CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 10-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2024 |
10-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0992 |
1.0871 |
-0.0121 |
-1.1% |
1.0955 |
| High |
1.0997 |
1.0871 |
-0.0126 |
-1.1% |
1.1010 |
| Low |
1.0897 |
1.0830 |
-0.0068 |
-0.6% |
1.0897 |
| Close |
1.0903 |
1.0858 |
-0.0045 |
-0.4% |
1.0903 |
| Range |
0.0100 |
0.0042 |
-0.0059 |
-58.5% |
0.0113 |
| ATR |
0.0046 |
0.0048 |
0.0002 |
4.4% |
0.0000 |
| Volume |
543 |
1,657 |
1,114 |
205.2% |
1,099 |
|
| Daily Pivots for day following 10-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0977 |
1.0959 |
1.0881 |
|
| R3 |
1.0936 |
1.0918 |
1.0869 |
|
| R2 |
1.0894 |
1.0894 |
1.0866 |
|
| R1 |
1.0876 |
1.0876 |
1.0862 |
1.0865 |
| PP |
1.0853 |
1.0853 |
1.0853 |
1.0847 |
| S1 |
1.0835 |
1.0835 |
1.0854 |
1.0823 |
| S2 |
1.0811 |
1.0811 |
1.0850 |
|
| S3 |
1.0770 |
1.0793 |
1.0847 |
|
| S4 |
1.0728 |
1.0752 |
1.0835 |
|
|
| 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 |
1.0830 |
0.0180 |
1.7% |
0.0048 |
0.4% |
16% |
False |
True |
532 |
| 10 |
1.1010 |
1.0830 |
0.0180 |
1.7% |
0.0051 |
0.5% |
16% |
False |
True |
347 |
| 20 |
1.1010 |
1.0830 |
0.0180 |
1.7% |
0.0041 |
0.4% |
16% |
False |
True |
304 |
| 40 |
1.1010 |
1.0729 |
0.0281 |
2.6% |
0.0039 |
0.4% |
46% |
False |
False |
206 |
| 60 |
1.1043 |
1.0729 |
0.0315 |
2.9% |
0.0040 |
0.4% |
41% |
False |
False |
164 |
| 80 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0036 |
0.3% |
35% |
False |
False |
146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1047 |
|
2.618 |
1.0980 |
|
1.618 |
1.0938 |
|
1.000 |
1.0913 |
|
0.618 |
1.0897 |
|
HIGH |
1.0871 |
|
0.618 |
1.0855 |
|
0.500 |
1.0850 |
|
0.382 |
1.0845 |
|
LOW |
1.0830 |
|
0.618 |
1.0804 |
|
1.000 |
1.0788 |
|
1.618 |
1.0762 |
|
2.618 |
1.0721 |
|
4.250 |
1.0653 |
|
|
| Fisher Pivots for day following 10-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0855 |
1.0913 |
| PP |
1.0853 |
1.0895 |
| S1 |
1.0850 |
1.0876 |
|