CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 04-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2024 |
04-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0955 |
1.1010 |
0.0055 |
0.5% |
1.0964 |
| High |
1.0999 |
1.1010 |
0.0011 |
0.1% |
1.0991 |
| Low |
1.0933 |
1.0961 |
0.0028 |
0.3% |
1.0893 |
| Close |
1.0998 |
1.0982 |
-0.0016 |
-0.1% |
1.0943 |
| Range |
0.0066 |
0.0049 |
-0.0018 |
-26.5% |
0.0098 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
0.8% |
0.0000 |
| Volume |
94 |
211 |
117 |
124.5% |
715 |
|
| Daily Pivots for day following 04-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1130 |
1.1104 |
1.1009 |
|
| R3 |
1.1081 |
1.1056 |
1.0995 |
|
| R2 |
1.1033 |
1.1033 |
1.0991 |
|
| R1 |
1.1007 |
1.1007 |
1.0986 |
1.0996 |
| PP |
1.0984 |
1.0984 |
1.0984 |
1.0978 |
| S1 |
1.0959 |
1.0959 |
1.0978 |
1.0947 |
| S2 |
1.0936 |
1.0936 |
1.0973 |
|
| S3 |
1.0887 |
1.0910 |
1.0969 |
|
| S4 |
1.0839 |
1.0862 |
1.0955 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1235 |
1.1186 |
1.0997 |
|
| R3 |
1.1137 |
1.1089 |
1.0970 |
|
| R2 |
1.1040 |
1.1040 |
1.0961 |
|
| R1 |
1.0991 |
1.0991 |
1.0952 |
1.0967 |
| PP |
1.0942 |
1.0942 |
1.0942 |
1.0930 |
| S1 |
1.0894 |
1.0894 |
1.0934 |
1.0869 |
| S2 |
1.0845 |
1.0845 |
1.0925 |
|
| S3 |
1.0747 |
1.0796 |
1.0916 |
|
| S4 |
1.0650 |
1.0699 |
1.0889 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1010 |
1.0893 |
0.0117 |
1.1% |
0.0058 |
0.5% |
76% |
True |
False |
181 |
| 10 |
1.1010 |
1.0893 |
0.0117 |
1.1% |
0.0045 |
0.4% |
76% |
True |
False |
189 |
| 20 |
1.1010 |
1.0836 |
0.0174 |
1.6% |
0.0038 |
0.3% |
84% |
True |
False |
205 |
| 40 |
1.1010 |
1.0729 |
0.0281 |
2.6% |
0.0041 |
0.4% |
90% |
True |
False |
163 |
| 60 |
1.1085 |
1.0729 |
0.0356 |
3.2% |
0.0039 |
0.4% |
71% |
False |
False |
131 |
| 80 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0036 |
0.3% |
69% |
False |
False |
117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1216 |
|
2.618 |
1.1136 |
|
1.618 |
1.1088 |
|
1.000 |
1.1058 |
|
0.618 |
1.1039 |
|
HIGH |
1.1010 |
|
0.618 |
1.0991 |
|
0.500 |
1.0985 |
|
0.382 |
1.0980 |
|
LOW |
1.0961 |
|
0.618 |
1.0931 |
|
1.000 |
1.0913 |
|
1.618 |
1.0883 |
|
2.618 |
1.0834 |
|
4.250 |
1.0755 |
|
|
| Fisher Pivots for day following 04-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0985 |
1.0975 |
| PP |
1.0984 |
1.0968 |
| S1 |
1.0983 |
1.0962 |
|