CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 17-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2024 |
17-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0833 |
1.0800 |
-0.0033 |
-0.3% |
1.0871 |
| High |
1.0837 |
1.0832 |
-0.0005 |
0.0% |
1.0944 |
| Low |
1.0766 |
1.0785 |
0.0019 |
0.2% |
1.0766 |
| Close |
1.0794 |
1.0830 |
0.0036 |
0.3% |
1.0794 |
| Range |
0.0071 |
0.0047 |
-0.0024 |
-34.0% |
0.0178 |
| ATR |
0.0055 |
0.0055 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
768 |
916 |
148 |
19.3% |
4,017 |
|
| Daily Pivots for day following 17-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0955 |
1.0939 |
1.0856 |
|
| R3 |
1.0909 |
1.0893 |
1.0843 |
|
| R2 |
1.0862 |
1.0862 |
1.0839 |
|
| R1 |
1.0846 |
1.0846 |
1.0834 |
1.0854 |
| PP |
1.0816 |
1.0816 |
1.0816 |
1.0820 |
| S1 |
1.0800 |
1.0800 |
1.0826 |
1.0808 |
| S2 |
1.0769 |
1.0769 |
1.0821 |
|
| S3 |
1.0723 |
1.0753 |
1.0817 |
|
| S4 |
1.0676 |
1.0707 |
1.0804 |
|
|
| 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% |
0.0072 |
0.7% |
36% |
False |
False |
655 |
| 10 |
1.1010 |
1.0766 |
0.0244 |
2.2% |
0.0060 |
0.6% |
26% |
False |
False |
593 |
| 20 |
1.1010 |
1.0766 |
0.0244 |
2.2% |
0.0050 |
0.5% |
26% |
False |
False |
387 |
| 40 |
1.1010 |
1.0766 |
0.0244 |
2.2% |
0.0043 |
0.4% |
26% |
False |
False |
265 |
| 60 |
1.1010 |
1.0729 |
0.0281 |
2.6% |
0.0043 |
0.4% |
36% |
False |
False |
214 |
| 80 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0040 |
0.4% |
28% |
False |
False |
184 |
| 100 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0038 |
0.4% |
28% |
False |
False |
162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1029 |
|
2.618 |
1.0953 |
|
1.618 |
1.0907 |
|
1.000 |
1.0878 |
|
0.618 |
1.0860 |
|
HIGH |
1.0832 |
|
0.618 |
1.0814 |
|
0.500 |
1.0808 |
|
0.382 |
1.0803 |
|
LOW |
1.0785 |
|
0.618 |
1.0756 |
|
1.000 |
1.0739 |
|
1.618 |
1.0710 |
|
2.618 |
1.0663 |
|
4.250 |
1.0587 |
|
|
| Fisher Pivots for day following 17-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0823 |
1.0838 |
| PP |
1.0816 |
1.0835 |
| S1 |
1.0808 |
1.0833 |
|