CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 11-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2024 |
11-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0871 |
1.0857 |
-0.0014 |
-0.1% |
1.0955 |
| High |
1.0871 |
1.0869 |
-0.0003 |
0.0% |
1.1010 |
| Low |
1.0830 |
1.0817 |
-0.0013 |
-0.1% |
1.0897 |
| Close |
1.0858 |
1.0840 |
-0.0019 |
-0.2% |
1.0903 |
| Range |
0.0042 |
0.0052 |
0.0011 |
25.3% |
0.0113 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
0.7% |
0.0000 |
| Volume |
1,657 |
662 |
-995 |
-60.0% |
1,099 |
|
| Daily Pivots for day following 11-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0998 |
1.0971 |
1.0868 |
|
| R3 |
1.0946 |
1.0919 |
1.0854 |
|
| R2 |
1.0894 |
1.0894 |
1.0849 |
|
| R1 |
1.0867 |
1.0867 |
1.0844 |
1.0854 |
| PP |
1.0842 |
1.0842 |
1.0842 |
1.0835 |
| S1 |
1.0815 |
1.0815 |
1.0835 |
1.0802 |
| S2 |
1.0790 |
1.0790 |
1.0830 |
|
| S3 |
1.0738 |
1.0763 |
1.0825 |
|
| S4 |
1.0686 |
1.0711 |
1.0811 |
|
|
| 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 |
1.0997 |
1.0817 |
0.0181 |
1.7% |
0.0049 |
0.5% |
13% |
False |
True |
622 |
| 10 |
1.1010 |
1.0817 |
0.0193 |
1.8% |
0.0053 |
0.5% |
12% |
False |
True |
402 |
| 20 |
1.1010 |
1.0817 |
0.0193 |
1.8% |
0.0042 |
0.4% |
12% |
False |
True |
335 |
| 40 |
1.1010 |
1.0729 |
0.0281 |
2.6% |
0.0040 |
0.4% |
40% |
False |
False |
222 |
| 60 |
1.1043 |
1.0729 |
0.0315 |
2.9% |
0.0040 |
0.4% |
35% |
False |
False |
173 |
| 80 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0036 |
0.3% |
30% |
False |
False |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1090 |
|
2.618 |
1.1005 |
|
1.618 |
1.0953 |
|
1.000 |
1.0921 |
|
0.618 |
1.0901 |
|
HIGH |
1.0869 |
|
0.618 |
1.0849 |
|
0.500 |
1.0843 |
|
0.382 |
1.0836 |
|
LOW |
1.0817 |
|
0.618 |
1.0784 |
|
1.000 |
1.0765 |
|
1.618 |
1.0732 |
|
2.618 |
1.0680 |
|
4.250 |
1.0596 |
|
|
| Fisher Pivots for day following 11-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0843 |
1.0907 |
| PP |
1.0842 |
1.0884 |
| S1 |
1.0841 |
1.0862 |
|