CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 13-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2024 |
13-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0841 |
1.0906 |
0.0065 |
0.6% |
1.0955 |
| High |
1.0944 |
1.0910 |
-0.0035 |
-0.3% |
1.1010 |
| Low |
1.0835 |
1.0830 |
-0.0005 |
0.0% |
1.0897 |
| Close |
1.0909 |
1.0834 |
-0.0076 |
-0.7% |
1.0903 |
| Range |
0.0109 |
0.0080 |
-0.0030 |
-27.1% |
0.0113 |
| ATR |
0.0052 |
0.0054 |
0.0002 |
3.7% |
0.0000 |
| Volume |
325 |
605 |
280 |
86.2% |
1,099 |
|
| Daily Pivots for day following 13-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1096 |
1.1044 |
1.0877 |
|
| R3 |
1.1017 |
1.0965 |
1.0855 |
|
| R2 |
1.0937 |
1.0937 |
1.0848 |
|
| R1 |
1.0885 |
1.0885 |
1.0841 |
1.0872 |
| PP |
1.0858 |
1.0858 |
1.0858 |
1.0851 |
| S1 |
1.0806 |
1.0806 |
1.0826 |
1.0792 |
| S2 |
1.0778 |
1.0778 |
1.0819 |
|
| S3 |
1.0699 |
1.0726 |
1.0812 |
|
| S4 |
1.0619 |
1.0647 |
1.0790 |
|
|
| 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% |
0.0076 |
0.7% |
9% |
False |
False |
758 |
| 10 |
1.1010 |
1.0817 |
0.0193 |
1.8% |
0.0062 |
0.6% |
9% |
False |
False |
472 |
| 20 |
1.1010 |
1.0817 |
0.0193 |
1.8% |
0.0047 |
0.4% |
9% |
False |
False |
363 |
| 40 |
1.1010 |
1.0731 |
0.0279 |
2.6% |
0.0043 |
0.4% |
37% |
False |
False |
239 |
| 60 |
1.1043 |
1.0729 |
0.0315 |
2.9% |
0.0043 |
0.4% |
33% |
False |
False |
188 |
| 80 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0038 |
0.4% |
28% |
False |
False |
164 |
| 100 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0038 |
0.4% |
28% |
False |
False |
146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1247 |
|
2.618 |
1.1118 |
|
1.618 |
1.1038 |
|
1.000 |
1.0989 |
|
0.618 |
1.0959 |
|
HIGH |
1.0910 |
|
0.618 |
1.0879 |
|
0.500 |
1.0870 |
|
0.382 |
1.0860 |
|
LOW |
1.0830 |
|
0.618 |
1.0781 |
|
1.000 |
1.0751 |
|
1.618 |
1.0701 |
|
2.618 |
1.0622 |
|
4.250 |
1.0492 |
|
|
| Fisher Pivots for day following 13-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0870 |
1.0880 |
| PP |
1.0858 |
1.0865 |
| S1 |
1.0846 |
1.0849 |
|