CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 24-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2024 |
24-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0793 |
1.0783 |
-0.0011 |
-0.1% |
1.0800 |
| High |
1.0811 |
1.0837 |
0.0026 |
0.2% |
1.0855 |
| Low |
1.0763 |
1.0781 |
0.0018 |
0.2% |
1.0763 |
| Close |
1.0786 |
1.0827 |
0.0041 |
0.4% |
1.0786 |
| Range |
0.0048 |
0.0056 |
0.0008 |
15.6% |
0.0092 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.3% |
0.0000 |
| Volume |
1,890 |
890 |
-1,000 |
-52.9% |
4,230 |
|
| Daily Pivots for day following 24-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0981 |
1.0959 |
1.0857 |
|
| R3 |
1.0926 |
1.0904 |
1.0842 |
|
| R2 |
1.0870 |
1.0870 |
1.0837 |
|
| R1 |
1.0848 |
1.0848 |
1.0832 |
1.0859 |
| PP |
1.0815 |
1.0815 |
1.0815 |
1.0820 |
| S1 |
1.0793 |
1.0793 |
1.0821 |
1.0804 |
| S2 |
1.0759 |
1.0759 |
1.0816 |
|
| S3 |
1.0704 |
1.0737 |
1.0811 |
|
| S4 |
1.0648 |
1.0682 |
1.0796 |
|
|
| 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% |
0.0050 |
0.5% |
69% |
False |
False |
1,024 |
| 10 |
1.0944 |
1.0763 |
0.0181 |
1.7% |
0.0060 |
0.6% |
35% |
False |
False |
913 |
| 20 |
1.1010 |
1.0763 |
0.0247 |
2.3% |
0.0056 |
0.5% |
26% |
False |
False |
553 |
| 40 |
1.1010 |
1.0763 |
0.0247 |
2.3% |
0.0045 |
0.4% |
26% |
False |
False |
365 |
| 60 |
1.1010 |
1.0729 |
0.0281 |
2.6% |
0.0044 |
0.4% |
35% |
False |
False |
282 |
| 80 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0041 |
0.4% |
27% |
False |
False |
233 |
| 100 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0039 |
0.4% |
27% |
False |
False |
199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1072 |
|
2.618 |
1.0982 |
|
1.618 |
1.0926 |
|
1.000 |
1.0892 |
|
0.618 |
1.0871 |
|
HIGH |
1.0837 |
|
0.618 |
1.0815 |
|
0.500 |
1.0809 |
|
0.382 |
1.0802 |
|
LOW |
1.0781 |
|
0.618 |
1.0747 |
|
1.000 |
1.0726 |
|
1.618 |
1.0691 |
|
2.618 |
1.0636 |
|
4.250 |
1.0545 |
|
|
| Fisher Pivots for day following 24-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0821 |
1.0819 |
| PP |
1.0815 |
1.0811 |
| S1 |
1.0809 |
1.0804 |
|