CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 12-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2024 |
12-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0857 |
1.0841 |
-0.0016 |
-0.1% |
1.0955 |
| High |
1.0869 |
1.0944 |
0.0076 |
0.7% |
1.1010 |
| Low |
1.0817 |
1.0835 |
0.0019 |
0.2% |
1.0897 |
| Close |
1.0840 |
1.0909 |
0.0070 |
0.6% |
1.0903 |
| Range |
0.0052 |
0.0109 |
0.0057 |
109.6% |
0.0113 |
| ATR |
0.0048 |
0.0052 |
0.0004 |
9.1% |
0.0000 |
| Volume |
662 |
325 |
-337 |
-50.9% |
1,099 |
|
| Daily Pivots for day following 12-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1223 |
1.1175 |
1.0969 |
|
| R3 |
1.1114 |
1.1066 |
1.0939 |
|
| R2 |
1.1005 |
1.1005 |
1.0929 |
|
| R1 |
1.0957 |
1.0957 |
1.0919 |
1.0981 |
| PP |
1.0896 |
1.0896 |
1.0896 |
1.0908 |
| S1 |
1.0848 |
1.0848 |
1.0899 |
1.0872 |
| S2 |
1.0787 |
1.0787 |
1.0889 |
|
| S3 |
1.0678 |
1.0739 |
1.0879 |
|
| S4 |
1.0569 |
1.0630 |
1.0849 |
|
|
| 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% |
0.0065 |
0.6% |
51% |
False |
False |
657 |
| 10 |
1.1010 |
1.0817 |
0.0193 |
1.8% |
0.0059 |
0.5% |
48% |
False |
False |
423 |
| 20 |
1.1010 |
1.0817 |
0.0193 |
1.8% |
0.0046 |
0.4% |
48% |
False |
False |
348 |
| 40 |
1.1010 |
1.0731 |
0.0279 |
2.6% |
0.0042 |
0.4% |
64% |
False |
False |
225 |
| 60 |
1.1043 |
1.0729 |
0.0315 |
2.9% |
0.0042 |
0.4% |
57% |
False |
False |
178 |
| 80 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0037 |
0.3% |
49% |
False |
False |
157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1407 |
|
2.618 |
1.1229 |
|
1.618 |
1.1120 |
|
1.000 |
1.1053 |
|
0.618 |
1.1011 |
|
HIGH |
1.0944 |
|
0.618 |
1.0902 |
|
0.500 |
1.0890 |
|
0.382 |
1.0877 |
|
LOW |
1.0835 |
|
0.618 |
1.0768 |
|
1.000 |
1.0726 |
|
1.618 |
1.0659 |
|
2.618 |
1.0550 |
|
4.250 |
1.0372 |
|
|
| Fisher Pivots for day following 12-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0903 |
1.0899 |
| PP |
1.0896 |
1.0890 |
| S1 |
1.0890 |
1.0880 |
|