CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 14-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2024 |
14-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0906 |
1.0833 |
-0.0073 |
-0.7% |
1.0871 |
| High |
1.0910 |
1.0837 |
-0.0073 |
-0.7% |
1.0944 |
| Low |
1.0830 |
1.0766 |
-0.0064 |
-0.6% |
1.0766 |
| Close |
1.0834 |
1.0794 |
-0.0040 |
-0.4% |
1.0794 |
| Range |
0.0080 |
0.0071 |
-0.0009 |
-11.3% |
0.0178 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
2.1% |
0.0000 |
| Volume |
605 |
768 |
163 |
26.9% |
4,017 |
|
| Daily Pivots for day following 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1010 |
1.0973 |
1.0833 |
|
| R3 |
1.0940 |
1.0902 |
1.0813 |
|
| R2 |
1.0869 |
1.0869 |
1.0807 |
|
| R1 |
1.0832 |
1.0832 |
1.0800 |
1.0815 |
| PP |
1.0799 |
1.0799 |
1.0799 |
1.0791 |
| S1 |
1.0761 |
1.0761 |
1.0788 |
1.0745 |
| S2 |
1.0728 |
1.0728 |
1.0781 |
|
| S3 |
1.0658 |
1.0691 |
1.0775 |
|
| S4 |
1.0587 |
1.0620 |
1.0755 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1369 |
1.1259 |
1.0892 |
|
| R3 |
1.1191 |
1.1081 |
1.0843 |
|
| R2 |
1.1013 |
1.1013 |
1.0827 |
|
| R1 |
1.0903 |
1.0903 |
1.0810 |
1.0869 |
| PP |
1.0835 |
1.0835 |
1.0835 |
1.0818 |
| S1 |
1.0725 |
1.0725 |
1.0778 |
1.0691 |
| S2 |
1.0657 |
1.0657 |
1.0761 |
|
| S3 |
1.0479 |
1.0547 |
1.0745 |
|
| S4 |
1.0301 |
1.0369 |
1.0696 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0944 |
1.0766 |
0.0178 |
1.6% |
0.0071 |
0.7% |
16% |
False |
True |
803 |
| 10 |
1.1010 |
1.0766 |
0.0244 |
2.3% |
0.0062 |
0.6% |
11% |
False |
True |
511 |
| 20 |
1.1010 |
1.0766 |
0.0244 |
2.3% |
0.0049 |
0.5% |
11% |
False |
True |
346 |
| 40 |
1.1010 |
1.0731 |
0.0279 |
2.6% |
0.0044 |
0.4% |
23% |
False |
False |
245 |
| 60 |
1.1041 |
1.0729 |
0.0313 |
2.9% |
0.0043 |
0.4% |
21% |
False |
False |
199 |
| 80 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0039 |
0.4% |
18% |
False |
False |
173 |
| 100 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0038 |
0.4% |
18% |
False |
False |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1136 |
|
2.618 |
1.1021 |
|
1.618 |
1.0951 |
|
1.000 |
1.0907 |
|
0.618 |
1.0880 |
|
HIGH |
1.0837 |
|
0.618 |
1.0810 |
|
0.500 |
1.0801 |
|
0.382 |
1.0793 |
|
LOW |
1.0766 |
|
0.618 |
1.0722 |
|
1.000 |
1.0696 |
|
1.618 |
1.0652 |
|
2.618 |
1.0581 |
|
4.250 |
1.0466 |
|
|
| Fisher Pivots for day following 14-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0801 |
1.0855 |
| PP |
1.0799 |
1.0835 |
| S1 |
1.0796 |
1.0814 |
|