CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 07-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2024 |
07-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0989 |
1.0992 |
0.0003 |
0.0% |
1.0955 |
| High |
1.0994 |
1.0997 |
0.0003 |
0.0% |
1.1010 |
| Low |
1.0971 |
1.0897 |
-0.0074 |
-0.7% |
1.0897 |
| Close |
1.0990 |
1.0903 |
-0.0087 |
-0.8% |
1.0903 |
| Range |
0.0024 |
0.0100 |
0.0077 |
325.5% |
0.0113 |
| ATR |
0.0041 |
0.0046 |
0.0004 |
10.1% |
0.0000 |
| Volume |
102 |
543 |
441 |
432.4% |
1,099 |
|
| Daily Pivots for day following 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1232 |
1.1168 |
1.0958 |
|
| R3 |
1.1132 |
1.1068 |
1.0931 |
|
| R2 |
1.1032 |
1.1032 |
1.0921 |
|
| R1 |
1.0968 |
1.0968 |
1.0912 |
1.0950 |
| PP |
1.0932 |
1.0932 |
1.0932 |
1.0924 |
| S1 |
1.0868 |
1.0868 |
1.0894 |
1.0850 |
| S2 |
1.0832 |
1.0832 |
1.0885 |
|
| S3 |
1.0732 |
1.0768 |
1.0876 |
|
| S4 |
1.0632 |
1.0668 |
1.0848 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1274 |
1.1201 |
1.0965 |
|
| R3 |
1.1162 |
1.1089 |
1.0934 |
|
| R2 |
1.1049 |
1.1049 |
1.0924 |
|
| R1 |
1.0976 |
1.0976 |
1.0913 |
1.0956 |
| PP |
1.0937 |
1.0937 |
1.0937 |
1.0927 |
| S1 |
1.0864 |
1.0864 |
1.0893 |
1.0844 |
| S2 |
1.0824 |
1.0824 |
1.0882 |
|
| S3 |
1.0712 |
1.0751 |
1.0872 |
|
| S4 |
1.0599 |
1.0639 |
1.0841 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1010 |
1.0897 |
0.0113 |
1.0% |
0.0053 |
0.5% |
5% |
False |
True |
219 |
| 10 |
1.1010 |
1.0893 |
0.0117 |
1.1% |
0.0051 |
0.5% |
9% |
False |
False |
193 |
| 20 |
1.1010 |
1.0873 |
0.0137 |
1.3% |
0.0040 |
0.4% |
22% |
False |
False |
228 |
| 40 |
1.1010 |
1.0729 |
0.0281 |
2.6% |
0.0040 |
0.4% |
62% |
False |
False |
167 |
| 60 |
1.1082 |
1.0729 |
0.0353 |
3.2% |
0.0040 |
0.4% |
49% |
False |
False |
137 |
| 80 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0036 |
0.3% |
47% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1422 |
|
2.618 |
1.1259 |
|
1.618 |
1.1159 |
|
1.000 |
1.1097 |
|
0.618 |
1.1059 |
|
HIGH |
1.0997 |
|
0.618 |
1.0959 |
|
0.500 |
1.0947 |
|
0.382 |
1.0935 |
|
LOW |
1.0897 |
|
0.618 |
1.0835 |
|
1.000 |
1.0797 |
|
1.618 |
1.0735 |
|
2.618 |
1.0635 |
|
4.250 |
1.0472 |
|
|
| Fisher Pivots for day following 07-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0947 |
1.0947 |
| PP |
1.0932 |
1.0932 |
| S1 |
1.0918 |
1.0918 |
|