CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 26-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2024 |
26-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0825 |
1.0802 |
-0.0023 |
-0.2% |
1.0800 |
| High |
1.0834 |
1.0802 |
-0.0033 |
-0.3% |
1.0855 |
| Low |
1.0781 |
1.0760 |
-0.0022 |
-0.2% |
1.0763 |
| Close |
1.0807 |
1.0769 |
-0.0038 |
-0.3% |
1.0786 |
| Range |
0.0053 |
0.0042 |
-0.0011 |
-20.8% |
0.0092 |
| ATR |
0.0054 |
0.0053 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
510 |
683 |
173 |
33.9% |
4,230 |
|
| Daily Pivots for day following 26-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0903 |
1.0878 |
1.0792 |
|
| R3 |
1.0861 |
1.0836 |
1.0781 |
|
| R2 |
1.0819 |
1.0819 |
1.0777 |
|
| R1 |
1.0794 |
1.0794 |
1.0773 |
1.0785 |
| PP |
1.0777 |
1.0777 |
1.0777 |
1.0772 |
| S1 |
1.0752 |
1.0752 |
1.0765 |
1.0743 |
| S2 |
1.0735 |
1.0735 |
1.0761 |
|
| S3 |
1.0693 |
1.0710 |
1.0757 |
|
| S4 |
1.0651 |
1.0668 |
1.0746 |
|
|
| 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 |
1.0845 |
1.0760 |
0.0085 |
0.8% |
0.0049 |
0.5% |
11% |
False |
True |
955 |
| 10 |
1.0944 |
1.0760 |
0.0185 |
1.7% |
0.0060 |
0.6% |
5% |
False |
True |
801 |
| 20 |
1.1010 |
1.0760 |
0.0250 |
2.3% |
0.0057 |
0.5% |
4% |
False |
True |
601 |
| 40 |
1.1010 |
1.0760 |
0.0250 |
2.3% |
0.0045 |
0.4% |
4% |
False |
True |
392 |
| 60 |
1.1010 |
1.0729 |
0.0281 |
2.6% |
0.0045 |
0.4% |
14% |
False |
False |
301 |
| 80 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0042 |
0.4% |
11% |
False |
False |
247 |
| 100 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0039 |
0.4% |
11% |
False |
False |
210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0980 |
|
2.618 |
1.0911 |
|
1.618 |
1.0869 |
|
1.000 |
1.0844 |
|
0.618 |
1.0827 |
|
HIGH |
1.0802 |
|
0.618 |
1.0785 |
|
0.500 |
1.0781 |
|
0.382 |
1.0776 |
|
LOW |
1.0760 |
|
0.618 |
1.0734 |
|
1.000 |
1.0718 |
|
1.618 |
1.0692 |
|
2.618 |
1.0650 |
|
4.250 |
1.0581 |
|
|
| Fisher Pivots for day following 26-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0781 |
1.0798 |
| PP |
1.0777 |
1.0788 |
| S1 |
1.0773 |
1.0779 |
|