CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 21-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2024 |
21-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0833 |
1.0793 |
-0.0040 |
-0.4% |
1.0800 |
| High |
1.0845 |
1.0811 |
-0.0034 |
-0.3% |
1.0855 |
| Low |
1.0798 |
1.0763 |
-0.0035 |
-0.3% |
1.0763 |
| Close |
1.0802 |
1.0786 |
-0.0016 |
-0.1% |
1.0786 |
| Range |
0.0047 |
0.0048 |
0.0001 |
2.1% |
0.0092 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
804 |
1,890 |
1,086 |
135.1% |
4,230 |
|
| Daily Pivots for day following 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0931 |
1.0906 |
1.0812 |
|
| R3 |
1.0883 |
1.0858 |
1.0799 |
|
| R2 |
1.0835 |
1.0835 |
1.0795 |
|
| R1 |
1.0810 |
1.0810 |
1.0790 |
1.0799 |
| PP |
1.0787 |
1.0787 |
1.0787 |
1.0781 |
| S1 |
1.0762 |
1.0762 |
1.0782 |
1.0751 |
| S2 |
1.0739 |
1.0739 |
1.0777 |
|
| S3 |
1.0691 |
1.0714 |
1.0773 |
|
| S4 |
1.0643 |
1.0666 |
1.0760 |
|
|
| Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1076 |
1.1022 |
1.0836 |
|
| R3 |
1.0984 |
1.0931 |
1.0811 |
|
| R2 |
1.0893 |
1.0893 |
1.0803 |
|
| R1 |
1.0839 |
1.0839 |
1.0794 |
1.0820 |
| PP |
1.0801 |
1.0801 |
1.0801 |
1.0792 |
| S1 |
1.0748 |
1.0748 |
1.0778 |
1.0729 |
| S2 |
1.0710 |
1.0710 |
1.0769 |
|
| S3 |
1.0618 |
1.0656 |
1.0761 |
|
| S4 |
1.0527 |
1.0565 |
1.0736 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0855 |
1.0763 |
0.0092 |
0.8% |
0.0053 |
0.5% |
25% |
False |
True |
999 |
| 10 |
1.0997 |
1.0763 |
0.0234 |
2.2% |
0.0065 |
0.6% |
10% |
False |
True |
879 |
| 20 |
1.1010 |
1.0763 |
0.0247 |
2.3% |
0.0055 |
0.5% |
9% |
False |
True |
522 |
| 40 |
1.1010 |
1.0763 |
0.0247 |
2.3% |
0.0045 |
0.4% |
9% |
False |
True |
344 |
| 60 |
1.1010 |
1.0729 |
0.0281 |
2.6% |
0.0043 |
0.4% |
20% |
False |
False |
267 |
| 80 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0041 |
0.4% |
16% |
False |
False |
222 |
| 100 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0039 |
0.4% |
16% |
False |
False |
195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1015 |
|
2.618 |
1.0937 |
|
1.618 |
1.0889 |
|
1.000 |
1.0859 |
|
0.618 |
1.0841 |
|
HIGH |
1.0811 |
|
0.618 |
1.0793 |
|
0.500 |
1.0787 |
|
0.382 |
1.0781 |
|
LOW |
1.0763 |
|
0.618 |
1.0733 |
|
1.000 |
1.0715 |
|
1.618 |
1.0685 |
|
2.618 |
1.0637 |
|
4.250 |
1.0559 |
|
|
| Fisher Pivots for day following 21-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0787 |
1.0809 |
| PP |
1.0787 |
1.0801 |
| S1 |
1.0786 |
1.0794 |
|