
False |
52 |
10 |
1.0868 |
1.0729 |
0.0140 |
1.3% |
0.0038 |
0.3% |
67% |
True |
False |
119 |
20 |
1.1001 |
1.0729 |
0.0273 |
2.5% |
0.0043 |
0.4% |
34% |
False |
False |
117 |
40 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0039 |
0.4% |
25% |
False |
False |
102 |
60 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0036 |
0.3% |
25% |
False |
False |
87 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1168 |
2.618 |
1.1053 |
1.618 |
1.0982 |
1.000 |
1.0939 |
0.618 |
1.0912 |
HIGH |
1.0868 |
0.618 |
1.0841 |
0.500 |
1.0833 |
0.382 |
1.0824 |
LOW |
1.0798 |
0.618 |
1.0754 |
1.000 |
1.0727 |
1.618 |
1.0683 |
2.618 |
1.0613 |
4.250 |
1.0498 |
|
|
Fisher Pivots for day following 26-Apr-2024 |
Pivot |
1 day |
3 day |
R1 |
1.0833 |
1.0832 |
PP |
1.0829 |
1.0829 |
S1 |
1.0826 |
1.0825 |
|